# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001193125-25-271158
**Filing Date:** 2025-11
**Character Count:** 408960
**Document Hash:** c343ee1f6b0409b9ae7dc669e8ef4418
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271158.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271158

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price 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:** 251460682

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

**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:** 40 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $13783198099.40

- **Amortized Cost of Portfolio Securities:** $13779467207.21

- **Cash:** $7875.11

- **Total Other Assets:** $24718134.13

- **Total Liabilities:** $184776059.39

- **Net Assets of Series:** $13619417157.06

- **Number of Shares Outstanding (Series):** 13618826105.8208

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $10972703537.53           | $11737703537.53            | 82.4300%                  | 88.1800%                   |
| 2025-10-02 | $11404707411.26           | $11784707411.26            | 84.7500%                  | 87.5700%                   |
| 2025-10-03 | $10889584159.98           | $11651584159.98            | 81.7100%                  | 87.4300%                   |
| 2025-10-06 | $11345411187.78           | $11980411187.78            | 82.9000%                  | 87.5400%                   |
| 2025-10-07 | $11765800722.01           | $12271800722.01            | 84.1800%                  | 87.8000%                   |
| 2025-10-08 | $11509445773.32           | $12267445773.32            | 82.3700%                  | 87.8000%                   |
| 2025-10-09 | $11776673280.36           | $12152673280.36            | 84.8000%                  | 87.5100%                   |
| 2025-10-10 | $11436354626.05           | $12117354626.05            | 82.5500%                  | 87.4700%                   |
| 2025-10-13 | $11456322187.65           | $12137322187.65            | 82.5500%                  | 87.4600%                   |
| 2025-10-14 | $11710787283.13           | $12267787283.13            | 83.6300%                  | 87.6100%                   |
| 2025-10-15 | $11154097207.87           | $11959097207.87            | 81.4500%                  | 87.3300%                   |
| 2025-10-16 | $11754312654.59           | $12130312654.59            | 84.7700%                  | 87.4900%                   |
| 2025-10-17 | $11528473822.25           | $12311473822.25            | 82.0600%                  | 87.6300%                   |
| 2025-10-20 | $11911198648.45           | $12566198648.45            | 83.1600%                  | 87.7300%                   |
| 2025-10-21 | $11707504587.07           | $12235504587.07            | 83.6700%                  | 87.4400%                   |
| 2025-10-22 | $11161552677.47           | $11932552677.47            | 81.3500%                  | 86.9700%                   |
| 2025-10-23 | $11571239581.93           | $11950239581.93            | 84.3200%                  | 87.0800%                   |
| 2025-10-24 | $11143663984.22           | $11943663984.22            | 81.2300%                  | 87.0600%                   |
| 2025-10-27 | $11272298283.67           | $11951298283.67            | 81.6800%                  | 86.6000%                   |
| 2025-10-28 | $11400043596.75           | $11941043596.75            | 82.6700%                  | 86.5900%                   |
| 2025-10-29 | $11152345291.10           | $11954345291.10            | 80.7900%                  | 86.6000%                   |
| 2025-10-30 | $11588807667.00           | $11969807667.00            | 83.8600%                  | 86.6200%                   |
| 2025-10-31 | $11112039513.24           | $11962039513.24            | 80.5000%                  | 86.6600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.1900%             |
| 2025-10-02 | 4.1900%             |
| 2025-10-03 | 4.1900%             |
| 2025-10-06 | 4.1900%             |
| 2025-10-07 | 4.1800%             |
| 2025-10-08 | 4.1700%             |
| 2025-10-09 | 4.1700%             |
| 2025-10-10 | 4.1600%             |
| 2025-10-13 | 4.1600%             |
| 2025-10-14 | 4.1600%             |
| 2025-10-15 | 4.1700%             |
| 2025-10-16 | 4.1800%             |
| 2025-10-17 | 4.2000%             |
| 2025-10-20 | 4.2000%             |
| 2025-10-21 | 4.2000%             |
| 2025-10-22 | 4.2000%             |
| 2025-10-23 | 4.1900%             |
| 2025-10-24 | 4.2000%             |
| 2025-10-27 | 4.2100%             |
| 2025-10-28 | 4.2100%             |
| 2025-10-29 | 4.2200%             |
| 2025-10-30 | 4.2000%             |
| 2025-10-31 | 4.1800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0004                      |
|  |  |
| 2025-10-02 | 1.0004                      |
|  |  |
| 2025-10-03 | 1.0003                      |
|  |  |
| 2025-10-06 | 1.0003                      |
|  |  |
| 2025-10-07 | 1.0003                      |
|  |  |
| 2025-10-08 | 1.0003                      |
|  |  |
| 2025-10-09 | 1.0003                      |
|  |  |
| 2025-10-10 | 1.0004                      |
|  |  |
| 2025-10-13 | 1.0003                      |
|  |  |
| 2025-10-14 | 1.0003                      |
|  |  |
| 2025-10-15 | 1.0003                      |
|  |  |
| 2025-10-16 | 1.0004                      |
|  |  |
| 2025-10-17 | 1.0003                      |
|  |  |
| 2025-10-20 | 1.0003                      |
|  |  |
| 2025-10-21 | 1.0003                      |
|  |  |
| 2025-10-22 | 1.0004                      |
|  |  |
| 2025-10-23 | 1.0003                      |
|  |  |
| 2025-10-24 | 1.0004                      |
|  |  |
| 2025-10-27 | 1.0004                      |
|  |  |
| 2025-10-28 | 1.0004                      |
|  |  |
| 2025-10-29 | 1.0003                      |
|  |  |
| 2025-10-30 | 1.0003                      |
|  |  |
| 2025-10-31 | 1.0003                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9586926473.43

- **Number of Shares Outstanding:** 9586508857.7797

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0004          |
|  |  |
| 2025-10-02 | 1.0004          |
|  |  |
| 2025-10-03 | 1.0003          |
|  |  |
| 2025-10-06 | 1.0003          |
|  |  |
| 2025-10-07 | 1.0003          |
|  |  |
| 2025-10-08 | 1.0003          |
|  |  |
| 2025-10-09 | 1.0003          |
|  |  |
| 2025-10-10 | 1.0004          |
|  |  |
| 2025-10-13 | 1.0003          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0003          |
|  |  |
| 2025-10-16 | 1.0004          |
|  |  |
| 2025-10-17 | 1.0003          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0004          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0004          |
|  |  |
| 2025-10-27 | 1.0004          |
|  |  |
| 2025-10-28 | 1.0004          |
|  |  |
| 2025-10-29 | 1.0003          |
|  |  |
| 2025-10-30 | 1.0003          |
|  |  |
| 2025-10-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $62327771.38              | $19679932.61            |
| 2025-10-02 | $22317358.31              | $24165079.92            |
| 2025-10-03 | $22637181.77              | $25372786.02            |
| 2025-10-06 | $332157746.14             | $20540796.59            |
| 2025-10-07 | $128992264.83             | $42776132.73            |
| 2025-10-08 | $32445524.06              | $25027691.91            |
| 2025-10-09 | $24328332.85              | $24303177.38            |
| 2025-10-10 | $18358386.81              | $30873152.72            |
| 2025-10-13 | $24301557.83              | $17074853.31            |
| 2025-10-14 | $12155672.58              | $33386974.45            |
| 2025-10-15 | $25325969.04              | $18857109.22            |
| 2025-10-16 | $31400612.58              | $22439213.49            |
| 2025-10-17 | $28601393.48              | $71182484.09            |
| 2025-10-20 | $20780499.07              | $21471114.93            |
| 2025-10-21 | $20317390.06              | $16918767.86            |
| 2025-10-22 | $33476322.46              | $27629318.84            |
| 2025-10-23 | $23377908.19              | $26017357.56            |
| 2025-10-24 | $21725751.88              | $18589612.15            |
| 2025-10-27 | $28928220.21              | $20779309.98            |
| 2025-10-28 | $32607234.91              | $25941865.51            |
| 2025-10-29 | $28254630.69              | $18690781.10            |
| 2025-10-30 | $37532134.31              | $27609607.47            |
| 2025-10-31 | $30444579.98              | $80523621.41            |

**Total Gross Subscriptions (Month):** $1042794443.42

**Total Gross Redemptions (Month):** $659850741.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.8600%           |
| 2025-10-02 | 3.8600%           |
| 2025-10-03 | 3.8500%           |
| 2025-10-06 | 3.8500%           |
| 2025-10-07 | 3.8400%           |
| 2025-10-08 | 3.8400%           |
| 2025-10-09 | 3.8300%           |
| 2025-10-10 | 3.8200%           |
| 2025-10-13 | 3.8200%           |
| 2025-10-14 | 3.8200%           |
| 2025-10-15 | 3.8400%           |
| 2025-10-16 | 3.8500%           |
| 2025-10-17 | 3.8600%           |
| 2025-10-20 | 3.8700%           |
| 2025-10-21 | 3.8700%           |
| 2025-10-22 | 3.8600%           |
| 2025-10-23 | 3.8600%           |
| 2025-10-24 | 3.8600%           |
| 2025-10-27 | 3.8700%           |
| 2025-10-28 | 3.8800%           |
| 2025-10-29 | 3.8800%           |
| 2025-10-30 | 3.8700%           |
| 2025-10-31 | 3.8400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 30.1400%         | 23.1400%             |
| Non-financial corporation |  | 30.1400%         | 0.0200%              |
| Non-financial corporation |  | 30.1400%         | 0.1800%              |
| Non-financial corporation |  | 30.1400%         | 0.2900%              |
| Non-financial corporation |  | 30.1400%         | 0.8600%              |
| Non-financial corporation |  | 30.1400%         | 0.9400%              |
| Non-financial corporation |  | 30.1400%         | 0.5800%              |
| Non-financial corporation |  | 30.1400%         | 0.0300%              |
| Non-financial corporation |  | 30.1400%         | 0.5200%              |
| Non-financial corporation |  | 30.1400%         | 0.0300%              |
| Non-financial corporation |  | 30.1400%         | 0.0900%              |
| Non-financial corporation |  | 30.1400%         | 0.0300%              |
| Non-financial corporation |  | 30.1400%         | 0.2900%              |
| Non-financial corporation |  | 30.1400%         | 0.1400%              |
| Non-financial corporation |  | 30.1400%         | 0.0400%              |
| Non-financial corporation |  | 30.1400%         | 1.2400%              |
| Broker-dealer             |  | 30.1400%         | 1.6200%              |
| Non-financial corporation |  | 30.1400%         | 0.0800%              |
| Non-financial corporation |  | 30.1400%         | 0.0100%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4032490683.63

- **Number of Shares Outstanding:** 4032317248.0411

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0004          |
|  |  |
| 2025-10-02 | 1.0004          |
|  |  |
| 2025-10-03 | 1.0003          |
|  |  |
| 2025-10-06 | 1.0003          |
|  |  |
| 2025-10-07 | 1.0003          |
|  |  |
| 2025-10-08 | 1.0003          |
|  |  |
| 2025-10-09 | 1.0003          |
|  |  |
| 2025-10-10 | 1.0004          |
|  |  |
| 2025-10-13 | 1.0004          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0003          |
|  |  |
| 2025-10-16 | 1.0004          |
|  |  |
| 2025-10-17 | 1.0003          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0004          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0004          |
|  |  |
| 2025-10-27 | 1.0004          |
|  |  |
| 2025-10-28 | 1.0004          |
|  |  |
| 2025-10-29 | 1.0003          |
|  |  |
| 2025-10-30 | 1.0003          |
|  |  |
| 2025-10-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $200397372.79             | $169380619.10           |
| 2025-10-02 | $262547211.74             | $185023111.82           |
| 2025-10-03 | $217743648.08             | $251173698.22           |
| 2025-10-06 | $232525637.00             | $215823094.34           |
| 2025-10-07 | $181562644.70             | $246100448.64           |
| 2025-10-08 | $170169508.13             | $183977833.83           |
| 2025-10-09 | $165265661.91             | $166256248.43           |
| 2025-10-10 | $134330644.85             | $160331148.61           |
| 2025-10-13 | $21803429.28              | $6625919.38             |
| 2025-10-14 | $335765811.84             | $155321998.82           |
| 2025-10-15 | $218998311.35             | $356159620.85           |
| 2025-10-16 | $226544309.88             | $214407211.25           |
| 2025-10-17 | $441614755.10             | $219822795.82           |
| 2025-10-20 | $698377194.23             | $425772016.51           |
| 2025-10-21 | $510676319.36             | $698169067.84           |
| 2025-10-22 | $204770710.08             | $514815405.57           |
| 2025-10-23 | $228219187.71             | $194401369.67           |
| 2025-10-24 | $198556957.71             | $210183791.63           |
| 2025-10-27 | $193588810.33             | $196580898.48           |
| 2025-10-28 | $258573712.36             | $201816092.05           |
| 2025-10-29 | $229913151.06             | $227559394.37           |
| 2025-10-30 | $136802847.94             | $266038807.39           |
| 2025-10-31 | $173856411.38             | $143609603.20           |

**Total Gross Subscriptions (Month):** $5642604248.81

**Total Gross Redemptions (Month):** $5609350195.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9800%           |
| 2025-10-02 | 3.9800%           |
| 2025-10-03 | 3.9700%           |
| 2025-10-06 | 3.9700%           |
| 2025-10-07 | 3.9600%           |
| 2025-10-08 | 3.9500%           |
| 2025-10-09 | 3.9500%           |
| 2025-10-10 | 3.9400%           |
| 2025-10-13 | 3.9300%           |
| 2025-10-14 | 3.9400%           |
| 2025-10-15 | 3.9500%           |
| 2025-10-16 | 3.9600%           |
| 2025-10-17 | 3.9800%           |
| 2025-10-20 | 3.9800%           |
| 2025-10-21 | 3.9800%           |
| 2025-10-22 | 3.9800%           |
| 2025-10-23 | 3.9700%           |
| 2025-10-24 | 3.9800%           |
| 2025-10-27 | 3.9900%           |
| 2025-10-28 | 3.9900%           |
| 2025-10-29 | 4.0000%           |
| 2025-10-30 | 3.9800%           |
| 2025-10-31 | 3.9500%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.1500 20251103 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0609947J3, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609947J3
- **C.18 - Value (incl. sponsor support):** $144000000.00
- **C.18.a - Value (excl. sponsor support):** $144000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-03-01      | 6.5000%  | 0.0000% | $668563.00         | $219.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-06-01      | 4.0000%  | 0.0000% | $20254000.00       | $3055280.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $500000.00         | $413106.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $158355200.00      | $103657763.86      | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $747000.00         | $627781.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $680000.00         | $343393.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $164017.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 4.5000%  | 0.0000% | $2288016.00        | $1851555.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 2.0000%  | 0.0000% | $1004580.00        | $746060.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1084330.00        | $968001.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 4.7600%  | 0.0000% | $20173800.00       | $20696960.44       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 3.5000%  | 0.0000% | $1829452.00        | $415615.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $688000.00         | $549506.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $334778.00         | $273631.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1034328.00        | $1084551.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $2108748.00        | $2134197.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $3119552.00        | $1582311.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $6057688.00        | $6243374.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1864278.00        | $1901791.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 2.0000%  | 0.0000% | $173484.00         | $144419.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-20      | 4.5000%  | 0.0000% | $745996.00         | $26459.88          | Agency Mortgage-Backed Securities |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639929Z6, C.3 - LEI: 549300EJG376EN5NQE29, C.5 - Other ID: 0639929Z6
- **C.18 - Value (incl. sponsor support):** $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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $11981200.00       | $12240868.55       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $94640800.00       | $97918936.14       | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $200.00            | $204.25            | U.S. Treasuries (including strips) |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639953T9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0639953T9
- **C.18 - Value (incl. sponsor support):** $144000000.00
- **C.18.a - Value (excl. sponsor support):** $144000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $115202516.00      | $104278596.76      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $41944001.00       | $42601403.29       | Agency Mortgage-Backed Securities |

### Security 4: CANADIAN IMPERIAL BANK NY REPO REPO 4.1400 20251103

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360988F0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 1360988F0
- **C.18 - Value (incl. sponsor support):** $361000000.00
- **C.18.a - Value (excl. sponsor support):** $361000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2043-12-01      | 3.5000%  | 0.0000% | $2139.00           | $645.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1032.00           | $859.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $109171173.00      | $100000047.18      | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $13034.00          | $7151.35           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $6051035.00        | $4731475.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 2.0000%  | 0.0000% | $1002.00           | $478.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1131063.00        | $827130.34         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $3739808.00        | $3079543.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $9049536.00        | $6206818.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1836383.00        | $1780628.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $371931.00         | $389656.78         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1222.00           | $683.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1965.00           | $1217.57           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $35552.00          | $26883.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6003521.00        | $4666452.39        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $20882000.00       | $18090497.33       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $697.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $16000.00          | $16134.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $47380.00          | $7217.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $1040973.00        | $402545.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $15000.00          | $11861.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $20000.00          | $15122.57          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1077966.00        | $1037786.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $19000.00          | $17003.08          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1152009.00        | $1209432.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $15000.00          | $15900.25          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $282382.00         | $299900.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $14000.00          | $14271.52          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $18000.00          | $18775.58          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 3.0000%  | 0.0000% | $400000.00         | $49563.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $23870.00          | $3496.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $10984900.00       | $7111504.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1002.00           | $221.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $1036.00           | $900.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1026.00           | $447.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $15000.00          | $9946.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $12381261.00       | $7347634.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $15000.00          | $15703.20          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $719.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $818770.00         | $509221.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $15000.00          | $12691.30          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-03-01      | 4.6250%  | 0.0000% | $36005.00          | $36537.30          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 3.8850%  | 0.0000% | $37472.00          | $37046.34          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $4852064.00        | $3235473.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $6714295.00        | $5540867.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $8003.00           | $6432.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $8001.00           | $6522.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $690286.00         | $509729.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $29132.00          | $21142.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $43225240.00       | $39340596.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $176530.00         | $160850.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $61114.00          | $35936.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $811.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $802362.00         | $601087.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $4426.00           | $3371.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $571287.00         | $432259.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $649731.00         | $486812.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $4000.00           | $4102.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1820652.00        | $598330.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2888436.00        | $479064.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $2113396.00        | $2145247.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $21136571.00       | $21408360.87       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $948.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $14124.00          | $14585.47          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $8079.00           | $8339.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.60           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $14400434.00       | $6753068.10        | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $541209.00         | $232433.53         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $2981433.00        | $3142093.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $2605716.00        | $2687177.66        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $52931657.00       | $37880574.74       | Agency Mortgage-Backed Securities  |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $35900.00          | $46020.93          | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $119.91            | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $37371100.00       | $35066902.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $5414500.00        | $5710933.92        | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $14410100.00       | $15199026.47       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $24000.00          | $26321.38          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $228900.00         | $230930.70         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $669700.00         | $721159.38         | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $499100.00         | $510795.39         | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $6445000.00        | $6638671.44        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $20152300.00       | $20318736.20       | U.S. Treasuries (including strips) |

### Security 5: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.0800 20251104

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.0800 20251104 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729913L3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729913L3
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $83974339.00       | $49071344.94       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.0000%  | 0.0000% | $45819361.00       | $26816288.80       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $60687596.00       | $36132163.75       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $117021.00         | $82536.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $744.45            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $16446.00          | $11449.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $720248.00         | $583917.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-15      | 3.5000%  | 0.0000% | $135730.00         | $75786.54          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 2.0000%  | 0.0000% | $491051.00         | $303294.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-15      | 2.5000%  | 0.0000% | $11449500.00       | $9322474.08        | Agency Mortgage-Backed Securities |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.1500 20251103 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729913Q2, C.3 - LEI: 75YWM81F2R6UQGJIEW47, C.5 - Other ID: 1729913Q2
- **C.18 - Value (incl. sponsor support):** $541000000.00
- **C.18.a - Value (excl. sponsor support):** $541000000.00
- **C.19 - Percentage of Net Assets:** 3.9700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $90688513.00       | $42528281.04       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $65494060.00       | $42375079.21       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $43175000.00       | $34158840.98       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $49892112.00       | $48536358.59       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $33567490.00       | $35126391.53       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $34127344.00       | $36331255.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $31991598.00       | $32527641.81       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $39212554.00       | $39875687.57       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $30417798.00       | $32572180.93       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $40154077.00       | $43450030.73       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $49262715.00       | $50253897.23       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $33579884.00       | $31862705.51       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 4.0000%  | 0.0000% | $38696538.00       | $36159679.84       | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.5000%  | 0.0000% | $43878338.00       | $40259645.75       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $5605986.00        | $5802324.92        | Agency Mortgage-Backed Securities |

### Security 7: CREDIT AGRICOLE MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258987G4, C.5 - Other ID: 2258987G4
- **C.18 - Value (incl. sponsor support):** $189200000.00
- **C.18.a - Value (excl. sponsor support):** $189200000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $54090.00          | $55188.58          | Agency Mortgage-Backed Securities  |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $170051700.00      | $172489215.56      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $20078000.00       | $20439650.61       | U.S. Treasuries (including strips) |

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52007644.00
- **C.18.a - Value (excl. sponsor support):** $52007644.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40005545.60
- **C.18.a - Value (excl. sponsor support):** $40005545.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20023140.00
- **C.18.a - Value (excl. sponsor support):** $20023140.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149988300.00
- **C.18.a - Value (excl. sponsor support):** $149988300.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139951140.00
- **C.18.a - Value (excl. sponsor support):** $139951140.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35034230.00
- **C.18.a - Value (excl. sponsor support):** $35034230.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50052250.00
- **C.18.a - Value (excl. sponsor support):** $50052250.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75072675.00
- **C.18.a - Value (excl. sponsor support):** $75072675.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YG3, C.4 - ISIN: US3130B7YG36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30032760.00
- **C.18.a - Value (excl. sponsor support):** $30032760.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZX5, C.4 - ISIN: US3130B7ZX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30032940.00
- **C.18.a - Value (excl. sponsor support):** $30032940.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-07
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30033450.00
- **C.18.a - Value (excl. sponsor support):** $30033450.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CQ3, C.4 - ISIN: US3130B8CQ39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30031110.00
- **C.18.a - Value (excl. sponsor support):** $30031110.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75078825.00
- **C.18.a - Value (excl. sponsor support):** $75078825.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SX7, C.4 - ISIN: US313313SX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19787820.00
- **C.18.a - Value (excl. sponsor support):** $19787820.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19456660.00
- **C.18.a - Value (excl. sponsor support):** $19456660.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 23: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99066000.00
- **C.18.a - Value (excl. sponsor support):** $99066000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPFT7, C.4 - ISIN: US3133EPFT76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8747165.00
- **C.18.a - Value (excl. sponsor support):** $8747165.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 25: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30025830.00
- **C.18.a - Value (excl. sponsor support):** $30025830.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15012945.00
- **C.18.a - Value (excl. sponsor support):** $15012945.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13011297.00
- **C.18.a - Value (excl. sponsor support):** $13011297.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **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 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25020700.00
- **C.18.a - Value (excl. sponsor support):** $25020700.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 29: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75024975.00
- **C.18.a - Value (excl. sponsor support):** $75024975.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15010485.00
- **C.18.a - Value (excl. sponsor support):** $15010485.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.010000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49029694.00
- **C.18.a - Value (excl. sponsor support):** $49029694.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPQ8, C.4 - ISIN: US3133ERPQ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18619623.00
- **C.18.a - Value (excl. sponsor support):** $18619623.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20015180.00
- **C.18.a - Value (excl. sponsor support):** $20015180.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20016840.00
- **C.18.a - Value (excl. sponsor support):** $20016840.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50042700.00
- **C.18.a - Value (excl. sponsor support):** $50042700.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30029100.00
- **C.18.a - Value (excl. sponsor support):** $30029100.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20016180.00
- **C.18.a - Value (excl. sponsor support):** $20016180.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35020650.00
- **C.18.a - Value (excl. sponsor support):** $35020650.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20017060.00
- **C.18.a - Value (excl. sponsor support):** $20017060.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30023970.00
- **C.18.a - Value (excl. sponsor support):** $30023970.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75036000.00
- **C.18.a - Value (excl. sponsor support):** $75036000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90033930.00
- **C.18.a - Value (excl. sponsor support):** $90033930.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30016920.00
- **C.18.a - Value (excl. sponsor support):** $30016920.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.930503%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50008300.00
- **C.18.a - Value (excl. sponsor support):** $50008300.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 45: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $14011634.00
- **C.18.a - Value (excl. sponsor support):** $14011634.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **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 46: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $35015015.00
- **C.18.a - Value (excl. sponsor support):** $35015015.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 47: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $75006975.00
- **C.18.a - Value (excl. sponsor support):** $75006975.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 48: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $22017094.00
- **C.18.a - Value (excl. sponsor support):** $22017094.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 49: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $47040514.00
- **C.18.a - Value (excl. sponsor support):** $47040514.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10008440.00
- **C.18.a - Value (excl. sponsor support):** $10008440.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 51: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.1500 20251103 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3379852L8, C.5 - Other ID: 3379852L8
- **C.18 - Value (incl. sponsor support):** $2885000000.00
- **C.18.a - Value (excl. sponsor support):** $2885000000.00
- **C.19 - Percentage of Net Assets:** 21.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $20626.00          | $388.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.5000%  | 0.0000% | $69452.00          | $546.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $2162.00           | $95.87             | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $24611.00          | $326.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2029-08-01      | 6.5000%  | 0.0000% | $7993.00           | $5.58              | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 5.0000%  | 0.0000% | $10165.00          | $116.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2031-09-01      | 5.5000%  | 0.0000% | $6427.00           | $19.16             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $14968413.00       | $415192.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 5.5000%  | 0.0000% | $506952.00         | $3565.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-11-01      | 5.5000%  | 0.0000% | $2000.00           | $12.52             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $160.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.67             | Agency Mortgage-Backed Securities |
| FMAC          | 2028-12-01      | 4.0000%  | 0.0000% | $1460.00           | $59.09             | Agency Mortgage-Backed Securities |
| FMAC          | 2029-01-01      | 3.5000%  | 0.0000% | $2000.00           | $94.65             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $3682.00           | $277.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 6.0000%  | 0.0000% | $1023.00           | $3.92              | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $39.91             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-06-01      | 4.0000%  | 0.0000% | $34307990.00       | $4723129.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $293.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $1416222.00        | $328078.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $47116313.00       | $4352514.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $86.51             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $258.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $23301142.00       | $5823781.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $307.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $3397456.00        | $1140009.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1556300.00        | $563500.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.36             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $163.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $44777886.00       | $4316513.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $251.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $24918498.00       | $5923758.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1030.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2039-05-01      | 6.0000%  | 0.0000% | $4000.00           | $2944.95           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-08-01      | 2.0000%  | 0.0000% | $3271.00           | $1774.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $667.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1013.00           | $699.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $458.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-01-01      | 2.5000%  | 0.0000% | $1001.00           | $685.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $753.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1804.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $145.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $74088576.00       | $71603219.48       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $2025.00           | $1578.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $76619309.00       | $73934556.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $633.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $683.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $3508800.00        | $2681551.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1534.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $12371688.00       | $10284990.97       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $70742781.00       | $55833322.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $304494.00         | $264261.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $116686.00         | $109333.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $794.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $7241000.00        | $5813318.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $778.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $8655088.00        | $7574356.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $830.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $248.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $1008.00           | $97.58             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $3000.00           | $301.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $2000.00           | $179.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $106.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 4.0000%  | 0.0000% | $1000.00           | $98.75             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $106.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $3003.00           | $583.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $144.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $243.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $3000.00           | $371.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $2025.00           | $452.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $2000.00           | $100.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $142.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $257.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $530.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $341.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 4.0000%  | 0.0000% | $3000.00           | $633.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $84.94             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $170.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $138.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $2000.00           | $486.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $3000.00           | $823.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $122.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $1903475.00        | $252509.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-10-01      | 4.0000%  | 0.0000% | $4672707.00        | $521017.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $3000.00           | $1031.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $127.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.5000%  | 0.0000% | $7171.00           | $1373.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $156.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $164.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $531.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $704.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $213.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1011206.00        | $215721.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $3001.00           | $481.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $300.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $147.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $324.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $242.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $429.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $4001.00           | $391.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $192.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $9008.00           | $2542.80           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1752310.00        | $617895.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $315.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $748.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $391.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $265.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $253.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $199.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $304.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $552.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $257.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $337.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $260.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $456.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1001.00           | $193.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $402.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $384.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $380.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $221.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $315.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $273.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $232.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $275.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $240.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $205.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $340.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $5002.00           | $1625.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.0000%  | 0.0000% | $1067336.00        | $441886.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $2065299.00        | $315774.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $283.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $286.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $2000.00           | $798.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $2000.00           | $319.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $311.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $339.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $103.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $332.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $265.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $160.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $127.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $247.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2184396.00        | $631526.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $700.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1022.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $397.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $199.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $287.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $1499450.00        | $680176.38         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $302.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $205.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $236.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $214.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $320.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $167.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $364.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $177.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $282.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $339.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $361.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2705755.00        | $932179.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $327.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $271.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $353.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1005.00           | $365.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $336.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $2016.00           | $541.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $359.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $317.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $384.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $139.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $323.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $380.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $241.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $418.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $135.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $5005.00           | $2283.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $403.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1078962.00        | $386667.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.5000%  | 0.0000% | $2030.00           | $1137.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $534.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $1001.00           | $661.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1002.00           | $621.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $4285.00           | $2644.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $589.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $799.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1001.00           | $812.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $959.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $834.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $728.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3574.00           | $2262.74           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1602554.00        | $1087136.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $879.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $617.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $530.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1311.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $8022.00           | $4719.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $585.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $715.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1924.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3879.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $766.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1551.65           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2522.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1002.00           | $731.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1206.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $698.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $730.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $705.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1584.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $762.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $4001.00           | $2929.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $3000.00           | $2109.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6070.00           | $3559.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $811.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6025118.00        | $4780576.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $828.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $542.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $3001.00           | $2189.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $471.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $764.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1154116.00        | $795735.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $4008.00           | $1599.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $3024.00           | $2541.41           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $580.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $766.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $691.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $584.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1050.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $8001.00           | $6825.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1001.00           | $725.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $701.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $938.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $611.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $3049.00           | $2892.07           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $686.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $704.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $821.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $566.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $703.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $8000.00           | $7765.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2431.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $859.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $774.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $746.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $7007.00           | $5138.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $292.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $5892768.00        | $4806003.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1294342.00        | $1105010.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1029.00           | $791.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1448.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $9000.00           | $7941.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1419.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1508.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3201.26           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $931.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1059302.00        | $820906.39         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $780.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $4067.00           | $4025.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2419.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $628.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $702.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2080.68           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $740.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $895205.00         | $894267.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1040.50           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1886.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 7.0000%  | 0.0000% | $1081211.00        | $1134823.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $111848678.00      | $67394096.13       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $182486528.00      | $76411927.36       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $603.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $48000.00          | $30122.26          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3388.38           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1013.00           | $869.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $623.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $2407180.00        | $1762689.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $8000.00           | $5686.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $799.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $1013.00           | $803.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $789.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $824.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1041.00           | $588.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $786.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $726.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2070.00           | $1676.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $85512801.00       | $69767622.41       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3039.00           | $2484.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1020.00           | $747.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $4096.00           | $3862.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1724.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $929.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2048.00           | $1655.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $846.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 2.0000%  | 0.0000% | $5148.00           | $2785.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 2.0000%  | 0.0000% | $2047.00           | $1107.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $4000.00           | $2692.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $888.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2072.00           | $2012.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $4002.00           | $3350.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1033.00           | $951.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $903.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1789.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $992.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $3005.00           | $1987.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $3001.00           | $767.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1471.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 5.5000%  | 0.0000% | $8045.00           | $56.67             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.5000%  | 0.0000% | $2047.00           | $13.70             | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $23781027.00       | $58195.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $4003.00           | $665.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $5252781.00        | $2284.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $147661.00         | $169.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $1236284.00        | $50789.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $6000.00           | $375.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $317210.00         | $21051.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $788001.00         | $48929.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $968556.00         | $134743.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $309.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $624926.00         | $62218.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $16387.00          | $1541.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $3215043.00        | $75217.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $380597.00         | $48968.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $64142.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $1001.00           | $79.34             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $3012.00           | $249.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $2048.00           | $149.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1447.00           | $110.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $63382479.00       | $4980852.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $2000.00           | $183.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1155.00           | $161.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $13298.00          | $735.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $4160.00           | $697.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-06-01      | 3.5000%  | 0.0000% | $8042070.00        | $99476.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $4032.00           | $822.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $115.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $178.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $2028.00           | $367.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $12000.00          | $2003.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 3.0000%  | 0.0000% | $3085713.00        | $79703.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $2007.00           | $151.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $400000.00         | $50232.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-09-01      | 4.0000%  | 0.0000% | $540059.00         | $34318.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $12000.00          | $916.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $3000.00           | $452.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 4.0000%  | 0.0000% | $100237.00         | $3099.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $805227.00         | $114906.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 4.0000%  | 0.0000% | $1001.00           | $141.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $1023.00           | $194.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1120.00           | $210.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $350.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $3000.00           | $617.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $3072.00           | $537.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 5.5000%  | 0.0000% | $8000.00           | $1424.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $875000.00         | $136266.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $250.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $134.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $574.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $2000.00           | $377.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 4.0000%  | 0.0000% | $1008.00           | $174.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $5000.00           | $281.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $12288.00          | $1978.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.0000%  | 0.0000% | $2000.00           | $201.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $109.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.0000%  | 0.0000% | $1000.00           | $82.88             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1448.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2016.00           | $237.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $3037.00           | $366.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2077.00           | $281.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $8194.00           | $607.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $165.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $2000.00           | $256.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $209.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $4096.00           | $374.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $3001.00           | $409.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $99.61             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $1008.00           | $152.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $3000.00           | $310.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $303.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $261.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $3000.00           | $338.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $199000.00         | $22434.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $2006.00           | $191.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $3000.00           | $153.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $296000.00         | $46440.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1030.00           | $124.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $6000.00           | $395.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $395324.00         | $50971.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $2000.00           | $255.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $111.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $66166656.00       | $9670687.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $2096699.00        | $452842.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $202.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $3004.00           | $730.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 2.5000%  | 0.0000% | $214000.00         | $40164.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1120.00           | $137.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $2001.00           | $236.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1856.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2439.00           | $602.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $198000.00         | $67138.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $1021.00           | $99.14             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $9001.00           | $1562.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $2001.00           | $345.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $4214.00           | $806.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $479913.00         | $83072.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $4032.00           | $383.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2016.00           | $187.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $2238128.00        | $516437.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $2079.00           | $400.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $660000.00         | $129245.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $8080.00           | $1335.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $4096.00           | $839.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.80             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 4.0000%  | 0.0000% | $1252539.00        | $489811.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $7147.00           | $885.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $4145.00           | $582.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $532537.00         | $64263.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.5000%  | 0.0000% | $599998.00         | $114705.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $1080.00           | $94.34             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $10005.00          | $708.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.5000%  | 0.0000% | $251432.00         | $55807.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $19544.00          | $2032.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $817000.00         | $131813.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $5120.00           | $1038.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $5375.00           | $511.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $4000.00           | $639.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $132.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $140.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $382.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $253.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $4123.00           | $764.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1040.00           | $237.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $359.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $233.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1280.00           | $79.96             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $19904.00          | $1935.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $167.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $4096.00           | $460.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $2048.00           | $233.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $255000.00         | $50742.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $3072.00           | $219.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $73057000.00       | $5023722.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $4231.00           | $290.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $2001.00           | $268.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $127.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $3209.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $138.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $168.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $7092.00           | $1615.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $2048.00           | $581.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $4096.00           | $1066.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $3072.00           | $342.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1065.00           | $151.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $472.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $51477200.00       | $7320592.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $5198.00           | $791.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $531.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $193974.00         | $37964.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $241.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $670000.00         | $99413.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $7706767.00        | $2054924.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $3072.00           | $934.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $2111.00           | $430.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $1008.00           | $206.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $302.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $212.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $548000.00         | $47542.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-03-01      | 3.5000%  | 0.0000% | $240000.00         | $34584.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2048.00           | $430.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 3.5000%  | 0.0000% | $975000.00         | $119992.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.0000%  | 0.0000% | $2000.00           | $525.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $245.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $1001.00           | $259.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $4024.00           | $925.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $120.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $7177.00           | $1346.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $4032.00           | $743.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $5497000.00        | $1288742.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $351.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $325000.00         | $39166.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $2051.00           | $373.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $3001.00           | $344.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $200.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $29545155.00       | $4953996.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $1285976.00        | $171234.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $252.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $2007.00           | $237.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $340000.00         | $50529.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $7002.00           | $774.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $3176.00           | $743.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $121.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $2003.00           | $183.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $112.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 2.5000%  | 0.0000% | $209000.00         | $35496.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $2000.00           | $408.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $3673289.00        | $399250.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $264.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $277041.00         | $30311.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 4.5000%  | 0.0000% | $296666.00         | $45278.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 2.5000%  | 0.0000% | $1734733.00        | $170824.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $2002.00           | $485.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $4003.00           | $549.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $1250795.00        | $118018.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $58.31             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $3000.00           | $350.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $2066.00           | $432.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $8073.00           | $1117.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $1552144.00        | $81447.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1159402.00        | $24308.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $108.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $4096.00           | $421.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $1444005.00        | $107254.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $160.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2000.00           | $119.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $326.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 3.5000%  | 0.0000% | $1046858.00        | $114066.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $2112.00           | $229.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $143.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $103.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $2002.00           | $542.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $2000.00           | $391.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $224.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2007.00           | $364.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $221.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.0000%  | 0.0000% | $1000.00           | $147.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $250.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $10000000.00       | $152226.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 6.0000%  | 0.0000% | $1680.00           | $12.45             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.0000%  | 0.0000% | $2098.00           | $4.82              | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 5.5000%  | 0.0000% | $1297.00           | $7.11              | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 5.5000%  | 0.0000% | $2805000.00        | $29670.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1032.00           | $6.77              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $37410.00          | $516.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $12166.00          | $131.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3289.00           | $21.69             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1106.00           | $1.56              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $7226.00           | $20.63             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $6284.00           | $25.44             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $48578627.00       | $100736.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $103774539.00      | $244970.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $10645.00          | $96.11             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $7.11              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $3083.00           | $18.13             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $3000.00           | $12.15             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $53221902.00       | $77520.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5498.00           | $53.10             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $3000.00           | $28.40             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $2062.00           | $28.53             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1027.00           | $10.61             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2046.00           | $3.97              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3276.00           | $12.15             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2049.00           | $23.27             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2155.00           | $5.34              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $58276439.00       | $67295.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1000.00           | $4.48              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3082.00           | $22.58             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3845.00           | $24.47             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5148.00           | $60.86             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $33222.00          | $179.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1075.00           | $6.89              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $4185.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $868.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3001.00           | $1891.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $4000.00           | $3406.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $3832.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1561.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2624.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $3002.00           | $2781.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1494.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $6000.00           | $3529.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $892.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2809.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2001.00           | $1820.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1873.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $968.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $577.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $8320354.00        | $7940296.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $815.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1025.00           | $932.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $3093.00           | $3073.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2106.00           | $2101.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $5000.00           | $5233.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $6000.00           | $6454.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1053.00           | $1053.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1014.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $991.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1235700.00        | $1225471.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1001.00           | $1001.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $964753.00         | $859910.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1033.00           | $865.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $3081.00           | $2579.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2064.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1019.00           | $1000.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2454.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2032.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $3001.00           | $2702.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $100908.00         | $100643.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3487.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1489.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3153500.00        | $3241433.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2005.00           | $1914.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1645.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1945.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $5000.00           | $2804.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $795.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $926.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $6000.00           | $6165.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.5000%  | 0.0000% | $2000.00           | $2134.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $907.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $4000.00           | $2798.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $936.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $897.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $905.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $5000.00           | $4663.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $5024.00           | $4549.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3095.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1000.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $6004.00           | $5643.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2004.00           | $1873.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4071.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2632.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $6006.00           | $5660.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1985.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $924.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $926.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $5020.00           | $4353.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $24427761.00       | $22367170.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $3028.00           | $3035.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1833.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2041.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $5014.00           | $5128.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1763.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1028.00           | $1002.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3110.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3981.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1079.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1001.00           | $1019.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $2008.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $5000.00           | $5296.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $3000.00           | $3004.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1759200.00        | $877019.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $962.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $3054.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3033.00           | $2955.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4099.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3002.00           | $2078.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2067.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $2001.00           | $2152.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2050.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2001.00           | $2060.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1952.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $366319.00         | $353668.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1001.00           | $1032.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2213856.00        | $2317075.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2959.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $7000.00           | $7119.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1001.00           | $1052.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $3004.00           | $3067.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $5000.00           | $5197.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $833.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2102.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $1001.00           | $1007.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1002.00           | $1041.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $5000.00           | $5053.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1057.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2045.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $6068.00           | $6168.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $6000.00           | $6152.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1135100.00        | $1195106.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1001.00           | $1007.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $4000.00           | $4014.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $1001.00           | $998.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $4000.00           | $4072.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $4000.00           | $4210.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2036.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $3492472.00        | $593376.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $998000.00         | $53757.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $3025.00           | $313.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $490644.00         | $75626.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $2135338.00        | $112141.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $3024.00           | $460.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $209.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $125.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $3328.00           | $472.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1104.00           | $205.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $345.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $249.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $669030.00         | $78395.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $1040.00           | $290.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $4001.00           | $990.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.5000%  | 0.0000% | $6000.00           | $479.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $1102726.00        | $140200.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $1007.00           | $239.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $328.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $108.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $302.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $3272.00           | $695.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $4000.00           | $800.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $424.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $16136.00          | $3934.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $798.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $226.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $501.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1954.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2425.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $2000.00           | $307.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1001.00           | $354.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $7006.00           | $1394.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2064-06-01      | 4.5000%  | 0.0000% | $3000.00           | $2859.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.0000%  | 0.0000% | $1008.00           | $384.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $1016.00           | $262.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.0000%  | 0.0000% | $505905.00         | $105906.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $738000.00         | $143454.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $243.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $1872.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $410.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $1000.00           | $374.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $445.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2062-03-01      | 2.5000%  | 0.0000% | $1700430.00        | $1150244.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 3.5000%  | 0.0000% | $1000.00           | $788.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $368000.00         | $53299.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $175.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $6008.00           | $1159.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $240.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $645.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $259.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $338.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $286.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1658.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2092668.00        | $801190.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $354.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2076.00           | $305.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $294.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $583326720.00      | $69760646.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $961000.00         | $137907.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3001.00           | $484.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $5120.00           | $849.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2124.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $514.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 5.0000%  | 0.0000% | $1018010.00        | $139429.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $502582.00         | $95977.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.0000%  | 0.0000% | $166259.00         | $34694.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $222.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $24563328.00       | $5453179.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $598000.00         | $112532.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $26777240.00       | $5700830.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $844.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $935.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1991.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $535.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1003.00           | $306.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $2002.00           | $788.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2373.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $388.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $255.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $425.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $248.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 4.0000%  | 0.0000% | $156999.00         | $37740.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1001.00           | $334.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $213.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2048.00           | $380.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $8000.00           | $3098.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $309.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $1006.00           | $109.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $2000.00           | $388.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $250000.00         | $45262.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-03-01      | 4.0000%  | 0.0000% | $1024.00           | $296.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $1024.00           | $309.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $273.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 3.5000%  | 0.0000% | $201000.00         | $28161.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $5215.00           | $1575.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $3072.00           | $856.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $191.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $5175.00           | $1517.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.0000%  | 0.0000% | $2000.00           | $475.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $30051071.00       | $5827216.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $185.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $2043.00           | $449.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-02-01      | 4.0000%  | 0.0000% | $665003.00         | $56634.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2219.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2050.00           | $443.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2066324.00        | $648294.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $597.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2067465.00        | $643058.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $5007.00           | $694.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $255.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $308.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $3178.00           | $846.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $447.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2330.00           | $573.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $3025.00           | $1261.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $305.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1992276.00        | $396330.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $416.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $572.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $689.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $236.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1479811.00        | $229144.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $369.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $15602.00          | $4216.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $4000.00           | $1076.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $308.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $992498.00         | $182818.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.5000%  | 0.0000% | $2032.00           | $34.53             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $3000.00           | $370.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $477.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $4000.00           | $952.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $331.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $2003.00           | $399.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $415.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $45.42             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $452.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $4034.00           | $673.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $410.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $3000.00           | $1027.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $223.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1012.00           | $243.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $625.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.5000%  | 0.0000% | $330002.00         | $47402.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1001.00           | $287.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1491.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1001.00           | $424.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $213.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1008.00           | $315.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 4.0000%  | 0.0000% | $2072.00           | $903.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $370.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $337.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $363.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $483995.00         | $83100.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $871.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $176000.00         | $33333.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 4.0000%  | 0.0000% | $1001.00           | $442.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1143.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $374.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1004.00           | $176.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $461.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $396.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1155.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $3225532.00        | $1147000.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $447.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $716.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $438.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $456.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1517.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $363.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1459176.00        | $243193.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $3000.00           | $698.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $4096.00           | $1545.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $469.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $3048.00           | $1536.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $233766774.00      | $121717544.30      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $8000.00           | $2871.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $526.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $555.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $636.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $5029670.00        | $2890188.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $2016.00           | $848.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $8232630.00        | $4793657.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1024.00           | $600.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $6777296.00        | $3786430.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $591.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $10000000.00       | $5670210.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1004.00           | $768.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1935.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1282.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $830.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $6556110.00        | $5320611.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $43820995.00       | $39513949.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $812.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $7000.00           | $4667.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $848.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $149556.00         | $141859.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1023.00           | $780.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $857.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $3020.00           | $3034.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $2028220.00        | $2063580.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.5000%  | 0.0000% | $3020.00           | $2332.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $891.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $920.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $739.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6004.00           | $4340.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $3072.00           | $2243.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $693.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $657.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 3.5000%  | 0.0000% | $1001.00           | $852.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1464.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $789.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $5124.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1630.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $2024.00           | $1681.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1376.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2003.00           | $1443.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1689493.00        | $1212337.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $2721.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $903.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1473.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $579.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1464.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $725.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $587.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2079.00           | $1357.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $738.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1455.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $4195.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2050.00           | $1798.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000800.00        | $730231.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $6000.00           | $4238.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $936.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1507.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $704.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2210.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3795.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3403.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2011.00           | $1509.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3970.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $821.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $4457.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $559.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1650.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1310.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $945.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $790.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $597.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $713.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $527.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3003.00           | $814.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1677.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3837.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1471.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1588.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1952.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2375.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1169062.00        | $829865.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2128.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1922.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $840.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3509.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $967.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $756.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4032.00           | $3452.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1185.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1522.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3381.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1724.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1356.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1026656.00        | $597563.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $963.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $752.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $5749.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1926.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4603.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1268.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2520.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2629.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2781040.00        | $2252510.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1076993.00        | $921484.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $5839.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $11000.00          | $4162.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $103819.00         | $81334.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1725810.00        | $1034173.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $725.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2631.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $7000.00           | $4994.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $318720.00         | $215734.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $3088.00           | $2403.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $452.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $734.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $763.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1308.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $757.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1693.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3002.00           | $2099.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $4001.00           | $2433.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 7.0000%  | 0.0000% | $2000.00           | $924.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $12000.00          | $5713.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1782.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2190.00           | $1759.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3849.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1555.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1560.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $776.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1876.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1239.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1030804.00        | $512124.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $731.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1970.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $1949.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2980.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $3000.00           | $2496.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $5159.00           | $3991.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $789.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $647.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1130624.00        | $783763.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1166.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1117.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $578.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $4001.00           | $1842.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $786.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $1441.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2055.00           | $1223.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3025.00           | $2453.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $10000.00          | $8460.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3017.00           | $2353.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $726.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2617.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $961.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $566.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1075.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2429.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2495.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1406416.00        | $761679.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1433.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $715.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $4001.00           | $3510.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $6000.00           | $4185.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $3001.00           | $1553.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1631.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $6001.00           | $4388.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $740.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4221.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $5000.00           | $3914.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $553.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1094.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $5001.00           | $2408.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $1837.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2397.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1399.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $967.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $772.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $782.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1631.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $31039.00          | $21692.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $3024.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $948.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $800.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $10013.00          | $6155.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4012.00           | $3114.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2122.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $2963.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2470.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1801.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1875.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2002.00           | $1488.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $4588.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $7000.00           | $6476.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1619.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $889.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2023.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2844.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $775.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1005.00           | $839.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $958.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2440.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $4000.00           | $2928.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $3405.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $465205.00         | $414423.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $509.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $5000.00           | $4754.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1806.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3018.00           | $2214.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $774.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1005.00           | $869.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $816.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $716.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $892.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $4003.00           | $3155.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3077.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $464.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $6958659.00        | $6010955.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1926.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $668.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1996.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2027.00           | $1760.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $791.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1231.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $4000.00           | $2769.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2637.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2846.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2648.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $813.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2149.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $844.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $569.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2072.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2074.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $724.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $689.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1004.00           | $518.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $5001.00           | $2598.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $6000.00           | $4958.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1612.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $2000.00           | $1707.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2715.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2286.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $1832.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $3000.00           | $3107.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $3584.00           | $534.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $7122.00           | $1352.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $210.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $10000.00          | $3162.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $617.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $10000.00          | $1105.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $12281.00          | $1368.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $1280.00           | $190.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $226.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 4.0000%  | 0.0000% | $1008.00           | $254.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $179.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $9107.00           | $2635.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $5304.00           | $770.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $4097.00           | $503.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $3024.00           | $572.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $2016.00           | $440.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $51342890.00       | $11961356.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $4308.00           | $427.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $2000.00           | $498.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $3072.00           | $230.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $79460493.00       | $21142428.75       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $2048.00           | $400.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.0000%  | 0.0000% | $2016.00           | $405.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2098.00           | $645.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $181.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $148.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $3000.00           | $434.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $232.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $159.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $327000.00         | $50738.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 4.0000%  | 0.0000% | $1001.00           | $204.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.5000%  | 0.0000% | $2000.00           | $367.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $460000.00         | $102543.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $142.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $529.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $4000.00           | $857.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $418.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $12357.00          | $3024.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $3033.00           | $771.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.5000%  | 0.0000% | $1000.00           | $250.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 4.0000%  | 0.0000% | $3006.00           | $452.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $671.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $3072.00           | $1046.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $493.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1008.00           | $115.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.5000%  | 0.0000% | $3224.00           | $902.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $5000.00           | $1695.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 3.5000%  | 0.0000% | $7000.00           | $3152.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $2000.00           | $557.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $146889.00         | $35870.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $2077.00           | $784.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1280.00           | $269.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $286.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $977.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $777.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.0000%  | 0.0000% | $2000.00           | $665.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $344.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $395.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $458.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $2097.00           | $1017.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1025.00           | $395.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $7003.00           | $2811.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $481.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2048.00           | $882.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $2000.00           | $917.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3063.00           | $1533.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $885.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $425.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $1024.00           | $474.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $425.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $32437317.00       | $12138691.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $4037.00           | $1978.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1002.00           | $414.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $433.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1219.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $399.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4711600.00        | $2486275.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $510.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4131.00           | $2073.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $162312.00         | $80629.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $3155.00           | $1624.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2031.00           | $1003.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $74277248.00       | $35689261.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $433.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1561.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $140298103.00      | $70770760.73       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1280.00           | $688.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3049.00           | $1664.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $168318317.00      | $92132501.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 1.5000%  | 0.0000% | $1280.00           | $657.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2083.00           | $1116.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3022.00           | $1644.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $10983.00          | $6188.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $566.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $644.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $578.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $510.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $521.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $6000.00           | $3077.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1085.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $8320.00           | $3514.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $7696.00           | $3930.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1045.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $9003.00           | $4664.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $560.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $2048.00           | $1074.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $556.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $542.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3173.00           | $1680.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $543.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $124450304.00      | $57490931.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $556.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $554.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $6450620.00        | $2947144.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $2000.00           | $993.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $7168.00           | $4096.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $4000.00           | $805.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $9278.00           | $5203.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $3001.00           | $2003.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $124996952.00      | $73817931.84       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.5000%  | 0.0000% | $2080.00           | $1096.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $514.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $503.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $602.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 3.5000%  | 0.0000% | $11610896.00       | $5796705.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $505.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $558.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $55000.00          | $33131.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $607.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $655.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1005.00           | $657.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $616.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $694.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $8032.00           | $5559.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $628.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $604.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $706.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1958.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $608.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $677.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1002.00           | $687.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $1024.00           | $719.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1395.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $717.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $4593.00           | $3690.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2084.00           | $1727.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $739.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $725.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $731.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $732.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.5000%  | 0.0000% | $6861139.00        | $5105112.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $745.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $755.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1469969.00        | $1082104.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $164000.00         | $119065.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $13536560.00       | $9938443.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $6306990.00        | $4827461.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2228.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $92385228.00       | $72394367.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $756.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.5000%  | 0.0000% | $1000.00           | $627.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $640.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1273.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $685.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $6032.00           | $4492.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $5236.00           | $4057.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $92227198.00       | $72366170.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $5000.00           | $3655.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1330448.00        | $972603.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1135.00           | $814.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2024.00           | $1503.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1574.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2024.00           | $1681.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1273.00           | $1185.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $568.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $767.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1040.00           | $731.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $808.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1092544.00        | $766078.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2085.00           | $1620.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $2048.00           | $1559.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2972.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $690.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $712.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $5000.00           | $3696.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $553.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $100000000.00      | $76958508.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 5.0000%  | 0.0000% | $1001.00           | $527.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $775.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $4096.00           | $3085.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $781.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $2120.00           | $1853.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $801.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2345.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $4112.00           | $3333.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $720.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $87467499.00       | $71371252.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $820.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1008.00           | $789.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2010.00           | $1647.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1072.00           | $845.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $6000.00           | $4794.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $552.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $5040.00           | $4103.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $100097355.00      | $77059992.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1015.00           | $875.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2150.00           | $1668.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $816.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $856.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $7386168.00        | $5822262.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $787.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2040.00           | $1561.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $28636694.00       | $21989611.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $865.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1530.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $887.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $5079.00           | $4253.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $879.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $29501408.00       | $24557451.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3072.00           | $2708.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1037.00           | $876.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $14117.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $3024.00           | $2438.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $6256640.00        | $4933035.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $754.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $4957854.00        | $3730999.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $6069.00           | $4609.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $5298.00           | $3863.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $777.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $4148.00           | $3678.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2319.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $3072.00           | $2694.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $87921149.00       | $77192517.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5024.00           | $4058.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $5000.00           | $3432.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3922.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $89036334.00       | $76716987.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $4182.00           | $3640.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $874.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $4024.00           | $3054.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $11296.00          | $10266.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $4112.00           | $3303.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $30604000.00       | $23486886.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $6002.00           | $5073.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $3087.00           | $2708.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2024.00           | $1721.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2177.00           | $1909.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $625.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2106.00           | $1894.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $13025218.00       | $10152677.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $2161.00           | $1522.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $887.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $6191.00           | $5106.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4918.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $266844.00         | $195739.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $20490871.00       | $17640856.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1032.00           | $824.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $871.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1097.00           | $977.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $5068.00           | $4445.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $53308224.00       | $45328609.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $797.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $6072.00           | $4867.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $779.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $6084.00           | $4914.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $889.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $2024.00           | $1779.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $4000.00           | $3600.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1085.00           | $978.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $6151.00           | $4872.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $79002008.00       | $70152784.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $856.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3739.00           | $3193.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $5120.00           | $4513.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3597.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1028.00           | $879.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $79802899.00       | $72019022.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $41353519.00       | $35444922.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1120.00           | $915.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1025.00           | $734.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1020.00           | $776.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $86209108.00       | $71565996.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2067.00           | $1705.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $8208.00           | $6843.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $60872928.00       | $49968198.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2024.00           | $1690.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $855.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $913.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $6062.00           | $5579.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $5120.00           | $4313.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $3095.00           | $2813.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $88774922.00       | $67918598.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $776.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $85197571.00       | $76068096.48       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1634.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $6008.00           | $5046.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $4000.00           | $3367.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $1016.00           | $783.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2116.00           | $1830.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2075.00           | $1769.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $6250.00           | $4996.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $85100227.00       | $76034293.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1054.00           | $904.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1040.00           | $918.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $2076.00           | $1781.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1100.00           | $900.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1042.00           | $866.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $37527967.00       | $31653484.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $5231.00           | $4598.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $858.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $4017.00           | $3063.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1016.00           | $840.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $904.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $5080.00           | $4098.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $866.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $75000.00          | $54866.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $7051.00           | $4462.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1639.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $4032.00           | $3605.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $4296.00           | $3194.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1054.00           | $1003.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $6396304.00        | $6072634.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $848.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1013.00           | $865.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $792.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1900454.00        | $1631944.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1698.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4525.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $898.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $2048.00           | $1758.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $9249.00           | $6476.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $901.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $4032.00           | $3796.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $4000.00           | $3663.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1851.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1886.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $904.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $941.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $8192.00           | $6915.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $3038.00           | $2916.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $7268216.00        | $6520617.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $945.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $18523544.00       | $17900549.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $871.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $939.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $33574159.00       | $32396992.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $954.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $998.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $999.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $591872.00         | $560630.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $882.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $936.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $938.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1052.00           | $991.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $14831684.00       | $14062513.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $974.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1783.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $946.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $985.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $985.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1024.00           | $962.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1001.00           | $953.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $34381824.00       | $33461006.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $2112.00           | $2057.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $4040.00           | $3977.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $968.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $3722364.00        | $3651587.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $950.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $959.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $2016.00           | $1667.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $958.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $15159198.00       | $14721651.48       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1957.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $996.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1035.00           | $1032.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $990.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $3786000.00        | $3302908.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $60665210.00       | $61210419.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $5522314.00        | $5592402.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.0000%  | 0.0000% | $2016.00           | $1930.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 4.5000%  | 0.0000% | $4928.00           | $4967.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $9000.00           | $2887.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $4000.00           | $981.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $1000.00           | $139.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $15000.00          | $2990.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $194.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 3.5000%  | 0.0000% | $2048.00           | $538.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1998.00           | $903.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $201.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $6000.00           | $2257.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $2000.00           | $638.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $69999000.00       | $22662655.44       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $552.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.0000%  | 0.0000% | $1000.00           | $420.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $43278393.00       | $21908265.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $7258600.00        | $4738493.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1409.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $751.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $47127800.00       | $36889691.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1507.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2309.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $31921344.00       | $22703238.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $767.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 2.5000%  | 0.0000% | $219024.00         | $130992.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1097.00           | $900.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1457.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $782.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.5000%  | 0.0000% | $1000.00           | $765.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1534.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $36770720.00       | $30884623.15       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $821.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $483243.00         | $375728.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.0000%  | 0.0000% | $6000.00           | $4779.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1024.00           | $683.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $811.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $832.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $771.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 6.0000%  | 0.0000% | $1000.00           | $844.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $999.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $10240690.00       | $10431322.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.0000%  | 0.0000% | $1000.00           | $48.55             | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $995.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 5.0000%  | 0.0000% | $314616.00         | $293987.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1055.00           | $1022.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1000.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $56080256.00       | $54510543.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $22213696.00       | $22395225.17       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $977.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $972.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.32           | Agency Mortgage-Backed Securities |

### Security 52: FIXED INCOME CLEARING SSBT TREASURY REPO 4.1500 20251103

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 4.1500 20251103 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379892P1, C.5 - Other ID: 3379892P1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $151798600.00      | $178500118.00      | U.S. Treasuries (including strips) |

### Security 53: GOLDMAN SACHS & CO MORTGAGE REPO 4.0400 20251105

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.0400 20251105 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819876R2, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819876R2
- **C.18 - Value (incl. sponsor support):** $261000000.00
- **C.18.a - Value (excl. sponsor support):** $261000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2047-07-01      | 3.5000%  | 0.0000% | $340000.00         | $59928.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 4.0000%  | 0.0000% | $515000.00         | $30778.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.5000%  | 0.0000% | $420000.00         | $37120.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 6.3100%  | 0.0000% | $994483.00         | $25376.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 7.0000%  | 0.0000% | $545000.00         | $5635.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $303000.00         | $174207.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 3.0000%  | 0.0000% | $29206528.00       | $22696241.16       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $236298752.00      | $242925829.17      | Agency Mortgage-Backed Securities |
| GNMA          | 2041-12-15      | 4.0000%  | 0.0000% | $400000.00         | $13806.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 4.0000%  | 0.0000% | $450000.00         | $47903.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 4.0000%  | 0.0000% | $1000000.00        | $78341.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $100863.00         | $101079.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $1672098.00        | $18293.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-04-15      | 8.5000%  | 0.0000% | $2524382.00        | $5458.04           | Agency Mortgage-Backed Securities |

### Security 54: GOLDMAN SACHS & CO MORTGAGE REPO 4.1600 20251103

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.1600 20251103 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819876T8, C.3 - LEI: CKDHZ2X64EEBQCSP7013, C.5 - Other ID: 3819876T8
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2033-06-01      | 6.0000%  | 0.0000% | $2002135.00        | $6630.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-01-01      | 4.5000%  | 0.0000% | $873264.00         | $9742.91           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $2661676.00        | $2210981.44        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1869792.00        | $1359250.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 4.5000%  | 0.0000% | $1626000.00        | $60000.86          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-12-01      | 6.0000%  | 0.0000% | $2044388.00        | $15580.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1093692.00        | $1060293.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1185000.00        | $1236846.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1117088.00        | $1173498.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $3032852.00        | $743474.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $5000000.00        | $2519657.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $899999.00         | $772563.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $5731000.00        | $4596113.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $997836.00         | $908095.82         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 2.5000%  | 0.0000% | $188000.00         | $142474.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $420000.00         | $409213.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $935000.00         | $70294.41          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1600890.00        | $1682164.10        | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-11-20      | 3.5000%  | 0.0000% | $2513984.00        | $164253.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-09-20      | 4.0000%  | 0.0000% | $6415288.00        | $689111.12         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-11-20      | 3.5000%  | 0.0000% | $647282.00         | $26187.11          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $224608000.00      | $78138022.95       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $15885312.00       | $14957242.74       | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $31172608.00       | $29135383.84       | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-04-20      | 4.0000%  | 0.0000% | $471327.00         | $29776.49          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 5.5000%  | 0.0000% | $600000.00         | $594866.76         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $1764992.00        | $1746447.15        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $2082144.00        | $2099392.75        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2943544.00        | $3065771.32        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4916360.00        | $5136606.70        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-07-20      | 2.0000%  | 0.0000% | $830555.00         | $653823.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $2998008.00        | $3059453.13        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $6916184.00        | $6996476.28        | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-07-15      | 4.0000%  | 0.0000% | $9789400.00        | $351444.87         | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-11-20      | 3.7500%  | 0.0000% | $280000.00         | $35748.13          | Agency Mortgage-Backed Securities  |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $17632000.00       | $17743116.86       | U.S. Treasuries (including strips) |

### Security 55: Goldman Sachs Group Inc/The REPO 3.0000 20251103

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 3.0000 20251103 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819915L8, C.5 - Other ID: 3819915L8
- **C.18 - Value (incl. sponsor support):** $70030000.00
- **C.18.a - Value (excl. sponsor support):** $70030000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $86196000.00       | $71430652.84       | U.S. Treasuries (including strips) |

### Security 56: HSBC SEC USA INC MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.1500 20251103 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 4049894V4, C.5 - Other ID: 4049894V4
- **C.18 - Value (incl. sponsor support):** $216000000.00
- **C.18.a - Value (excl. sponsor support):** $216000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $3362808.00        | $1913201.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $200000.00         | $124397.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.0000%  | 0.0000% | $200000.00         | $124775.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $88067.00          | $65280.86          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $2201828.00        | $2142659.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1092270.00        | $925231.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $5198808.00        | $3698442.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $3846548.00        | $1364753.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 2.0000%  | 0.0000% | $500000.00         | $305132.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1415530.00        | $1394023.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.8100%  | 0.0000% | $9626000.00        | $9309583.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1397154.00        | $1025161.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $2088244.00        | $2206051.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $2460088.00        | $2500407.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 3.9600%  | 0.0000% | $12114896.00       | $11829226.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 3.6200%  | 0.0000% | $1500000.00        | $1425257.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.8300%  | 0.0000% | $16550000.00       | $14133150.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $215000.00         | $83934.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 2.0900%  | 0.0000% | $16006100.00       | $13636263.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2028-05-01      | 5.1600%  | 0.0000% | $6137900.00        | $6187715.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $296346.00         | $184637.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1218690.00        | $506075.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $5570000.00        | $5397284.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-11-01      | 5.0700%  | 0.0000% | $3214000.00        | $3292906.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-06-01      | 4.5600%  | 0.0000% | $9109000.00        | $9272752.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1206010.00        | $216965.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $233586430.00      | $127054730.65      | Agency Mortgage-Backed Securities |

### Security 57: JP MORGAN SEC LLC MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.1500 20251103 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 6169977L0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169977L0
- **C.18 - Value (incl. sponsor support):** $721000000.00
- **C.18.a - Value (excl. sponsor support):** $721000000.00
- **C.19 - Percentage of Net Assets:** 5.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2033-05-01      | 3.0000%  | 0.0000% | $1013000.00        | $110547.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.8910%  | 0.0000% | $76628.00          | $67657.98          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.2040%  | 0.0000% | $75239.00          | $75342.97          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 6.3840%  | 0.0000% | $18000000.00       | $189093.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-01-01      | 2.0000%  | 0.0000% | $111178.00         | $19006.25          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 3.0000%  | 0.0000% | $87000.00          | $9872.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2039-10-01      | 4.5000%  | 0.0000% | $1504704.00        | $49286.41          | Agency Mortgage-Backed Securities |
| FMAC          | 2030-07-01      | 2.5000%  | 0.0000% | $152000.00         | $15610.99          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-05-01      | 4.5000%  | 0.0000% | $15000000.00       | $1542425.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-05-01      | 2.5000%  | 0.0000% | $1051478.00        | $156518.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2030-08-01      | 2.5000%  | 0.0000% | $626592.00         | $63605.27          | Agency Mortgage-Backed Securities |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $370000.00         | $62818.08          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-06-01      | 6.1570%  | 0.0000% | $24500000.00       | $189107.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 3.6900%  | 0.0000% | $17138000.00       | $16826653.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 6.3750%  | 0.0000% | $17637340.00       | $8122.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 6.2970%  | 0.0000% | $10735776.00       | $378612.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 6.5530%  | 0.0000% | $882000.00         | $36533.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-05-01      | 3.7000%  | 0.0000% | $1438280.00        | $1294511.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 3.5500%  | 0.0000% | $2000000.00        | $1958580.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.7500%  | 0.0000% | $10000000.00       | $9617950.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 5.5000%  | 0.0000% | $2106888.00        | $263897.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 2.5000%  | 0.0000% | $395000.00         | $41629.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 2.5000%  | 0.0000% | $339941.00         | $35426.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-03-01      | 2.5000%  | 0.0000% | $352308.00         | $72541.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $125000.00         | $27972.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 6.8450%  | 0.0000% | $8000000.00        | $16884.54          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 7.5000%  | 0.0000% | $2000000.00        | $88209.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.5000%  | 0.0000% | $3521076.00        | $308529.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $279210.00         | $252976.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $184364.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $4488848.00        | $4103135.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $2333524.00        | $2099568.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.3310%  | 0.0000% | $10153616.00       | $6876022.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2533760.00        | $2401286.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 5.5000%  | 0.0000% | $1027252.00        | $815031.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1313216.00        | $1326653.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1695432.00        | $1648364.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $27742.00          | $29079.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 4.5000%  | 0.0000% | $1007068.00        | $982119.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1091756.00        | $1112098.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1418004.00        | $1484909.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1056168.00        | $1118880.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $6008400.00        | $6130336.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1316596.00        | $1389550.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1130052.00        | $1086802.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1565264.00        | $1588719.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $973832.00         | $1026365.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 5.5000%  | 0.0000% | $4170040.00        | $4257908.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1337800.00        | $1412930.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.4730%  | 0.0000% | $17016.00          | $17274.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1068754.00        | $1094776.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $1721232.00        | $1686152.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $2078096.00        | $2188103.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.8100%  | 0.0000% | $10109408.00       | $10186151.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $4139184.00        | $4060688.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $3671480.00        | $3691752.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $2914608.00        | $2924207.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1900000.00        | $115149.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $1408214.00        | $263240.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $77125.00          | $26366.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 3.5000%  | 0.0000% | $1288880.00        | $451403.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 4.0600%  | 0.0000% | $14660112.00       | $14416993.58       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $427000.00         | $82086.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $14076192.00       | $3230699.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $45109888.00       | $10366395.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-07-01      | 2.5000%  | 0.0000% | $13308912.00       | $11073491.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $400000.00         | $178449.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 3.9100%  | 0.0000% | $73380000.00       | $70607948.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 5.0650%  | 0.0000% | $57492000.00       | $60259885.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2691276.00        | $2763696.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $12147180.00       | $11551040.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 4.5000%  | 0.0000% | $1284076.00        | $519747.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $100000.00         | $78206.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $862888.00         | $578977.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $3779288.00        | $3770693.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $9274560.00        | $9112053.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $19192928.00       | $20198215.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $6861640.00        | $6872664.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $15034448.00       | $14993713.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1268358.00        | $1282099.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1637590.00        | $1571915.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $1191304.00        | $1190196.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 2.5000%  | 0.0000% | $245680.00         | $118722.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $394215.00         | $343652.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $450000.00         | $319404.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 5.4800%  | 0.0000% | $31185000.00       | $33298365.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 5.5300%  | 0.0000% | $52996000.00       | $56904048.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 4.4450%  | 0.0000% | $20000000.00       | $20116403.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 4.5800%  | 0.0000% | $5640000.00        | $5674672.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 4.3100%  | 0.0000% | $29967000.00       | $30324076.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-05-01      | 4.2400%  | 0.0000% | $9036000.00        | $9098017.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 4.4700%  | 0.0000% | $22594000.00       | $22682410.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $135000.00         | $29787.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $900000.00         | $309781.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $450000.00         | $199678.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $725000.00         | $312647.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 2.5000%  | 0.0000% | $786000.00         | $355942.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $3610000.00        | $2103684.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 2.5000%  | 0.0000% | $15000.00          | $8629.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $855429.00         | $533683.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $8397488.00        | $7041350.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $173486.00         | $115833.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $67086208.00       | $57266381.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 7.0000%  | 0.0000% | $1046966.00        | $927802.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $7340000.00        | $6210330.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1389974.00        | $886765.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $711089.00         | $680994.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2630000.00        | $2579812.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $4500000.00        | $4296917.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $25117088.00       | $23174837.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $19515328.00       | $18866641.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $11352320.00       | $9193995.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $72202112.00       | $74351641.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $1700000.00        | $605020.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $300000.00         | $204388.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 4.5000%  | 0.0000% | $300000.00         | $25185.87          | Agency Mortgage-Backed Securities |

### Security 58: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809752F4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809752F4
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-02-15      | 6.0000%  | 0.0000% | $240500.00         | $244791.56         | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 6.7500%  | 0.0000% | $78000.00          | $80899.54          | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $182000.00         | $191625.63         | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 5.2500%  | 0.0000% | $24900.00          | $26650.74          | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $652000.00         | $709248.61         | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 3.5000%  | 0.0000% | $66000.00          | $61227.17          | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $4134800.00        | $4208625.66        | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $50000.00          | $51651.72          | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 4.3750%  | 0.0000% | $2168300.00        | $2200515.98        | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $11689200.00       | $9244942.42        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $302000.00         | $242766.36         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $1051500.00        | $929344.00         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $80.14             | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $482300.00         | $347150.37         | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $2545000.00        | $2109042.31        | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $239000.00         | $179746.20         | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $77805400.00       | $52476002.14       | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $37965200.00       | $26154404.14       | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $232600.00         | $171288.30         | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $226000.00         | $234179.81         | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $3782100.00        | $3569359.38        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $209000.00         | $213864.23         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $78137000.00       | $79952622.07       | U.S. Treasuries (including strips) |

### Security 59: RBC DS MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809796F2, C.5 - Other ID: 7809796F2
- **C.18 - Value (incl. sponsor support):** $541000000.00
- **C.18.a - Value (excl. sponsor support):** $541000000.00
- **C.19 - Percentage of Net Assets:** 3.9700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $24187.00          | $455.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $2094.00           | $92.86             | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $10520.00          | $139.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-08-01      | 6.5000%  | 0.0000% | $20623.00          | $14.40             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $4524.00           | $77.88             | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-11-01      | 5.0000%  | 0.0000% | $5245.00           | $192.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $2760.00           | $25.78             | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-08-01      | 3.0000%  | 0.0000% | $1000.00           | $121.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $2209.00           | $223.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1363.00           | $306.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $113.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $214.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $745.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $716.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $332933.00         | $293691.63         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $34734886.00       | $25826053.82       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1038328.00        | $719935.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6134260.00        | $5424140.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $874.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $965.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $69639086.00       | $7338954.38        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $115718.00         | $15679.10          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523774.00       | $2999931.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $37149000.00       | $21159238.20       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $679.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 1.5000%  | 0.0000% | $15310000.00       | $8442072.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1008.00           | $837.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $827.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $808.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1111808.00        | $981552.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $51577633.00       | $7418602.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1733.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $129959770.00      | $35523547.95       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 3.5000%  | 0.0000% | $35803000.00       | $5826471.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $51388800.00       | $16829362.96       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $54298776.00       | $30686704.83       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $22753001.00       | $15555144.93       | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $122.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $93484800.00       | $18962166.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $34211812.00       | $12716990.48       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $2054.00           | $984.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $18891136.00       | $10025122.79       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $30323000.00       | $17626174.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $11528495.00       | $7076032.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $663100.00         | $558474.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1286691.00        | $1189030.82        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 1.5000%  | 0.0000% | $34204799.00       | $19543539.72       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $15377248.00       | $15158440.39       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1014.00           | $1040.90           | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 3.5000%  | 0.0000% | $1024.00           | $75.52             | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-01-20      | 3.5000%  | 0.0000% | $1000.00           | $98.78             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $1024.00           | $157.56            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $310638.00         | $30499.59          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 4.5000%  | 0.0000% | $1024.00           | $79.75             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 3.5000%  | 0.0000% | $1120.00           | $103.45            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 3.5000%  | 0.0000% | $1697.00           | $339.91            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $26522528.00       | $6724336.05        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $1024.00           | $717.54            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $729.80            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $65061248.00       | $47673907.73       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $1007.00           | $594.94            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $694.74            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $780.20            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $14202496.00       | $8107119.20        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $780.27            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $1120.00           | $557.08            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $577.29            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $1028.00           | $984.88            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $27008.00          | $25626.89          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $16364960.00       | $15769455.72       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $940.29            | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-05-20      | 4.0000%  | 0.0000% | $45113.00          | $2595.33           | Agency Mortgage-Backed Securities  |
| USTR          | 2025-11-28      | 0.0000%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $15338400.00       | $15487330.69       | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $200.00            | $163.24            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $134161000.00      | $115808750.78      | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.46             | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $496900.00         | $525280.83         | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $2000.00           | $2122.65           | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $52020800.00       | $53744969.72       | U.S. Treasuries (including strips) |

### Security 60: TD SECURITIES USA LLC MORTGAGE REPO 4.0800 20251107

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 4.0800 20251107 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 8919941R6, C.5 - Other ID: 8919941R6
- **C.18 - Value (incl. sponsor support):** $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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $1683977.00        | $361869.68         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $49168640.00       | $47631362.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $42938006.00       | $37391927.05       | Agency Mortgage-Backed Securities  |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $24555900.00       | $24774927.96       | U.S. Treasuries (including strips) |

### Security 61: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299449626.00
- **C.18.a - Value (excl. sponsor support):** $299449626.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $264661604.93
- **C.18.a - Value (excl. sponsor support):** $264661604.93
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $183539716.25
- **C.18.a - Value (excl. sponsor support):** $183539716.25
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397844444.00
- **C.18.a - Value (excl. sponsor support):** $397844444.00
- **C.19 - Percentage of Net Assets:** 2.9200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198772916.00
- **C.18.a - Value (excl. sponsor support):** $198772916.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $322609173.25
- **C.18.a - Value (excl. sponsor support):** $322609173.25
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148451062.50
- **C.18.a - Value (excl. sponsor support):** $148451062.50
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148334916.00
- **C.18.a - Value (excl. sponsor support):** $148334916.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133317638.10
- **C.18.a - Value (excl. sponsor support):** $133317638.10
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49894531.00
- **C.18.a - Value (excl. sponsor support):** $49894531.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29903906.10
- **C.18.a - Value (excl. sponsor support):** $29903906.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59735156.40
- **C.18.a - Value (excl. sponsor support):** $59735156.40
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $94383983.90
- **C.18.a - Value (excl. sponsor support):** $94383983.90
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84511913.85
- **C.18.a - Value (excl. sponsor support):** $84511913.85
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $89233593.30
- **C.18.a - Value (excl. sponsor support):** $89233593.30
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $114726719.04
- **C.18.a - Value (excl. sponsor support):** $114726719.04
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $187669530.30
- **C.18.a - Value (excl. sponsor support):** $187669530.30
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98277344.00
- **C.18.a - Value (excl. sponsor support):** $98277344.00
- **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 79: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39240624.80
- **C.18.a - Value (excl. sponsor support):** $39240624.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $105012304.95
- **C.18.a - Value (excl. sponsor support):** $105012304.95
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127352226.88
- **C.18.a - Value (excl. sponsor support):** $127352226.88
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135856562.16
- **C.18.a - Value (excl. sponsor support):** $135856562.16
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.010503%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65991416.04
- **C.18.a - Value (excl. sponsor support):** $65991416.04
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30023437.50
- **C.18.a - Value (excl. sponsor support):** $30023437.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $76166250.00
- **C.18.a - Value (excl. sponsor support):** $76166250.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135363866.85
- **C.18.a - Value (excl. sponsor support):** $135363866.85
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.915503%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224933031.00
- **C.18.a - Value (excl. sponsor support):** $224933031.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $209072500.00
- **C.18.a - Value (excl. sponsor support):** $209072500.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.947503%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $169976592.70
- **C.18.a - Value (excl. sponsor support):** $169976592.70
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60253125.00
- **C.18.a - Value (excl. sponsor support):** $60253125.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 91: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224947264.50
- **C.18.a - Value (excl. sponsor support):** $224947264.50
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.924503%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149927416.50
- **C.18.a - Value (excl. sponsor support):** $149927416.50
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: WELLS FARGO SECURITIES MORTGAGE REPO 4.0800 20251107

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 4.0800 20251107 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 9499841S7, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499841S7
- **C.18 - Value (incl. sponsor support):** $361000000.00
- **C.18.a - Value (excl. sponsor support):** $361000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2028-09-01      | 4.4120%  | 0.0000% | $2866290.00        | $684.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $1091790.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-01-01      | 6.4650%  | 0.0000% | $3135000.00        | $3186.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 5.1360%  | 0.0000% | $15015000.00       | $42768.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 5.8290%  | 0.0000% | $1500000.00        | $1383.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 6.5000%  | 0.0000% | $30695706.00       | $5256.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 6.3610%  | 0.0000% | $2679223.00        | $110611.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 6.6870%  | 0.0000% | $20000000.00       | $351665.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 6.4070%  | 0.0000% | $2144000.00        | $22647.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 6.4310%  | 0.0000% | $9256885.00        | $474888.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 6.5540%  | 0.0000% | $5200000.00        | $240521.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 5.0210%  | 0.0000% | $450000.00         | $8795.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.6350%  | 0.0000% | $1110609.00        | $31802.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 6.6450%  | 0.0000% | $1100000.00        | $29473.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 6.1700%  | 0.0000% | $5000000.00        | $144074.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 6.2370%  | 0.0000% | $8500000.00        | $163128.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.3660%  | 0.0000% | $2700000.00        | $253691.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $133274.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-02-01      | 2.8800%  | 0.0000% | $145000.00         | $11456.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 6.4100%  | 0.0000% | $1019000.00        | $38117.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $7041.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1161744.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-06-01      | 2.6400%  | 0.0000% | $155000.00         | $153688.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6541863.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4976552.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5802109.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $1299056.00        | $366475.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $300000.00         | $57562.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 6.3100%  | 0.0000% | $92000.00          | $1588.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 5.9940%  | 0.0000% | $25000.00          | $980.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 5.7870%  | 0.0000% | $2470359.00        | $5159.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 7.3950%  | 0.0000% | $38350572.00       | $192124.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 7.1880%  | 0.0000% | $43350679.00       | $301191.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 6.3720%  | 0.0000% | $500000.00         | $649.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 6.4850%  | 0.0000% | $4485000.00        | $7559.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 5.9050%  | 0.0000% | $5317000.00        | $24319.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.6780%  | 0.0000% | $500000.00         | $4898.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 6.0810%  | 0.0000% | $700000.00         | $7459.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 5.3530%  | 0.0000% | $699999.00         | $4589.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 5.3530%  | 0.0000% | $699998.00         | $9799.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 5.3530%  | 0.0000% | $200000.00         | $2293.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 7.1700%  | 0.0000% | $7719108.00        | $105358.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.4740%  | 0.0000% | $500562.00         | $3941.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.6420%  | 0.0000% | $30788872.00       | $256911.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.4380%  | 0.0000% | $120000.00         | $2027.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 6.1600%  | 0.0000% | $8000000.00        | $51682.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.3060%  | 0.0000% | $14858979.00       | $147904.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 6.0360%  | 0.0000% | $2699999.00        | $24178.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 6.3260%  | 0.0000% | $2465000.00        | $13776.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 6.5450%  | 0.0000% | $800000.00         | $2882.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 6.4710%  | 0.0000% | $7923175.00        | $122754.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 6.1970%  | 0.0000% | $3593000.00        | $26322.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 6.1530%  | 0.0000% | $875000.00         | $16900.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 6.3940%  | 0.0000% | $610000.00         | $3086.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 5.9040%  | 0.0000% | $50002447.00       | $238885.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 6.4920%  | 0.0000% | $7600000.00        | $64479.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.9840%  | 0.0000% | $200000.00         | $1576.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.8480%  | 0.0000% | $300000.00         | $3326.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 5.8840%  | 0.0000% | $1300000.00        | $6882.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.6280%  | 0.0000% | $5089993.00        | $115760.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 6.3380%  | 0.0000% | $5000000.00        | $16703.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.2980%  | 0.0000% | $5025000.00        | $33036.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.4590%  | 0.0000% | $615000.00         | $7034.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.8780%  | 0.0000% | $6846553.00        | $5473152.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1534975.00        | $1425687.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $400000.00         | $394765.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 5.0000%  | 0.0000% | $1028197.00        | $683108.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 6.0000%  | 0.0000% | $1016300.00        | $901662.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $2385301.00        | $2317004.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1990015.00        | $1904368.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1022699.00        | $1065162.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1016650.00        | $1040879.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.1790%  | 0.0000% | $1622750.00        | $1646054.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $6239711.00        | $6484625.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0400%  | 0.0000% | $2882336.00        | $2913834.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 6.0000%  | 0.0000% | $1122625.00        | $1153586.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 4.4350%  | 0.0000% | $20711136.00       | $20620976.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 4.6410%  | 0.0000% | $3466418.00        | $3472430.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 6.4470%  | 0.0000% | $334000.00         | $60950.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3243000.00        | $412639.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 2.9950%  | 0.0000% | $23828464.00       | $2717708.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.2030%  | 0.0000% | $10000000.00       | $904076.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 6.2910%  | 0.0000% | $6974000.00        | $598560.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0980%  | 0.0000% | $4315385.00        | $3764741.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.2580%  | 0.0000% | $34212340.00       | $32972873.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.3600%  | 0.0000% | $46830504.00       | $46230407.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.3270%  | 0.0000% | $330000.00         | $77066.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 4.5310%  | 0.0000% | $2000000.00        | $456342.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.7190%  | 0.0000% | $500000.00         | $150293.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 6.0000%  | 0.0000% | $1666020.00        | $1331156.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.8800%  | 0.0000% | $1000000.00        | $730656.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $32579899.00       | $22375640.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $186882.00         | $157586.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $404271.00         | $324453.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $7631974.00        | $6097603.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $300000.00         | $213429.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $54261.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 2.5000%  | 0.0000% | $4025000.00        | $1803245.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $1276308.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 2.5000%  | 0.0000% | $4393473.00        | $3014446.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $19406609.00       | $19968609.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.5000%  | 0.0000% | $1183000.00        | $381639.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-04-01      | 5.5000%  | 0.0000% | $75444.00          | $2752.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $345500.00         | $241763.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-02-01      | 6.0000%  | 0.0000% | $15691973.00       | $11569899.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2085000.00        | $1911639.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 5.5000%  | 0.0000% | $12901614.00       | $10828737.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $13111559.00       | $13234538.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 6.0000%  | 0.0000% | $2764436.00        | $2717259.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 4.5210%  | 0.0000% | $71619650.00       | $71408577.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 3.4050%  | 0.0000% | $24699192.00       | $23751391.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $7980357.00        | $8343032.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.3880%  | 0.0000% | $7500000.00        | $132976.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.4220%  | 0.0000% | $18250000.00       | $235234.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 6.3510%  | 0.0000% | $17853000.00       | $225895.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.3150%  | 0.0000% | $166854.00         | $944.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.8570%  | 0.0000% | $213359.00         | $3239.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 6.6370%  | 0.0000% | $155000.00         | $1631.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 6.6770%  | 0.0000% | $165000.00         | $2014.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 6.5950%  | 0.0000% | $77816.00          | $1342.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 6.2450%  | 0.0000% | $9000000.00        | $67140.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.0850%  | 0.0000% | $19325778.00       | $59951.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 4.9980%  | 0.0000% | $1769358.00        | $62302.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 6.7550%  | 0.0000% | $250000.00         | $4059.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 6.1100%  | 0.0000% | $4867292.00        | $55442.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 7.0820%  | 0.0000% | $333708.00         | $4698.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.5100%  | 0.0000% | $1695500.00        | $58592.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 6.0000%  | 0.0000% | $2578697.00        | $9966.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 6.2900%  | 0.0000% | $6527822.00        | $454120.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.1900%  | 0.0000% | $300000.00         | $969.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.5870%  | 0.0000% | $417135.00         | $2619.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $31063.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $699458.00         | $444277.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $579000.00         | $79835.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-10-01      | 6.0000%  | 0.0000% | $200889.00         | $77977.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 6.6750%  | 0.0000% | $1378000.00        | $13967.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 5.5000%  | 0.0000% | $465000.00         | $8091.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 6.6010%  | 0.0000% | $23423435.00       | $441796.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-12-01      | 6.9210%  | 0.0000% | $9010000.00        | $62030.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.5300%  | 0.0000% | $15054152.00       | $41949.54          | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2025-11-07

**By:** Alan S. Dupski

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

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