# EDGAR Filing Document

**Accession Number:** 0001026977
**File Stem:** 0002048251-26-001898
**Filing Date:** 2026-3
**Character Count:** 273901
**Document Hash:** e036ea8bd848a51ddb62b3e7ec1ff98d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-001898.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0002048251-26-001898

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CITY NATIONAL ROCHDALE FUNDS
- **CENTRAL INDEX KEY:** 0001026977

**ORGANIZATION NAME:**
- **EIN:** 911766001
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07923
- **FILM NUMBER:** 26724451

**BUSINESS ADDRESS:**
- **STREET 1:** 400 NORTH ROXBURY DRIVE
- **CITY:** BEVERLY HILLS
- **STATE:** CA
- **ZIP:** 90210
- **BUSINESS PHONE:** (800) 708-8881

**MAIL ADDRESS:**
- **STREET 1:** 400 NORTH ROXBURY DRIVE
- **CITY:** BEVERLY HILLS
- **STATE:** CA
- **ZIP:** 90210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** City National Rochdale Funds
- **DATE OF NAME CHANGE:** 20130910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CNI CHARTER FUNDS
- **DATE OF NAME CHANGE:** 19990503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BERKELEY FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980319

## Series and Classes Contracts Data

### CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND (Series ID: S000005833)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000015999 | CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND - CLASS N   | CNGXX           |
| C000016000 | CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND - SERVICING | CNIXX           |
| C000016001 | CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND - CLASS S   | CNFXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001026977

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** CITY NATIONAL ROCHDALE FUNDS

**CIK Number of Registrant:** 0001026977

**LEI of Registrant:** 549300QMC7FYNN5LU818

**Name of Series:** CNR GOVERNMENT MM

**LEI of Series:** 549300QMC7FYNN5LU818

**EDGAR Series Identifier:** S000005833

**Total number of share classes in the series:** 3

**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            | City National Rochdale, LLC                          | 801-27265         |
| Independent Public Accountant | Cohen and Company<br>City: Philadelphia<br>State: PA |  |
| Administrator                 | SEI Investments Global Funds Services                |  |
| Transfer Agent                | U.S. Bancorp Fund Services, LLC<br>CIK: 0001094770   | 085-11357         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-16093

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 34 days

- **WAL:** 63 days

- **Total Value of Portfolio Securities:** $7941150703.67

- **Amortized Cost of Portfolio Securities:** $7940465845.61

- **Cash:** $0.00

- **Total Other Assets:** $11373445.28

- **Total Liabilities:** $22985692.82

- **Net Assets of Series:** $7928853598.07

- **Number of Shares Outstanding (Series):** 7928854241.0100

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $3485650289.45            | $5888945291.91             | 44.3600%                  | 74.9500%                   |
| 2026-02-03 | $3718767493.68            | $6095909229.83             | 46.1100%                  | 75.5900%                   |
| 2026-02-04 | $4019013152.91            | $6231811111.16             | 47.8500%                  | 74.2000%                   |
| 2026-02-05 | $4022180656.82            | $6271671115.73             | 48.7800%                  | 76.0700%                   |
| 2026-02-06 | $4071348159.57            | $6079770795.09             | 50.5600%                  | 75.5100%                   |
| 2026-02-09 | $4070850669.67            | $6343596434.93             | 50.1500%                  | 78.1500%                   |
| 2026-02-10 | $3971008164.51            | $6432586809.91             | 48.3900%                  | 78.3800%                   |
| 2026-02-11 | $4090253434.98            | $6515884719.45             | 49.3400%                  | 78.5900%                   |
| 2026-02-12 | $4390420954.80            | $7109450941.37             | 49.4200%                  | 80.0200%                   |
| 2026-02-13 | $4292542119.10            | $6595478869.61             | 50.8000%                  | 78.0500%                   |
| 2026-02-17 | $4293292685.16            | $6919078483.34             | 50.0800%                  | 80.7000%                   |
| 2026-02-18 | $4496208252.09            | $7297776000.78             | 50.2300%                  | 81.5300%                   |
| 2026-02-19 | $4547827771.50            | $6910215666.62             | 53.1100%                  | 80.6900%                   |
| 2026-02-20 | $4563048396.34            | $7016341255.98             | 52.6300%                  | 80.9300%                   |
| 2026-02-23 | $4563710271.20            | $7180427741.25             | 51.6600%                  | 81.2800%                   |
| 2026-02-24 | $4463910743.00            | $7253558157.57             | 50.1100%                  | 81.4300%                   |
| 2026-02-25 | $4300111215.03            | $6665682666.83             | 49.3300%                  | 76.4700%                   |
| 2026-02-26 | $4062301361.76            | $6319864678.73             | 48.5300%                  | 75.5000%                   |
| 2026-02-27 | $3622491508.07            | $5900508023.22             | 45.5600%                  | 74.2000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.6800%             |
| 2026-02-03 | 3.6700%             |
| 2026-02-04 | 3.6700%             |
| 2026-02-05 | 3.6700%             |
| 2026-02-06 | 3.6700%             |
| 2026-02-09 | 3.6600%             |
| 2026-02-10 | 3.6600%             |
| 2026-02-11 | 3.6600%             |
| 2026-02-12 | 3.6600%             |
| 2026-02-13 | 3.6600%             |
| 2026-02-17 | 3.6600%             |
| 2026-02-18 | 3.6600%             |
| 2026-02-19 | 3.6700%             |
| 2026-02-20 | 3.6700%             |
| 2026-02-23 | 3.6700%             |
| 2026-02-24 | 3.6700%             |
| 2026-02-25 | 3.6700%             |
| 2026-02-26 | 3.6700%             |
| 2026-02-27 | 3.6700%             |

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

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

### Class: CLASS N

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9398.15

- **Number of Shares Outstanding:** 9398.0000

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $26.29                    | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $786.17                 |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $26.29

**Total Gross Redemptions (Month):** $786.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.0200%           |
| 2026-02-03 | 3.0200%           |
| 2026-02-04 | 3.0200%           |
| 2026-02-05 | 3.0200%           |
| 2026-02-06 | 3.0200%           |
| 2026-02-09 | 3.0200%           |
| 2026-02-10 | 3.0200%           |
| 2026-02-11 | 3.0200%           |
| 2026-02-12 | 3.0200%           |
| 2026-02-13 | 3.0200%           |
| 2026-02-17 | 3.0300%           |
| 2026-02-18 | 3.0400%           |
| 2026-02-19 | 3.0400%           |
| 2026-02-20 | 3.0400%           |
| 2026-02-23 | 3.0400%           |
| 2026-02-24 | 3.0300%           |
| 2026-02-25 | 3.0400%           |
| 2026-02-26 | 3.0400%           |
| 2026-02-27 | 3.0400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 98.4200%         | 98.4200%             |

### Class: CLASS S

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $1196719262.49

- **Number of Shares Outstanding:** 1196718641.0000

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $91650746.76            |
| 2026-02-03 | $11422987.23              | $0.00                   |
| 2026-02-04 | $0.00                     | $6907269.11             |
| 2026-02-05 | $0.00                     | $16539521.03            |
| 2026-02-06 | $0.00                     | $13011517.05            |
| 2026-02-09 | $46160185.68              | $0.00                   |
| 2026-02-10 | $26448397.25              | $0.00                   |
| 2026-02-11 | $50000000.00              | $0.00                   |
| 2026-02-12 | $0.00                     | $92008979.40            |
| 2026-02-13 | $0.00                     | $92608043.85            |
| 2026-02-17 | $24189427.74              | $0.00                   |
| 2026-02-18 | $49427815.08              | $0.00                   |
| 2026-02-19 | $52883762.73              | $0.00                   |
| 2026-02-20 | $0.00                     | $29338906.49            |
| 2026-02-23 | $0.00                     | $30367167.26            |
| 2026-02-24 | $7346833.44               | $0.00                   |
| 2026-02-25 | $3180114.36               | $0.00                   |
| 2026-02-26 | $0.00                     | $35465861.91            |
| 2026-02-27 | $0.00                     | $40654227.25            |

**Total Gross Subscriptions (Month):** $271059523.51

**Total Gross Redemptions (Month):** $448552240.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.8800%           |
| 2026-02-03 | 2.8800%           |
| 2026-02-04 | 2.8700%           |
| 2026-02-05 | 2.8700%           |
| 2026-02-06 | 2.8700%           |
| 2026-02-09 | 2.8700%           |
| 2026-02-10 | 2.8700%           |
| 2026-02-11 | 2.8600%           |
| 2026-02-12 | 2.8600%           |
| 2026-02-13 | 2.8600%           |
| 2026-02-17 | 2.8700%           |
| 2026-02-18 | 2.8700%           |
| 2026-02-19 | 2.8800%           |
| 2026-02-20 | 2.8800%           |
| 2026-02-23 | 2.8800%           |
| 2026-02-24 | 2.8800%           |
| 2026-02-25 | 2.8800%           |
| 2026-02-26 | 2.8800%           |
| 2026-02-27 | 2.8800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 100.0000%        | 100.0000%            |

### Class: SERVICING CLASS

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $6732124937.43

- **Number of Shares Outstanding:** 6732126202.0000

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $60150815.10              | $7557166.62             |
| 2026-02-03 | $195077791.26             | $0.00                   |
| 2026-02-04 | $340477710.62             | $0.00                   |
| 2026-02-05 | $17332180.22              | $152648161.21           |
| 2026-02-06 | $23458.10                 | $180940126.08           |
| 2026-02-09 | $36678599.22              | $19480405.22            |
| 2026-02-10 | $62017663.24              | $15000.00               |
| 2026-02-11 | $72349612.92              | $39601292.21            |
| 2026-02-12 | $685023695.72             | $0.00                   |
| 2026-02-13 | $25573071.69              | $368228936.43           |
| 2026-02-17 | $96765498.73              | $681024.60              |
| 2026-02-18 | $333102849.02             | $6583766.33             |
| 2026-02-19 | $88092974.92              | $528827699.00           |
| 2026-02-20 | $134336245.83             | $14560.97               |
| 2026-02-23 | $367529199.80             | $174897446.86           |
| 2026-02-24 | $74117359.95              | $8920924.19             |
| 2026-02-25 | $0.00                     | $195276046.69           |
| 2026-02-26 | $255852680.61             | $566765465.00           |
| 2026-02-27 | $0.00                     | $379249642.65           |

**Total Gross Subscriptions (Month):** $2844501406.95

**Total Gross Redemptions (Month):** $2629687664.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3300%           |
| 2026-02-03 | 3.3200%           |
| 2026-02-04 | 3.3200%           |
| 2026-02-05 | 3.3200%           |
| 2026-02-06 | 3.3200%           |
| 2026-02-09 | 3.3200%           |
| 2026-02-10 | 3.3100%           |
| 2026-02-11 | 3.3100%           |
| 2026-02-12 | 3.3100%           |
| 2026-02-13 | 3.3100%           |
| 2026-02-17 | 3.3200%           |
| 2026-02-18 | 3.3200%           |
| 2026-02-19 | 3.3300%           |
| 2026-02-20 | 3.3300%           |
| 2026-02-23 | 3.3300%           |
| 2026-02-24 | 3.3300%           |
| 2026-02-25 | 3.3300%           |
| 2026-02-26 | 3.3300%           |
| 2026-02-27 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 89.0100%         | 89.0100%             |
| Depository institution or other banking institution |  | 10.8300%         | 10.8300%             |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/04/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $324837048.25
- **C.18.a - Value (excl. sponsor support):** $324837048.25
- **C.19 - Percentage of Net Assets:** 4.1000%
- **C.17 - Yield as of Reporting Date:** 2.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FHLB Float 12/11/26

- **C.1 - Title:** FEDERAL HOME LOAN BANK VARIABLE RATE 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZF3, C.4 - ISIN: US3130B3ZF30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100048159.00
- **C.18.a - Value (excl. sponsor support):** $100048159.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79391700.00
- **C.18.a - Value (excl. sponsor support):** $79391700.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 4: B 03/31/26

- **C.1 - Title:** TREASURY BILL 0.000000% 03/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199415166.00
- **C.18.a - Value (excl. sponsor support):** $199415166.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 5: T 1 5/8 09/30/26

- **C.1 - Title:** US TREASURY N/B 1.625000% 09/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49423593.50
- **C.18.a - Value (excl. sponsor support):** $49423593.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 6: B 04/07/26

- **C.1 - Title:** TREASURY BILL 0.000000% 04/07/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199275000.00
- **C.18.a - Value (excl. sponsor support):** $199275000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 7: FNMA Float 11/20/26

- **C.1 - Title:** FANNIE MAE VARIABLE RATE 11/20/2026
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $54046582.02
- **C.18.a - Value (excl. sponsor support):** $54046582.02
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: B 04/02/26

- **C.1 - Title:** TREASURY BILL 0.000000% 04/02/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299064834.00
- **C.18.a - Value (excl. sponsor support):** $299064834.00
- **C.19 - Percentage of Net Assets:** 3.7700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 9: B 05/14/26

- **C.1 - Title:** TREASURY BILL 0.000000% 05/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99272028.00
- **C.18.a - Value (excl. sponsor support):** $99272028.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 10: B 03/05/26

- **C.1 - Title:** TREASURY BILL 0.000000% 03/05/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99969915.00
- **C.18.a - Value (excl. sponsor support):** $99969915.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 2.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 11: TD SECURITIES REPO

- **C.1 - Title:** TD SECURITIES TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **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: TDSECU241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-04-30      | 3.6600%  |  | $11216500.00       | $11945098.37       | U.S. Treasuries (including strips)  |
| FNMA          | 2054-11-01      | 3.6600%  |  | $97960235.00       | $90937895.52       | Agency Debentures and Agency Strips |

### Security 12: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149714208.00
- **C.18.a - Value (excl. sponsor support):** $149714208.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: BARCLAY TERM REPO

- **C.1 - Title:** BARCLAY TERM  REPURCHASE AGREEMENT REPURCHASE AGREEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BARCLT241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-04-30      | 3.5400%  |  | $192017600.00      | $204000022.31      | U.S. Treasuries (including strips) |

### Security 14: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/08/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199206666.00
- **C.18.a - Value (excl. sponsor support):** $199206666.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: FFCB Float 07/09/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 07/09/2026
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $100021262.00
- **C.18.a - Value (excl. sponsor support):** $100021262.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FFCB Float 11/18/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 11/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $215155840.60
- **C.18.a - Value (excl. sponsor support):** $215155840.60
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VE3, C.4 - ISIN: US313385VE35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $194265175.65
- **C.18.a - Value (excl. sponsor support):** $194265175.65
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199067834.00
- **C.18.a - Value (excl. sponsor support):** $199067834.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: FFCB Float 09/16/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 09/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100038798.00
- **C.18.a - Value (excl. sponsor support):** $100038798.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: 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: FFCB Float 08/06/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 08/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZP9, C.4 - ISIN: US3133ERZP90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150039168.00
- **C.18.a - Value (excl. sponsor support):** $150039168.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: MORGAN STANLEY

- **C.1 - Title:** MORGAN STANLEY LIQUIDITY GOVERNMENT GOVERNMENT FUND
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 61747C871, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24784245.00
- **C.18.a - Value (excl. sponsor support):** $24784245.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: NR; MoodysCreditRating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249473542.50
- **C.18.a - Value (excl. sponsor support):** $249473542.50
- **C.19 - Percentage of Net Assets:** 3.1500%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: T 4 7/8 05/31/26

- **C.1 - Title:** US TREASURY N/B 4.875000% 05/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214582816.16
- **C.18.a - Value (excl. sponsor support):** $214582816.16
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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:** SandPCreditRating: NA; MoodysCreditRating: 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 24: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299639001.00
- **C.18.a - Value (excl. sponsor support):** $299639001.00
- **C.19 - Percentage of Net Assets:** 3.7800%
- **C.17 - Yield as of Reporting Date:** 3.2600%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WL6, C.4 - ISIN: US313385WL68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198657000.00
- **C.18.a - Value (excl. sponsor support):** $198657000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98511667.00
- **C.18.a - Value (excl. sponsor support):** $98511667.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UQ7, C.4 - ISIN: US313385UQ73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $274338165.75
- **C.18.a - Value (excl. sponsor support):** $274338165.75
- **C.19 - Percentage of Net Assets:** 3.4600%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WD4, C.4 - ISIN: US313385WD43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198790166.00
- **C.18.a - Value (excl. sponsor support):** $198790166.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: B 03/10/26

- **C.1 - Title:** TREASURY BILL 0.000000% 03/10/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399678444.00
- **C.18.a - Value (excl. sponsor support):** $399678444.00
- **C.19 - Percentage of Net Assets:** 5.0400%
- **C.17 - Yield as of Reporting Date:** 3.2600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 30: MONEY MARKET FUND

- **C.1 - Title:** GOLDMAN SACHS FINANCIAL SQUARE FUNDS GOVERNMENT FUND
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 38141W273, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63255709.74
- **C.18.a - Value (excl. sponsor support):** $63255709.74
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** MoodysCreditRating: NR; SandPCreditRating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: BARCLAY MBS REPO

- **C.1 - Title:** BARCLAY MBS  REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **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: BARCLM241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2056-02-01      | 3.5000%  |  | $101194381.00      | $102000000.70      | Agency Debentures and Agency Strips |

### Security 32: B 03/26/26

- **C.1 - Title:** TREASURY BILL 0.000000% 03/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $498786110.00
- **C.18.a - Value (excl. sponsor support):** $498786110.00
- **C.19 - Percentage of Net Assets:** 6.2900%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: BARCLAY TRI-PARTY REPO

- **C.1 - Title:** BARCLAY TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BARCLY241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-31      | 3.4500%  |  | $4258000.00        | $4437230.92        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 3.4500%  |  | $110569800.00      | $97562851.33       | U.S. Treasuries (including strips) |

### Security 34: B 06/25/26

- **C.1 - Title:** TREASURY BILL 0.000000% 06/25/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98863556.00
- **C.18.a - Value (excl. sponsor support):** $98863556.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99739278.00
- **C.18.a - Value (excl. sponsor support):** $99739278.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: DAIWA  MBS  REPO

- **C.1 - Title:** DAWIWA MBS REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **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: DAIWAM241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-10-01      | 3.5200%  |  | $1449885.00        | $1136632.38        | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 3.5200%  |  | $334600.00         | $278920.92         | Agency Debentures and Agency Strips |
| USTR          | 2027-03-31      | 3.5200%  |  | $27541700.00       | $28084062.35       | U.S. Treasuries (including strips)  |
| FNMA          | 2054-10-01      | 3.5200%  |  | $2190633.00        | $1649308.10        | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5200%  |  | $2609044.00        | $2650874.87        | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5200%  |  | $6151.00           | $5746.60           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5200%  |  | $2376143.00        | $2180897.32        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5200%  |  | $12563839.00       | $12733083.35       | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5200%  |  | $578505.00         | $488753.77         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5200%  |  | $1939688.00        | $1733146.28        | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5200%  |  | $10556798.00       | $7569866.94        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 3.5200%  |  | $1660133.00        | $1682582.61        | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5200%  |  | $36095.00          | $23477.22          | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5200%  |  | $442135.00         | $386846.31         | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5200%  |  | $1106494.00        | $933365.47         | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5200%  |  | $905671.00         | $912476.36         | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5200%  |  | $1185.00           | $850.34            | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5200%  |  | $15740477.00       | $1835090.02        | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5200%  |  | $66051.00          | $55232.54          | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5200%  |  | $14607141.00       | $14385657.96       | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5200%  |  | $7662831.00        | $6878212.62        | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 3.5200%  |  | $146491.00         | $150993.56         | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5200%  |  | $2529573.00        | $2536356.78        | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 3.5200%  |  | $10703998.00       | $8263636.94        | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5200%  |  | $11592434.00       | $11133356.25       | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5200%  |  | $134412.00         | $125007.34         | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 3.5200%  |  | $1000.00           | $838.03            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5200%  |  | $429312.00         | $425227.18         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5200%  |  | $8920869.00        | $8988475.78        | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5200%  |  | $900221.00         | $854079.54         | Agency Debentures and Agency Strips |
| USTR          | 2035-11-15      | 3.5200%  |  | $22949700.00       | $23280536.28       | U.S. Treasuries (including strips)  |
| FMAC          | 2054-09-01      | 3.5200%  |  | $16041643.00       | $12854788.21       | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 3.5200%  |  | $23278.00          | $15581.05          | Agency Debentures and Agency Strips |
| FNMA          | 2028-08-01      | 3.5200%  |  | $997426.00         | $12480.34          | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5200%  |  | $1000.00           | $966.54            | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 3.5200%  |  | $166800.00         | $117155.81         | Agency Debentures and Agency Strips |
| USTR          | 2030-04-15      | 3.5200%  |  | $48428200.00       | $50635435.93       | U.S. Treasuries (including strips)  |

### Security 37: FFCB Float 12/09/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 12/09/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150072469.50
- **C.18.a - Value (excl. sponsor support):** $150072469.50
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: DAIWA  TRI PARTY REPO

- **C.1 - Title:** DAWIWA TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **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: DAIWAX241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-01-01      | 3.5000%  |  | $2000.00           | $1779.24           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $1000.00           | $791.37            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 3.5000%  |  | $1046.00           | $737.03            | Agency Debentures and Agency Strips |
| FMAC          | 2037-10-01      | 3.5000%  |  | $1002.00           | $565.93            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  |  | $1000.00           | $782.81            | Agency Debentures and Agency Strips |
| FMAC          | 2036-07-01      | 3.5000%  |  | $2213.00           | $18.74             | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $1000.00           | $1025.50           | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.5000%  |  | $1000.00           | $514.09            | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.5000%  |  | $3012.00           | $385.49            | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 3.5000%  |  | $5000.00           | $371.57            | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 3.5000%  |  | $4053.00           | $4013.65           | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 3.5000%  |  | $1152.00           | $4.30              | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 3.5000%  |  | $1000.00           | $247.98            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $2001.00           | $2090.50           | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 3.5000%  |  | $1000.00           | $579.89            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $57500.00          | $43153.92          | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $1000.00           | $36.01             | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $1003.00           | $725.32            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $3048.00           | $2949.77           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $4113.00           | $3995.87           | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 3.5000%  |  | $4000.00           | $538.77            | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 3.5000%  |  | $1008.00           | $981.55            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1024.00           | $489.82            | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 3.5000%  |  | $247623.00         | $1615.17           | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $5143.00           | $4787.58           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $2080.00           | $2083.86           | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  |  | $2000.00           | $715.99            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $2101.00           | $1389.22           | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 3.5000%  |  | $1000.00           | $18.19             | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 3.5000%  |  | $1000.00           | $147.08            | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 3.5000%  |  | $305000.00         | $244988.39         | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 3.5000%  |  | $1000.00           | $682.72            | Agency Debentures and Agency Strips |
| FNMA          | 2049-03-01      | 3.5000%  |  | $1013.00           | $58.36             | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $1018.00           | $942.93            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $69605.00          | $67972.86          | Agency Debentures and Agency Strips |
| FMAC          | 2039-05-01      | 3.5000%  |  | $1001.00           | $637.69            | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 3.5000%  |  | $1288878.00        | $36152.56          | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 3.5000%  |  | $1003.00           | $217.83            | Agency Debentures and Agency Strips |
| FNMA          | 2046-03-01      | 3.5000%  |  | $2000.00           | $504.63            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $1024.00           | $1005.06           | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 3.5000%  |  | $82763.00          | $66321.19          | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 3.5000%  |  | $4001.00           | $4036.45           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $14001.00          | $5394.42           | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 3.5000%  |  | $1000.00           | $492.34            | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 3.5000%  |  | $1286993.00        | $285083.56         | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $64000.00          | $44803.40          | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 3.5000%  |  | $3211998.00        | $133144.02         | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.5000%  |  | $2240.00           | $344.59            | Agency Debentures and Agency Strips |
| FMAC          | 2048-02-01      | 3.5000%  |  | $614996.00         | $72071.05          | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $2027.00           | $1896.49           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $348762.00         | $308710.53         | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 3.5000%  |  | $1000.00           | $1027.86           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $2053.00           | $1984.32           | Agency Debentures and Agency Strips |
| FMAC          | 2044-10-01      | 3.5000%  |  | $1017.00           | $139.19            | Agency Debentures and Agency Strips |
| FNMA          | 2035-04-01      | 3.5000%  |  | $3001.00           | $518.01            | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.5000%  |  | $250000.00         | $158796.84         | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 3.5000%  |  | $1000.00           | $880.11            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 3.5000%  |  | $80000.00          | $59865.77          | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $936.55            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 3.5000%  |  | $11235.00          | $7536.88           | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $2000.00           | $1823.56           | Agency Debentures and Agency Strips |
| FMAC          | 2029-02-01      | 3.5000%  |  | $13004.00          | $212.73            | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 3.5000%  |  | $2200000.00        | $75255.49          | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $1000.00           | $703.00            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $2052.00           | $1879.46           | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 3.5000%  |  | $1016.00           | $58.94             | Agency Debentures and Agency Strips |
| FMAC          | 2040-12-01      | 3.5000%  |  | $1000.00           | $47.11             | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $1031.00           | $507.89            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $1024.00           | $850.63            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $2024.00           | $1598.25           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $1020.00           | $895.41            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $2026.00           | $1933.00           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $3024.00           | $2615.82           | Agency Debentures and Agency Strips |
| FNMA          | 2039-09-01      | 3.5000%  |  | $1000.00           | $779.93            | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 3.5000%  |  | $1000.00           | $243.70            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 3.5000%  |  | $5000.00           | $4012.70           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1024.00           | $451.99            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $1000.00           | $653.09            | Agency Debentures and Agency Strips |
| FMAC          | 2046-05-01      | 3.5000%  |  | $431055.00         | $114638.41         | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 3.5000%  |  | $1998.00           | $1766.21           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  |  | $1000.00           | $682.11            | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $7127.00           | $4787.48           | Agency Debentures and Agency Strips |
| FMAC          | 2036-04-01      | 3.5000%  |  | $1000.00           | $353.53            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.5000%  |  | $1280.00           | $286.26            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 3.5000%  |  | $98000.00          | $63258.85          | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $1102.00           | $1144.97           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $336540.00         | $337519.33         | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.5000%  |  | $612000.00         | $82934.32          | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1018.35           | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $2996.00           | $193.96            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $1008.00           | $1002.48           | Agency Debentures and Agency Strips |
| FMAC          | 2038-07-01      | 3.5000%  |  | $1000.00           | $36.61             | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 3.5000%  |  | $6758.00           | $3495.78           | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 3.5000%  |  | $1000.00           | $794.61            | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 3.5000%  |  | $1000.00           | $879.95            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $3000.00           | $2209.09           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 3.5000%  |  | $1000.00           | $1037.86           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $2110.00           | $2105.07           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $3000.00           | $2607.85           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $1151.00           | $549.87            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $2000.00           | $2043.85           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $1007.00           | $692.42            | Agency Debentures and Agency Strips |
| FNMA          | 2033-12-01      | 3.5000%  |  | $1000.00           | $94.15             | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 3.5000%  |  | $2000.00           | $393.07            | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 3.5000%  |  | $1000.00           | $346.29            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $1000.00           | $847.82            | Agency Debentures and Agency Strips |
| FMAC          | 2031-01-01      | 3.5000%  |  | $16660.00          | $1219.11           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $1000.00           | $240.99            | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  |  | $1000.00           | $157.73            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $1000.00           | $429.35            | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 3.5000%  |  | $118000.00         | $78464.65          | Agency Debentures and Agency Strips |
| FNMA          | 2046-06-01      | 3.5000%  |  | $1030.00           | $217.00            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $70000.00          | $67367.49          | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 3.5000%  |  | $10090.00          | $2694.76           | Agency Debentures and Agency Strips |
| FNMA          | 2046-07-01      | 3.5000%  |  | $1000.00           | $269.47            | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 3.5000%  |  | $1000.00           | $174.32            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1022.67           | Agency Debentures and Agency Strips |
| FNMA          | 2042-06-01      | 3.5000%  |  | $1000.00           | $51.16             | Agency Debentures and Agency Strips |
| FMAC          | 2033-04-01      | 3.5000%  |  | $1000.00           | $194.04            | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 3.5000%  |  | $4002.00           | $466.73            | Agency Debentures and Agency Strips |
| FNMA          | 2030-04-01      | 3.5000%  |  | $5557564.00        | $86300.09          | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1000.00           | $313.05            | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $21000.00          | $4490.24           | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 3.5000%  |  | $2003.00           | $1295.95           | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 3.5000%  |  | $2000.00           | $1675.68           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $1024.00           | $933.70            | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  |  | $1000.00           | $166.20            | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $1024.00           | $532.80            | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 3.5000%  |  | $1000.00           | $218.40            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1000.00           | $373.77            | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.5000%  |  | $1120.00           | $276.61            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $134000.00         | $103234.19         | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $3013.00           | $2420.62           | Agency Debentures and Agency Strips |
| FMAC          | 2047-05-01      | 3.5000%  |  | $2000.00           | $310.87            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $1024.00           | $1007.60           | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 3.5000%  |  | $738490.00         | $49963.11          | Agency Debentures and Agency Strips |
| FNMA          | 2033-03-01      | 3.5000%  |  | $25000.00          | $2549.79           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 3.5000%  |  | $1000.00           | $796.77            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $40000.00          | $28751.73          | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 3.5000%  |  | $1000.00           | $750.51            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1028.00           | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 3.5000%  |  | $1000.00           | $493.71            | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 3.5000%  |  | $1000.00           | $595.81            | Agency Debentures and Agency Strips |
| FNMA          | 2033-10-01      | 3.5000%  |  | $1000.00           | $68.13             | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 3.5000%  |  | $1000.00           | $875.88            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 3.5000%  |  | $24002.00          | $17628.84          | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $1051.00           | $1043.54           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 3.5000%  |  | $1000.00           | $973.26            | Agency Debentures and Agency Strips |
| FNMA          | 2038-10-01      | 3.5000%  |  | $4000.00           | $42.68             | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.5000%  |  | $4000.00           | $1182.55           | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  |  | $1120.00           | $821.60            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 3.5000%  |  | $1000.00           | $475.75            | Agency Debentures and Agency Strips |
| FMAC          | 2035-07-01      | 3.5000%  |  | $4544668.00        | $70063.09          | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $2048.00           | $1941.74           | Agency Debentures and Agency Strips |
| FMAC          | 2036-12-01      | 3.5000%  |  | $114000.00         | $62896.78          | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  |  | $1010.00           | $675.61            | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 3.5000%  |  | $1000.00           | $56.36             | Agency Debentures and Agency Strips |
| FMAC          | 2035-05-01      | 3.5000%  |  | $177053.00         | $1980.52           | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  |  | $3000.00           | $2792.93           | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  |  | $3000.00           | $2160.87           | Agency Debentures and Agency Strips |
| FNMA          | 2058-01-01      | 3.5000%  |  | $1000.00           | $407.82            | Agency Debentures and Agency Strips |
| FNMA          | 2039-12-01      | 3.5000%  |  | $1000.00           | $159.47            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $2010.00           | $1982.77           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  |  | $5000.00           | $3917.27           | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 3.5000%  |  | $1000.00           | $36.20             | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $1001.00           | $1001.82           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 3.5000%  |  | $3027.00           | $2492.17           | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 3.5000%  |  | $1070.00           | $195.17            | Agency Debentures and Agency Strips |
| FNMA          | 2039-07-01      | 3.5000%  |  | $7006.00           | $90.36             | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $5004.00           | $4495.42           | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 3.5000%  |  | $1002.00           | $748.92            | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 3.5000%  |  | $1024.00           | $726.57            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1026151.00        | $1028902.92        | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.5000%  |  | $1000.00           | $177.86            | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 3.5000%  |  | $1000.00           | $370.46            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 3.5000%  |  | $1008.00           | $820.99            | Agency Debentures and Agency Strips |
| FNMA          | 2045-04-01      | 3.5000%  |  | $2000.00           | $269.10            | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5000%  |  | $1000.00           | $1064.84           | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 3.5000%  |  | $4096.00           | $3110.47           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $4160.00           | $4039.73           | Agency Debentures and Agency Strips |
| FNMA          | 2028-05-01      | 3.5000%  |  | $1000.00           | $39.29             | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 3.5000%  |  | $135934.00         | $97050.76          | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 3.5000%  |  | $2000.00           | $1066.34           | Agency Debentures and Agency Strips |
| FNMA          | 2028-05-01      | 3.5000%  |  | $19016.00          | $812.10            | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 3.5000%  |  | $1000.00           | $894.58            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $1007.00           | $993.87            | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 3.5000%  |  | $2049.00           | $1196.58           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $2000.00           | $1348.29           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $1024.00           | $578.99            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1000.00           | $752.90            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 3.5000%  |  | $1024.00           | $765.85            | Agency Debentures and Agency Strips |
| FNMA          | 2040-10-01      | 3.5000%  |  | $1012.00           | $953.43            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 3.5000%  |  | $24000.00          | $18717.30          | Agency Debentures and Agency Strips |
| FNMA          | 2039-08-01      | 3.5000%  |  | $1999.00           | $448.17            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $1024.00           | $867.22            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  |  | $1000.00           | $154.88            | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 3.5000%  |  | $1024.00           | $626.81            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $1044.00           | $976.57            | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 3.5000%  |  | $1000.00           | $978.53            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1000.00           | $900.99            | Agency Debentures and Agency Strips |
| FNMA          | 2039-11-01      | 3.5000%  |  | $2000.00           | $1838.86           | Agency Debentures and Agency Strips |
| FNMA          | 2034-02-01      | 3.5000%  |  | $3000.00           | $281.30            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $2054.00           | $1814.03           | Agency Debentures and Agency Strips |
| FNMA          | 2039-02-01      | 3.5000%  |  | $1000.00           | $106.91            | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.5000%  |  | $2023.00           | $220.96            | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 3.5000%  |  | $1000.00           | $856.35            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  |  | $1120.00           | $697.24            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $49366.00          | $50006.18          | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 3.5000%  |  | $1000.00           | $1039.94           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $1000.00           | $886.61            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 3.5000%  |  | $2016.00           | $1985.21           | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.5000%  |  | $1000.00           | $507.76            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $272000.00         | $196195.18         | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1026.99           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $1000.00           | $888.10            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $1000.00           | $945.97            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.5000%  |  | $1000.00           | $664.12            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5000%  |  | $1008.00           | $964.60            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1001.00           | $1049.81           | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  |  | $2048.00           | $490.32            | Agency Debentures and Agency Strips |
| FNMA          | 2039-12-01      | 3.5000%  |  | $3000.00           | $2839.83           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 3.5000%  |  | $2003.00           | $1235.52           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1000.00           | $1012.84           | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.5000%  |  | $1024.00           | $559.18            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $2831472.00        | $2063919.48        | Agency Debentures and Agency Strips |
| FNMA          | 2045-09-01      | 3.5000%  |  | $1008.00           | $699.19            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $2000.00           | $1924.89           | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 3.5000%  |  | $2000.00           | $1724.64           | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.5000%  |  | $1008.00           | $167.57            | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.5000%  |  | $1000.00           | $682.61            | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  |  | $1000.00           | $178.11            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $159551.00         | $162413.31         | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1000.00           | $459.56            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 3.5000%  |  | $1000.00           | $872.58            | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 3.5000%  |  | $62000.00          | $23363.33          | Agency Debentures and Agency Strips |
| FNMA          | 2046-01-01      | 3.5000%  |  | $4000.00           | $591.28            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $1000.00           | $1014.02           | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 3.5000%  |  | $1000.00           | $734.39            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $2000.00           | $2050.47           | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 3.5000%  |  | $151259.00         | $124191.66         | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $3024.00           | $2821.76           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.5000%  |  | $9000.00           | $6276.84           | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $2046.00           | $1583.97           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $278775.00         | $202029.97         | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $1000.00           | $792.27            | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 3.5000%  |  | $1000.00           | $641.31            | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 3.5000%  |  | $1080.00           | $661.27            | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 3.5000%  |  | $4000.00           | $842.95            | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 3.5000%  |  | $1052.00           | $635.72            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $2048.00           | $2086.78           | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  |  | $4000.00           | $3188.95           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 3.5000%  |  | $1000.00           | $449.68            | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 3.5000%  |  | $1024.00           | $859.38            | Agency Debentures and Agency Strips |
| FNMA          | 2045-04-01      | 3.5000%  |  | $1006.00           | $222.81            | Agency Debentures and Agency Strips |
| FMAC          | 2030-12-01      | 3.5000%  |  | $1000.00           | $86.97             | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $1008.00           | $953.20            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $2168.00           | $1938.53           | Agency Debentures and Agency Strips |
| FMAC          | 2048-02-01      | 3.5000%  |  | $46318.00          | $6572.67           | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 3.5000%  |  | $1005.00           | $795.41            | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.5000%  |  | $1000.00           | $169.12            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1284.00           | $939.95            | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 3.5000%  |  | $2000.00           | $825.04            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1000.00           | $732.82            | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 3.5000%  |  | $1000.00           | $848.31            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $2000.00           | $1542.49           | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $337324.00         | $42975.82          | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 3.5000%  |  | $5000.00           | $561.87            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $2000.00           | $1451.11           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $1014.00           | $703.64            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $4000.00           | $4044.52           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $1000.00           | $621.17            | Agency Debentures and Agency Strips |
| FNMA          | 2031-12-01      | 3.5000%  |  | $1997.00           | $3.30              | Agency Debentures and Agency Strips |
| FMAC          | 2050-05-01      | 3.5000%  |  | $6556.00           | $2003.49           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 3.5000%  |  | $1040.00           | $879.73            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $2000.00           | $1919.23           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $3000.00           | $2246.31           | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 3.5000%  |  | $5000.00           | $281.29            | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 3.5000%  |  | $1000.00           | $434.93            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 3.5000%  |  | $1000.00           | $586.46            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $2048.00           | $1567.66           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  |  | $1035.00           | $755.96            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1000.00           | $677.92            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $2022.00           | $1911.77           | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 3.5000%  |  | $1049.00           | $739.76            | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  |  | $1383314.00        | $177672.43         | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $1040.00           | $1055.77           | Agency Debentures and Agency Strips |
| FNMA          | 2040-06-01      | 3.5000%  |  | $1000.00           | $126.36            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $1000.00           | $743.06            | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 3.5000%  |  | $54281.00          | $4732.37           | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 3.5000%  |  | $1024.00           | $224.02            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  |  | $1024.00           | $791.15            | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 3.5000%  |  | $1000.00           | $893.82            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $1036.00           | $1016.76           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $2280.00           | $2263.98           | Agency Debentures and Agency Strips |
| FNMA          | 2041-09-01      | 3.5000%  |  | $2000.00           | $129.60            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 3.5000%  |  | $1024.00           | $762.98            | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.5000%  |  | $1003.00           | $301.10            | Agency Debentures and Agency Strips |
| FMAC          | 2031-08-01      | 3.5000%  |  | $1001.00           | $33.46             | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1000.00           | $732.15            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1008.00           | $959.68            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $1003.00           | $930.05            | Agency Debentures and Agency Strips |
| FNMA          | 2042-07-01      | 3.5000%  |  | $1000.00           | $153.69            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $1000.00           | $957.37            | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 3.5000%  |  | $1000.00           | $687.60            | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 3.5000%  |  | $1004.00           | $409.69            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5000%  |  | $1064.00           | $998.22            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $3096.00           | $3063.11           | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 3.5000%  |  | $1000.00           | $16.75             | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  |  | $1000.00           | $747.34            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $2006.00           | $1657.49           | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $18711.00          | $9603.80           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 3.5000%  |  | $1000.00           | $1004.81           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $129000.00         | $80040.38          | Agency Debentures and Agency Strips |
| FNMA          | 2041-11-01      | 3.5000%  |  | $2016.00           | $119.19            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 3.5000%  |  | $2000.00           | $1936.17           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $1000.00           | $518.20            | Agency Debentures and Agency Strips |
| FMAC          | 2049-10-01      | 3.5000%  |  | $203087.00         | $30258.68          | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 3.5000%  |  | $1000.00           | $62.42             | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 3.5000%  |  | $3000.00           | $2175.14           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $1024.00           | $985.40            | Agency Debentures and Agency Strips |
| FMAC          | 2045-12-01      | 3.5000%  |  | $328285.00         | $35034.64          | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  |  | $3057.00           | $2870.45           | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.5000%  |  | $2000.00           | $809.95            | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 3.5000%  |  | $1030.00           | $112.59            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 3.5000%  |  | $24000.00          | $18001.27          | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $1000.00           | $956.92            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $316223.00         | $279064.76         | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1120.00           | $1129.44           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $4000.00           | $2325.05           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $2000.00           | $1463.97           | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  |  | $12000.00          | $8680.21           | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  |  | $1080.00           | $888.33            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $1001.00           | $798.33            | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 3.5000%  |  | $1571.00           | $1594.77           | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.5000%  |  | $34000.00          | $7815.09           | Agency Debentures and Agency Strips |
| FMAC          | 2043-05-01      | 3.5000%  |  | $744029.00         | $80877.19          | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1028.01           | Agency Debentures and Agency Strips |
| FMAC          | 2037-09-01      | 3.5000%  |  | $5000.00           | $2924.05           | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 3.5000%  |  | $1000.00           | $93.87             | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.5000%  |  | $1000.00           | $561.16            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $1000.00           | $211.45            | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 3.5000%  |  | $1000.00           | $552.04            | Agency Debentures and Agency Strips |
| FNMA          | 2028-11-01      | 3.5000%  |  | $180255.00         | $5532.67           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 3.5000%  |  | $4000.00           | $3366.30           | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 3.5000%  |  | $4002.00           | $413.40            | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 3.5000%  |  | $1000.00           | $852.07            | Agency Debentures and Agency Strips |
| FNMA          | 2031-06-01      | 3.5000%  |  | $14000.00          | $1852.75           | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 3.5000%  |  | $2000.00           | $209.44            | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 3.5000%  |  | $1018.00           | $215.42            | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 3.5000%  |  | $4999.00           | $45.06             | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 3.5000%  |  | $1000.00           | $945.11            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1022.77           | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.5000%  |  | $1000.00           | $796.35            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $2048.00           | $2000.86           | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  |  | $1000.00           | $222.95            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1008.00           | $870.27            | Agency Debentures and Agency Strips |
| FMAC          | 2042-03-01      | 3.5000%  |  | $1024.00           | $108.01            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $2016.00           | $1812.47           | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 3.5000%  |  | $4000.00           | $1120.66           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $1000.00           | $1035.59           | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 3.5000%  |  | $1000.00           | $819.16            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 3.5000%  |  | $1000.00           | $958.95            | Agency Debentures and Agency Strips |
| FNMA          | 2043-12-01      | 3.5000%  |  | $3794.00           | $1437.15           | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 3.5000%  |  | $2654176.00        | $46224.83          | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $1000.00           | $999.07            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $1000.00           | $682.78            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $1000.00           | $979.58            | Agency Debentures and Agency Strips |
| FMAC          | 2045-10-01      | 3.5000%  |  | $1000.00           | $83.70             | Agency Debentures and Agency Strips |
| FMAC          | 2032-08-01      | 3.5000%  |  | $1000.00           | $421.65            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1000.00           | $662.25            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $3947.00           | $3519.02           | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 3.5000%  |  | $1032.00           | $1019.51           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $1000.00           | $776.22            | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.5000%  |  | $1000.00           | $179.66            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $328399.00         | $318619.92         | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $1000.00           | $515.78            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 3.5000%  |  | $1000.00           | $912.09            | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 3.5000%  |  | $1000.00           | $564.40            | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 3.5000%  |  | $1000.00           | $810.19            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1003.00           | $1038.22           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5000%  |  | $58258.00          | $52006.18          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1000.00           | $756.20            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $1023.00           | $1043.16           | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  |  | $4040.00           | $2359.30           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 3.5000%  |  | $4003.00           | $4008.17           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1063.08           | Agency Debentures and Agency Strips |
| FMAC          | 2049-02-01      | 3.5000%  |  | $603765.00         | $211622.07         | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 3.5000%  |  | $1690.00           | $0.68              | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 3.5000%  |  | $1004.00           | $819.30            | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.5000%  |  | $110885.00         | $26432.90          | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $3018.00           | $3030.64           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 3.5000%  |  | $1000.00           | $608.35            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $4042.00           | $4176.03           | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $1000.00           | $1054.91           | Agency Debentures and Agency Strips |
| FMAC          | 2036-01-01      | 3.5000%  |  | $1010.00           | $450.34            | Agency Debentures and Agency Strips |
| FNMA          | 2034-10-01      | 3.5000%  |  | $3002.00           | $364.24            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $2000.00           | $2050.37           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 3.5000%  |  | $3132.00           | $2790.43           | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.5000%  |  | $2000.00           | $366.20            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $6000.00           | $1442.04           | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 3.5000%  |  | $1000.00           | $354.25            | Agency Debentures and Agency Strips |
| FNMA          | 2041-07-01      | 3.5000%  |  | $342033.00         | $22652.57          | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 3.5000%  |  | $1024.00           | $701.44            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.5000%  |  | $2000.00           | $1170.06           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $1021.00           | $1045.48           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 3.5000%  |  | $1000.00           | $887.34            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $1024.00           | $1014.37           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $2048.00           | $1906.14           | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 3.5000%  |  | $1028.00           | $121.26            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $3613.00           | $3279.41           | Agency Debentures and Agency Strips |
| FMAC          | 2048-07-01      | 3.5000%  |  | $1565.00           | $333.25            | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 3.5000%  |  | $483932.00         | $299134.43         | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 3.5000%  |  | $1000.00           | $189.30            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $3016.00           | $2323.41           | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 3.5000%  |  | $1000.00           | $204.49            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 3.5000%  |  | $1008.00           | $662.09            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  |  | $4000.00           | $1693.83           | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.5000%  |  | $200000.00         | $100630.64         | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $1024.00           | $953.60            | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 3.5000%  |  | $2001.00           | $54.35             | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 3.5000%  |  | $1000.00           | $848.28            | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 3.5000%  |  | $2048.00           | $845.42            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $273882.00         | $255293.79         | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  |  | $2003.00           | $635.75            | Agency Debentures and Agency Strips |
| FMAC          | 2030-06-01      | 3.5000%  |  | $83557.00          | $1332.82           | Agency Debentures and Agency Strips |
| FNMA          | 2048-02-01      | 3.5000%  |  | $1000.00           | $208.05            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1039.19           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 3.5000%  |  | $1000.00           | $956.10            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $3000.00           | $2812.95           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $2002.00           | $2049.38           | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 3.5000%  |  | $130000.00         | $25797.93          | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  |  | $1002.00           | $741.91            | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 3.5000%  |  | $1000.00           | $133.60            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $100005.00         | $73274.79          | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  |  | $1000.00           | $618.62            | Agency Debentures and Agency Strips |
| FMAC          | 2042-02-01      | 3.5000%  |  | $3000.00           | $1905.62           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $2001.00           | $2103.46           | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  |  | $1078.00           | $132.75            | Agency Debentures and Agency Strips |
| FMAC          | 2045-08-01      | 3.5000%  |  | $2000.00           | $241.54            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $1000.00           | $713.08            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  |  | $1000.00           | $741.39            | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 3.5000%  |  | $4000.00           | $468.49            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $100000.00         | $71598.72          | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 3.5000%  |  | $1000.00           | $443.38            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.5000%  |  | $1000.00           | $458.34            | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 3.5000%  |  | $2000.00           | $28.65             | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  |  | $1885.00           | $1413.48           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $1000.00           | $766.08            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $2027.00           | $1828.50           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1501.00           | $1475.79           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 3.5000%  |  | $1000.00           | $693.03            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $1061.00           | $1051.14           | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 3.5000%  |  | $1008.00           | $151.55            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  |  | $1000.00           | $548.45            | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 3.5000%  |  | $3002.00           | $2473.42           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $1200.00           | $588.81            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  |  | $2000.00           | $869.54            | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 3.5000%  |  | $1000.00           | $963.35            | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 3.5000%  |  | $30019.00          | $2015.23           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 3.5000%  |  | $1000.00           | $766.95            | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 3.5000%  |  | $2024.00           | $1677.88           | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 3.5000%  |  | $1000.00           | $839.38            | Agency Debentures and Agency Strips |
| FNMA          | 2062-09-01      | 3.5000%  |  | $1024.00           | $736.04            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.5000%  |  | $1000.00           | $222.99            | Agency Debentures and Agency Strips |
| FNMA          | 2036-10-01      | 3.5000%  |  | $1149.00           | $575.30            | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 3.5000%  |  | $1048.00           | $120.92            | Agency Debentures and Agency Strips |
| FMAC          | 2047-03-01      | 3.5000%  |  | $1024.00           | $233.03            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $29999.00          | $21154.93          | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 3.5000%  |  | $2001.00           | $958.55            | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 3.5000%  |  | $2002.00           | $49.98             | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $1000.00           | $1014.37           | Agency Debentures and Agency Strips |
| FMAC          | 2047-07-01      | 3.5000%  |  | $8428.00           | $821.06            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.5000%  |  | $2048.00           | $410.01            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 3.5000%  |  | $1000.00           | $684.20            | Agency Debentures and Agency Strips |
| FNMA          | 2043-02-01      | 3.5000%  |  | $3000.00           | $599.21            | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 3.5000%  |  | $1003.00           | $83.19             | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.5000%  |  | $1000.00           | $247.81            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1024.00           | $1036.69           | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 3.5000%  |  | $1000.00           | $3.80              | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5000%  |  | $3029.00           | $2399.89           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1011.00           | $715.38            | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.5000%  |  | $10000.00          | $4711.61           | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 3.5000%  |  | $124580.00         | $95703.53          | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 3.5000%  |  | $21674.00          | $22050.05          | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 3.5000%  |  | $1000.00           | $498.53            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $3016.00           | $2848.83           | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $1000.00           | $754.74            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $5156.00           | $4799.96           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $3098.00           | $2751.68           | Agency Debentures and Agency Strips |
| FMAC          | 2050-08-01      | 3.5000%  |  | $1000.00           | $433.16            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 3.5000%  |  | $1000.00           | $600.98            | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 3.5000%  |  | $2026.00           | $2119.71           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $3371.00           | $3263.94           | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 3.5000%  |  | $266000.00         | $163319.62         | Agency Debentures and Agency Strips |
| FMAC          | 2045-01-01      | 3.5000%  |  | $1000.00           | $115.06            | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 3.5000%  |  | $1008.00           | $293.38            | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 3.5000%  |  | $4000.00           | $3776.27           | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.5000%  |  | $2000.00           | $580.02            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $14000.00          | $12844.65          | Agency Debentures and Agency Strips |
| FNMA          | 2038-10-01      | 3.5000%  |  | $4010.00           | $2182.98           | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.5000%  |  | $1000.00           | $536.70            | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 3.5000%  |  | $2008.00           | $926.61            | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 3.5000%  |  | $2000.00           | $1644.11           | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  |  | $2000.00           | $160.17            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 3.5000%  |  | $198025.00         | $69339.40          | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 3.5000%  |  | $2000.00           | $271.03            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $1000.00           | $399.35            | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 3.5000%  |  | $2000.00           | $1118.70           | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $1000.00           | $378.86            | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 3.5000%  |  | $7000.00           | $809.66            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.5000%  |  | $1000.00           | $596.43            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1000.00           | $785.45            | Agency Debentures and Agency Strips |
| FMAC          | 2031-12-01      | 3.5000%  |  | $148633.00         | $21018.65          | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 3.5000%  |  | $251500.00         | $42680.85          | Agency Debentures and Agency Strips |
| FNMA          | 2033-08-01      | 3.5000%  |  | $2000.00           | $28.54             | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $3024.00           | $1478.27           | Agency Debentures and Agency Strips |
| FMAC          | 2038-03-01      | 3.5000%  |  | $70292.00          | $385.47            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $1000.00           | $786.80            | Agency Debentures and Agency Strips |
| FMAC          | 2032-09-01      | 3.5000%  |  | $1002.00           | $109.06            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $4002.00           | $3938.76           | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.5000%  |  | $1000.00           | $168.61            | Agency Debentures and Agency Strips |
| FNMA          | 2028-06-01      | 3.5000%  |  | $2016.00           | $72.58             | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 3.5000%  |  | $4915.00           | $4761.67           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 3.5000%  |  | $1000.00           | $377.60            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.5000%  |  | $1000.00           | $711.44            | Agency Debentures and Agency Strips |
| FMAC          | 2045-11-01      | 3.5000%  |  | $2004.00           | $1989.78           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  |  | $1000.00           | $766.79            | Agency Debentures and Agency Strips |
| FNMA          | 2049-03-01      | 3.5000%  |  | $35000.00          | $2605.18           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 3.5000%  |  | $1001.00           | $911.10            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $1024.00           | $985.84            | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 3.5000%  |  | $1000.00           | $80.82             | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 3.5000%  |  | $13994.00          | $3244.33           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $2000.00           | $1436.20           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  |  | $1024.00           | $741.91            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1000.00           | $968.50            | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $1000.00           | $981.63            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 3.5000%  |  | $1000.00           | $878.17            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  |  | $1004.00           | $646.05            | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 3.5000%  |  | $22989.00          | $4054.48           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-25      | 3.5000%  |  | $1000.00           | $782.86            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 3.5000%  |  | $5000.00           | $4823.57           | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 3.5000%  |  | $1076.00           | $862.06            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $4096.00           | $4118.38           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1049.86           | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 3.5000%  |  | $1008.00           | $504.41            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 3.5000%  |  | $1024.00           | $772.50            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $1008.00           | $818.65            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $1034.00           | $905.19            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.5000%  |  | $1000.00           | $656.84            | Agency Debentures and Agency Strips |
| FNMA          | 2045-03-01      | 3.5000%  |  | $1000.00           | $154.02            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $2000.00           | $1907.31           | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $2016.00           | $2053.32           | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 3.5000%  |  | $1000.00           | $155.80            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 3.5000%  |  | $1000.00           | $602.24            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $417092.00         | $310424.15         | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  |  | $2000.00           | $1325.44           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1010.01           | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 3.5000%  |  | $17000.00          | $2510.89           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $1024.00           | $361.23            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 3.5000%  |  | $1000.00           | $530.60            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 3.5000%  |  | $20045.00          | $1669.76           | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 3.5000%  |  | $2889.00           | $397.82            | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.5000%  |  | $1133.00           | $253.99            | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 3.5000%  |  | $3000.00           | $488.30            | Agency Debentures and Agency Strips |
| FNMA          | 2034-12-01      | 3.5000%  |  | $1000.00           | $138.24            | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 3.5000%  |  | $1003.00           | $18.18             | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  |  | $2000.00           | $1217.02           | Agency Debentures and Agency Strips |
| FNMA          | 2039-02-01      | 3.5000%  |  | $1553.00           | $8.34              | Agency Debentures and Agency Strips |
| FNMA          | 2056-07-01      | 3.5000%  |  | $1039.00           | $342.77            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  |  | $4096.00           | $2736.87           | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 3.5000%  |  | $24000.00          | $1843.28           | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $1024.00           | $440.62            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 3.5000%  |  | $48277.00          | $48011.95          | Agency Debentures and Agency Strips |
| FNMA          | 2037-02-01      | 3.5000%  |  | $2000.00           | $130.87            | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 3.5000%  |  | $3414.00           | $425.35            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1000.00           | $815.31            | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.5000%  |  | $6000.00           | $3758.51           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $3000.00           | $2268.18           | Agency Debentures and Agency Strips |
| FNMA          | 2041-04-01      | 3.5000%  |  | $1000.00           | $32.89             | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $1035.00           | $959.11            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $2076.00           | $2032.29           | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 3.5000%  |  | $2000.00           | $1105.74           | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $1000.00           | $829.93            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $1000.00           | $1024.26           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  |  | $1000.00           | $646.41            | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.5000%  |  | $7168.00           | $964.91            | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.5000%  |  | $1000.00           | $741.15            | Agency Debentures and Agency Strips |
| FNMA          | 2027-07-01      | 3.5000%  |  | $4030.00           | $18.56             | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $1000.00           | $195.72            | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.5000%  |  | $26000.00          | $9240.28           | Agency Debentures and Agency Strips |
| FMAC          | 2039-09-01      | 3.5000%  |  | $11000.00          | $6823.86           | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  |  | $2024.00           | $1523.21           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $2248.00           | $2088.49           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 3.5000%  |  | $1000.00           | $296.72            | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  |  | $3063.00           | $205.02            | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 3.5000%  |  | $1000.00           | $1051.39           | Agency Debentures and Agency Strips |
| FNMA          | 2043-10-01      | 3.5000%  |  | $1111.00           | $52.21             | Agency Debentures and Agency Strips |
| FNMA          | 2039-09-01      | 3.5000%  |  | $227920.00         | $106335.49         | Agency Debentures and Agency Strips |
| FNMA          | 2038-07-01      | 3.5000%  |  | $1000.00           | $500.82            | Agency Debentures and Agency Strips |
| FNMA          | 2040-11-01      | 3.5000%  |  | $1000.00           | $979.40            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $5000.00           | $3571.78           | Agency Debentures and Agency Strips |
| FNMA          | 2039-07-01      | 3.5000%  |  | $895000.00         | $141313.04         | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 3.5000%  |  | $1000.00           | $208.68            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 3.5000%  |  | $43184.00          | $43517.34          | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.5000%  |  | $1000.00           | $245.57            | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-01      | 3.5000%  |  | $2992.00           | $155.43            | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 3.5000%  |  | $13257.00          | $27.89             | Agency Debentures and Agency Strips |
| FMAC          | 2031-09-01      | 3.5000%  |  | $58249.00          | $159.25            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 3.5000%  |  | $1000.00           | $908.09            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 3.5000%  |  | $1000.00           | $980.89            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  |  | $1000.00           | $561.13            | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 3.5000%  |  | $2000.00           | $192.46            | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  |  | $7786.00           | $907.72            | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.5000%  |  | $2000.00           | $1518.30           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $3088.00           | $2957.46           | Agency Debentures and Agency Strips |
| FMAC          | 2038-06-01      | 3.5000%  |  | $25754.00          | $17278.72          | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 3.5000%  |  | $1000.00           | $875.95            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  |  | $397000.00         | $310785.28         | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.5000%  |  | $2000.00           | $111.26            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $8000.00           | $5391.68           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1000.00           | $692.85            | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 3.5000%  |  | $1046.00           | $8.35              | Agency Debentures and Agency Strips |
| FMAC          | 2045-12-01      | 3.5000%  |  | $3153.00           | $3147.77           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.5000%  |  | $1000.00           | $633.00            | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 3.5000%  |  | $2000.00           | $746.42            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 3.5000%  |  | $1000.00           | $922.52            | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 3.5000%  |  | $1000.00           | $146.35            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $3024.00           | $2938.96           | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-01      | 3.5000%  |  | $1000.00           | $17.95             | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $89000.00          | $75321.06          | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $3024.00           | $2368.32           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1024.00           | $490.93            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $2024.00           | $1661.93           | Agency Debentures and Agency Strips |
| FMAC          | 2042-07-01      | 3.5000%  |  | $1000.00           | $124.55            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1000.00           | $1018.94           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 3.5000%  |  | $1000.00           | $764.09            | Agency Debentures and Agency Strips |
| FMAC          | 2036-08-20      | 3.5000%  |  | $1999.00           | $292.04            | Agency Debentures and Agency Strips |
| FNMA          | 2036-10-01      | 3.5000%  |  | $1002.00           | $21.20             | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $1152.00           | $1160.51           | Agency Debentures and Agency Strips |
| FMAC          | 2047-11-01      | 3.5000%  |  | $1004.00           | $238.08            | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 3.5000%  |  | $2000.00           | $1202.64           | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.5000%  |  | $10000.00          | $7555.07           | Agency Debentures and Agency Strips |
| FMAC          | 2039-07-01      | 3.5000%  |  | $11000.00          | $5959.71           | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $1000.00           | $906.88            | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 3.5000%  |  | $1000.00           | $792.30            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 3.5000%  |  | $1028.00           | $661.83            | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 3.5000%  |  | $2000.00           | $84.33             | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $1000.00           | $874.19            | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 3.5000%  |  | $1000.00           | $112.79            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 3.5000%  |  | $1024.00           | $736.85            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $1018.00           | $991.26            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $1000.00           | $972.21            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 3.5000%  |  | $1000.00           | $655.45            | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 3.5000%  |  | $3067.00           | $87.15             | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $1041.00           | $1004.83           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1000.00           | $992.11            | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $6006.00           | $3237.10           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 3.5000%  |  | $125722.00         | $127422.11         | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 3.5000%  |  | $4002.00           | $378.26            | Agency Debentures and Agency Strips |
| FMAC          | 2045-02-01      | 3.5000%  |  | $2013.00           | $453.50            | Agency Debentures and Agency Strips |
| FMAC          | 2038-12-20      | 3.5000%  |  | $1993.00           | $197.91            | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 3.5000%  |  | $1001.00           | $1023.18           | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 3.5000%  |  | $2000.00           | $1332.22           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  |  | $2000.00           | $1675.56           | Agency Debentures and Agency Strips |
| FNMA          | 2035-04-01      | 3.5000%  |  | $281097.00         | $38221.93          | Agency Debentures and Agency Strips |
| FNMA          | 2027-05-01      | 3.5000%  |  | $6820.00           | $38.84             | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $1020.00           | $283.03            | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 3.5000%  |  | $1000.00           | $625.00            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 3.5000%  |  | $1001.00           | $705.04            | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 3.5000%  |  | $4003.00           | $1981.89           | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $2000.00           | $1687.94           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $1000.00           | $707.62            | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 3.5000%  |  | $1000.00           | $115.64            | Agency Debentures and Agency Strips |
| FNMA          | 2034-12-01      | 3.5000%  |  | $5000.00           | $878.72            | Agency Debentures and Agency Strips |
| FMAC          | 2037-07-01      | 3.5000%  |  | $59997.00          | $34361.56          | Agency Debentures and Agency Strips |
| FNMA          | 2039-08-01      | 3.5000%  |  | $5000.00           | $185.52            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 3.5000%  |  | $2000.00           | $1529.16           | Agency Debentures and Agency Strips |
| FNMA          | 2038-03-01      | 3.5000%  |  | $5000.00           | $2899.83           | Agency Debentures and Agency Strips |
| FMAC          | 2051-04-01      | 3.5000%  |  | $6226.00           | $3637.98           | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 3.5000%  |  | $1398679.00        | $10630.88          | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.5000%  |  | $1024.00           | $513.83            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 3.5000%  |  | $1008.00           | $959.47            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 3.5000%  |  | $1000.00           | $1047.33           | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-01      | 3.5000%  |  | $1027.00           | $18.57             | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $2024.00           | $1581.53           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1000.00           | $742.24            | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 3.5000%  |  | $14001.00          | $10589.21          | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 3.5000%  |  | $1008.00           | $815.26            | Agency Debentures and Agency Strips |
| FNMA          | 2034-03-01      | 3.5000%  |  | $4001.00           | $20.74             | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $7000.00           | $1739.78           | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  |  | $2000.00           | $455.91            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $2001.00           | $1831.16           | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  |  | $6000.00           | $2433.03           | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.5000%  |  | $5000.00           | $1073.90           | Agency Debentures and Agency Strips |
| FNMA          | 2057-01-01      | 3.5000%  |  | $151171.00         | $40837.96          | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5000%  |  | $270725.00         | $228723.80         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $3120.00           | $2707.50           | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 3.5000%  |  | $3000.00           | $2508.51           | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 3.5000%  |  | $1000.00           | $727.45            | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.5000%  |  | $2060.00           | $493.02            | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 3.5000%  |  | $2000.00           | $146.32            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $1000.00           | $1036.40           | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 3.5000%  |  | $1000.00           | $827.26            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 3.5000%  |  | $2000.00           | $1840.74           | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 3.5000%  |  | $1000.00           | $11.64             | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 3.5000%  |  | $1000.00           | $788.27            | Agency Debentures and Agency Strips |
| FNMA          | 2044-04-01      | 3.5000%  |  | $1000.00           | $126.04            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $3122.00           | $3105.73           | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 3.5000%  |  | $2000.00           | $442.32            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $2001.00           | $1977.29           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $10003.00          | $7671.21           | Agency Debentures and Agency Strips |
| FNMA          | 2032-07-01      | 3.5000%  |  | $1000.00           | $64.74             | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 3.5000%  |  | $1000.00           | $865.41            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $307248.00         | $310786.09         | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 3.5000%  |  | $1000.00           | $620.71            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1060.78           | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 3.5000%  |  | $1000.00           | $781.70            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $967.45            | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 3.5000%  |  | $7000.00           | $434.36            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $1000.00           | $1088.22           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 3.5000%  |  | $2000.00           | $1569.11           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $2024.00           | $1446.23           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1026.00           | $726.34            | Agency Debentures and Agency Strips |
| FMAC          | 2040-03-01      | 3.5000%  |  | $2000.00           | $1274.68           | Agency Debentures and Agency Strips |
| FNMA          | 2033-10-01      | 3.5000%  |  | $6000.00           | $563.23            | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 3.5000%  |  | $1406790.00        | $144300.04         | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 3.5000%  |  | $3407.00           | $789.11            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  |  | $43300.00          | $30818.11          | Agency Debentures and Agency Strips |
| FMAC          | 2044-12-01      | 3.5000%  |  | $35255.00          | $2629.90           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 3.5000%  |  | $1025.00           | $969.88            | Agency Debentures and Agency Strips |
| FMAC          | 2040-12-01      | 3.5000%  |  | $1980.00           | $133.86            | Agency Debentures and Agency Strips |
| FMAC          | 2049-10-01      | 3.5000%  |  | $1000.00           | $295.48            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $2048.00           | $1508.66           | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $1000.00           | $506.37            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1001.00           | $1045.07           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 3.5000%  |  | $1000.00           | $815.67            | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.5000%  |  | $1008.00           | $608.34            | Agency Debentures and Agency Strips |
| FNMA          | 2049-04-01      | 3.5000%  |  | $1159.00           | $206.87            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 3.5000%  |  | $1000.00           | $776.84            | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 3.5000%  |  | $3000.00           | $1926.96           | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 3.5000%  |  | $1000.00           | $338.43            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1073.32           | Agency Debentures and Agency Strips |
| FNMA          | 2061-09-01      | 3.5000%  |  | $1000.00           | $598.92            | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 3.5000%  |  | $2016.00           | $1485.96           | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $3000.00           | $1841.86           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 3.5000%  |  | $1000.00           | $915.10            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $1000.00           | $654.32            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $1002.00           | $925.86            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $1039.00           | $1040.32           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $1024.00           | $954.49            | Agency Debentures and Agency Strips |
| FNMA          | 2049-01-01      | 3.5000%  |  | $1000.00           | $21.79             | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $1024.00           | $883.05            | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 3.5000%  |  | $2999.00           | $182.76            | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 3.5000%  |  | $2000.00           | $1617.81           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 3.5000%  |  | $1024.00           | $903.84            | Agency Debentures and Agency Strips |
| FNMA          | 2037-10-01      | 3.5000%  |  | $221000.00         | $28527.36          | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 3.5000%  |  | $2000.00           | $1963.36           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 3.5000%  |  | $1008.00           | $810.11            | Agency Debentures and Agency Strips |
| FNMA          | 2034-01-01      | 3.5000%  |  | $1000.00           | $93.60             | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1000.00           | $1011.01           | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.5000%  |  | $2000.00           | $388.06            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $2000.00           | $2125.82           | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 3.5000%  |  | $1012.00           | $19.13             | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 3.5000%  |  | $4275.00           | $3732.23           | Agency Debentures and Agency Strips |
| FMAC          | 2034-05-01      | 3.5000%  |  | $75983.00          | $755.61            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  |  | $1024.00           | $846.01            | Agency Debentures and Agency Strips |
| FMAC          | 2049-11-01      | 3.5000%  |  | $2042.00           | $737.73            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 3.5000%  |  | $3007.00           | $2999.98           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $1600.00           | $1390.39           | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $1000.00           | $692.51            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $126331.00         | $95165.20          | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1007.00           | $712.47            | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 3.5000%  |  | $1024.00           | $937.23            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 3.5000%  |  | $4096.00           | $3269.00           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $4126.00           | $4178.37           | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-25      | 3.5000%  |  | $2048.00           | $1537.42           | Agency Debentures and Agency Strips |
| FNMA          | 2037-02-01      | 3.5000%  |  | $3000.00           | $1963.84           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $1000.00           | $1011.41           | Agency Debentures and Agency Strips |
| FNMA          | 2029-11-01      | 3.5000%  |  | $3000.00           | $258.96            | Agency Debentures and Agency Strips |
| FMAC          | 2050-10-01      | 3.5000%  |  | $1000.00           | $601.80            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $1000.00           | $1061.11           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $996.40            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 3.5000%  |  | $96000.00          | $76437.78          | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 3.5000%  |  | $1020.00           | $255.57            | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 3.5000%  |  | $2027.00           | $216.35            | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 3.5000%  |  | $1000.00           | $83.71             | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $1000.00           | $995.88            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $2048.00           | $2053.56           | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 3.5000%  |  | $2000.00           | $2028.96           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $917.19            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 3.5000%  |  | $9458.00           | $7525.36           | Agency Debentures and Agency Strips |
| FNMA          | 2049-04-01      | 3.5000%  |  | $4000.00           | $1454.19           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $6000.00           | $4646.32           | Agency Debentures and Agency Strips |
| FNMA          | 2028-09-01      | 3.5000%  |  | $2288.00           | $112.65            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $2001.00           | $1835.29           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 3.5000%  |  | $1000.00           | $1050.00           | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  |  | $1000.00           | $152.54            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5000%  |  | $2088.00           | $1848.34           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5000%  |  | $1024.00           | $995.99            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $1000.00           | $1038.55           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  |  | $6000.00           | $4040.26           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1000.00           | $745.02            | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 3.5000%  |  | $1000.00           | $871.09            | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5000%  |  | $2000.00           | $1990.88           | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.5000%  |  | $145000.00         | $116761.91         | Agency Debentures and Agency Strips |
| FNMA          | 2040-04-01      | 3.5000%  |  | $1025.00           | $54.54             | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1020.00           | $759.18            | Agency Debentures and Agency Strips |
| FNMA          | 2045-06-01      | 3.5000%  |  | $1024.00           | $877.79            | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.5000%  |  | $1008.00           | $213.00            | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 3.5000%  |  | $2000.00           | $1564.45           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1000.00           | $811.90            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.5000%  |  | $1120.00           | $293.26            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $1000.00           | $766.04            | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.5000%  |  | $1000.00           | $164.38            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.5000%  |  | $1000.00           | $858.28            | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  |  | $1000.00           | $203.21            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $1024.00           | $615.84            | Agency Debentures and Agency Strips |
| FNMA          | 2041-09-01      | 3.5000%  |  | $2413.00           | $38.54             | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 3.5000%  |  | $1000.00           | $821.65            | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  |  | $1000.00           | $200.97            | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.5000%  |  | $2000.00           | $1340.98           | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 3.5000%  |  | $2000.00           | $265.12            | Agency Debentures and Agency Strips |
| FNMA          | 2035-06-01      | 3.5000%  |  | $1000.00           | $928.06            | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 3.5000%  |  | $1000.00           | $1025.63           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 3.5000%  |  | $3865276.00        | $3175701.52        | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $2029.00           | $1342.86           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $1024.00           | $678.01            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $1000.00           | $654.27            | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  |  | $1230.00           | $122.68            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 3.5000%  |  | $1132054.00        | $152234.72         | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $1024.00           | $988.39            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $2000.00           | $1779.57           | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 3.5000%  |  | $1583.00           | $9.38              | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.5000%  |  | $26000.00          | $18930.77          | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $1000.00           | $924.93            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  |  | $30655.00          | $28877.14          | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 3.5000%  |  | $21162.00          | $144.81            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $1008.00           | $822.74            | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $4000.00           | $2504.32           | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.5000%  |  | $1000.00           | $230.80            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  |  | $2000.00           | $1579.01           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $9313.00           | $7852.83           | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  |  | $2000.00           | $242.72            | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 3.5000%  |  | $1002.00           | $733.52            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 3.5000%  |  | $8000.00           | $5609.50           | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  |  | $2000.00           | $365.25            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 3.5000%  |  | $1000.00           | $959.26            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $3038.00           | $3046.57           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $3239999.00        | $2404324.70        | Agency Debentures and Agency Strips |
| FNMA          | 2038-08-01      | 3.5000%  |  | $6000.00           | $3582.72           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $1034.00           | $986.78            | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 3.5000%  |  | $2000.00           | $891.87            | Agency Debentures and Agency Strips |
| FNMA          | 2041-04-01      | 3.5000%  |  | $199846.00         | $106195.48         | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 3.5000%  |  | $5675733.00        | $52550.27          | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $5014.00           | $4571.10           | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 3.5000%  |  | $88801.00          | $603.55            | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 3.5000%  |  | $1000.00           | $156.64            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1005.00           | $1026.25           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $141578.00         | $105311.88         | Agency Debentures and Agency Strips |
| FMAC          | 2051-01-01      | 3.5000%  |  | $2000.00           | $656.29            | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 3.5000%  |  | $27811249.00       | $23452.18          | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $2048.00           | $1854.03           | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 3.5000%  |  | $10000.00          | $7988.41           | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $47547.00          | $47257.79          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $101000.00         | $75405.03          | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $1000.00           | $1060.37           | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.5000%  |  | $2000.00           | $1298.70           | Agency Debentures and Agency Strips |
| FNMA          | 2061-09-01      | 3.5000%  |  | $95000.00          | $60691.08          | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $3080.00           | $2123.14           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 3.5000%  |  | $1000.00           | $905.05            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $2000.00           | $1979.63           | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  |  | $1000.00           | $663.54            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $888.45            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1038.38           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $2072311.00        | $2088016.00        | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $2772.00           | $2551.68           | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 3.5000%  |  | $1000.00           | $779.57            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1051.86           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $1000.00           | $747.61            | Agency Debentures and Agency Strips |
| FNMA          | 2046-07-01      | 3.5000%  |  | $1228.00           | $181.58            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $1000.00           | $833.76            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $2027.00           | $2115.04           | Agency Debentures and Agency Strips |
| FNMA          | 2047-06-01      | 3.5000%  |  | $1000.00           | $347.46            | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 3.5000%  |  | $1000.00           | $812.70            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 3.5000%  |  | $1000.00           | $130.95            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 3.5000%  |  | $1000.00           | $857.49            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $1000.00           | $177.28            | Agency Debentures and Agency Strips |
| FNMA          | 2049-03-01      | 3.5000%  |  | $7000.00           | $537.35            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $3513.00           | $3591.90           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $116000.00         | $81019.14          | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  |  | $1000.00           | $127.22            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 3.5000%  |  | $1000.00           | $893.37            | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.5000%  |  | $2000.00           | $1572.30           | Agency Debentures and Agency Strips |
| FNMA          | 2044-08-01      | 3.5000%  |  | $1035.00           | $98.87             | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 3.5000%  |  | $127000.00         | $73375.47          | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 3.5000%  |  | $158000.00         | $82643.28          | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $2024.00           | $2003.34           | Agency Debentures and Agency Strips |
| FNMA          | 2034-10-01      | 3.5000%  |  | $2001.00           | $12.26             | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $1005.00           | $1030.19           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 3.5000%  |  | $1000.00           | $226.80            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 3.5000%  |  | $1120.00           | $776.54            | Agency Debentures and Agency Strips |
| FMAC          | 2033-12-01      | 3.5000%  |  | $1400000.00        | $152880.77         | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $44000.00          | $36565.37          | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 3.5000%  |  | $11000.00          | $9207.01           | Agency Debentures and Agency Strips |
| FMAC          | 2041-11-01      | 3.5000%  |  | $1003.00           | $72.14             | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 3.5000%  |  | $1000.00           | $792.91            | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.5000%  |  | $1000.00           | $617.59            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 3.5000%  |  | $1000.00           | $940.41            | Agency Debentures and Agency Strips |
| FNMA          | 2032-03-01      | 3.5000%  |  | $37000.00          | $4379.70           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5000%  |  | $2005.00           | $1687.44           | Agency Debentures and Agency Strips |
| FMAC          | 2035-08-01      | 3.5000%  |  | $2000.00           | $777.09            | Agency Debentures and Agency Strips |
| FNMA          | 2039-09-01      | 3.5000%  |  | $1001.00           | $57.26             | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 3.5000%  |  | $1004.00           | $1007.37           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $2020.00           | $1528.23           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1000.00           | $1034.15           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $1001.00           | $995.32            | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 3.5000%  |  | $8000.00           | $1556.63           | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  |  | $1000.00           | $901.34            | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 3.5000%  |  | $1000.00           | $330.60            | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 3.5000%  |  | $8000.00           | $4392.62           | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $3073.00           | $2996.19           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $1000.00           | $1031.29           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 3.5000%  |  | $361000.00         | $113643.52         | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  |  | $3000.00           | $1897.41           | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 3.5000%  |  | $1024.00           | $359.23            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $3103.00           | $2119.24           | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 3.5000%  |  | $1004.00           | $138.55            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 3.5000%  |  | $1000.00           | $657.43            | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 3.5000%  |  | $4087.00           | $4127.15           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 3.5000%  |  | $2000.00           | $1106.04           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $1000.00           | $645.98            | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 3.5000%  |  | $2000.00           | $1090.19           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 3.5000%  |  | $2578.00           | $2004.67           | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 3.5000%  |  | $4000.00           | $2739.86           | Agency Debentures and Agency Strips |
| FNMA          | 2032-03-01      | 3.5000%  |  | $17000.00          | $2251.93           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 3.5000%  |  | $1000.00           | $797.07            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  |  | $1000.00           | $792.24            | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 3.5000%  |  | $13269.00          | $148.85            | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 3.5000%  |  | $1000.00           | $91.15             | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 3.5000%  |  | $1000.00           | $568.54            | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 3.5000%  |  | $1000.00           | $627.74            | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.5000%  |  | $3019.00           | $935.96            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 3.5000%  |  | $1000.00           | $961.89            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $12000.00          | $2116.52           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $5120.00           | $4916.45           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 3.5000%  |  | $2063.00           | $2026.17           | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 3.5000%  |  | $1000.00           | $439.52            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 3.5000%  |  | $1113.00           | $925.75            | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 3.5000%  |  | $727695.00         | $107547.31         | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 3.5000%  |  | $1000.00           | $792.06            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 3.5000%  |  | $1000.00           | $754.57            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1040.00           | $462.55            | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $3000.00           | $535.24            | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $2181.00           | $1726.37           | Agency Debentures and Agency Strips |
| FMAC          | 2048-06-01      | 3.5000%  |  | $1120.00           | $180.49            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 3.5000%  |  | $3000.00           | $2155.23           | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 3.5000%  |  | $1075.00           | $887.15            | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 3.5000%  |  | $1000.00           | $785.86            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $2000.00           | $2067.15           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $978.53            | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 3.5000%  |  | $1000.00           | $219.12            | Agency Debentures and Agency Strips |
| FNMA          | 2045-05-01      | 3.5000%  |  | $1024.00           | $88.10             | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $1024.00           | $811.44            | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 3.5000%  |  | $77859.00          | $62337.14          | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $3000.00           | $3019.80           | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.5000%  |  | $1000.00           | $673.45            | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 3.5000%  |  | $1023.00           | $154.90            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 3.5000%  |  | $4352.00           | $3509.93           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 3.5000%  |  | $2003.00           | $1447.05           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 3.5000%  |  | $4025.00           | $1068.32           | Agency Debentures and Agency Strips |
| FMAC          | 2042-07-01      | 3.5000%  |  | $1764.00           | $486.78            | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 3.5000%  |  | $2000.00           | $1630.03           | Agency Debentures and Agency Strips |
| FNMA          | 2035-12-01      | 3.5000%  |  | $18000.00          | $290.90            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.5000%  |  | $2998.00           | $1557.47           | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  |  | $4075.00           | $3471.51           | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 3.5000%  |  | $1000.00           | $675.02            | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 3.5000%  |  | $1089.00           | $16.31             | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1003.00           | $1023.09           | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 3.5000%  |  | $1066932.00        | $294325.32         | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $9000.00           | $1974.76           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  |  | $1000.00           | $739.61            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  |  | $2021.00           | $1593.13           | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 3.5000%  |  | $7000.00           | $4582.80           | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 3.5000%  |  | $2000.00           | $646.05            | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $1024.00           | $400.00            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $147000.00         | $146710.55         | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  |  | $1000.00           | $1015.49           | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 3.5000%  |  | $3148.00           | $2661.49           | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 3.5000%  |  | $1000.00           | $163.20            | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 3.5000%  |  | $1000.00           | $335.21            | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.5000%  |  | $1025.00           | $303.48            | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.5000%  |  | $1000.00           | $414.96            | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 3.5000%  |  | $1000.00           | $240.15            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $2386.00           | $2053.86           | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  |  | $1001.00           | $461.39            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $3327.00           | $3385.55           | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  |  | $9000.00           | $6029.91           | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 3.5000%  |  | $2000.00           | $1349.67           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 3.5000%  |  | $1000.00           | $815.23            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 3.5000%  |  | $1001.00           | $739.93            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 3.5000%  |  | $3048.00           | $2625.99           | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 3.5000%  |  | $2312.00           | $16.55             | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 3.5000%  |  | $1024.00           | $723.74            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $4890100.00        | $4606748.83        | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  |  | $2860.00           | $2210.28           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  |  | $1024.00           | $986.07            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $5000.00           | $3611.42           | Agency Debentures and Agency Strips |
| FMAC          | 2036-05-01      | 3.5000%  |  | $1000.00           | $479.23            | Agency Debentures and Agency Strips |
| FMAC          | 2034-09-01      | 3.5000%  |  | $1000.00           | $573.15            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $33265.00          | $31200.14          | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $2000.00           | $1582.22           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 3.5000%  |  | $1000.00           | $942.44            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $1064.00           | $912.50            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1024.00           | $1000.40           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 3.5000%  |  | $2000.00           | $1589.73           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 3.5000%  |  | $1000.00           | $799.65            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 3.5000%  |  | $1024.00           | $1024.00           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $2000.00           | $1850.27           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  |  | $1008.00           | $612.86            | Agency Debentures and Agency Strips |
| FNMA          | 2035-09-01      | 3.5000%  |  | $1000.00           | $397.98            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $1008.00           | $526.26            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 3.5000%  |  | $1000.00           | $787.45            | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5000%  |  | $43478.00          | $43442.91          | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 3.5000%  |  | $2011.00           | $47.00             | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 3.5000%  |  | $15053.00          | $42.58             | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $1391.00           | $1324.21           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1000.00           | $1036.70           | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 3.5000%  |  | $1000.00           | $778.98            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 3.5000%  |  | $1010.00           | $869.16            | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 3.5000%  |  | $1000.00           | $189.16            | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 3.5000%  |  | $1000.00           | $642.97            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 3.5000%  |  | $5032.00           | $4277.08           | Agency Debentures and Agency Strips |
| FMAC          | 2031-05-01      | 3.5000%  |  | $1000.00           | $351.15            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  |  | $2076.00           | $1674.20           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $1000.00           | $1028.79           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $1032.00           | $1023.48           | Agency Debentures and Agency Strips |
| FMAC          | 2031-04-01      | 3.5000%  |  | $3092.00           | $254.30            | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  |  | $1000.00           | $108.71            | Agency Debentures and Agency Strips |
| FMAC          | 2042-09-01      | 3.5000%  |  | $1000.00           | $125.58            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $3579181.00        | $3627395.26        | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  |  | $3000.00           | $480.78            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 3.5000%  |  | $7762191.00        | $7124378.26        | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 3.5000%  |  | $1020.00           | $847.74            | Agency Debentures and Agency Strips |
| FMAC          | 2042-06-01      | 3.5000%  |  | $1024.00           | $92.60             | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 3.5000%  |  | $2005.00           | $346.08            | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 3.5000%  |  | $88178.00          | $70288.84          | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 3.5000%  |  | $2000.00           | $1569.80           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1008.00           | $946.08            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1000.00           | $908.69            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $2086.00           | $2096.51           | Agency Debentures and Agency Strips |
| FMAC          | 2050-06-01      | 3.5000%  |  | $1001.00           | $484.01            | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 3.5000%  |  | $3000.00           | $2807.54           | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.5000%  |  | $1504.00           | $971.92            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $3097.00           | $2780.26           | Agency Debentures and Agency Strips |
| FNMA          | 2046-05-01      | 3.5000%  |  | $1040.00           | $249.24            | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 3.5000%  |  | $2000.00           | $107.85            | Agency Debentures and Agency Strips |
| FMAC          | 2046-11-01      | 3.5000%  |  | $1022.00           | $255.09            | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5000%  |  | $1000.00           | $1044.03           | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.5000%  |  | $1024.00           | $549.79            | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $2000.00           | $1049.38           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1288.00           | $575.05            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $3002.00           | $2197.05           | Agency Debentures and Agency Strips |
| FNMA          | 2031-12-01      | 3.5000%  |  | $2000.00           | $94.18             | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1051.45           | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 3.5000%  |  | $11941.00          | $128.68            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $1125.00           | $1120.27           | Agency Debentures and Agency Strips |
| FNMA          | 2045-09-01      | 3.5000%  |  | $1024.00           | $195.14            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 3.5000%  |  | $1024.00           | $818.48            | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.5000%  |  | $1000.00           | $167.27            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $98280.00          | $93814.27          | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $1000.00           | $409.33            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 3.5000%  |  | $2000.00           | $1331.31           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $2017.00           | $1570.72           | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $1008.00           | $1018.16           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $4054.00           | $4144.39           | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 3.5000%  |  | $14000.00          | $965.71            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1001.68           | Agency Debentures and Agency Strips |
| FNMA          | 2049-01-01      | 3.5000%  |  | $4040.00           | $207.39            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.5000%  |  | $1000.00           | $725.93            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 3.5000%  |  | $40061.00          | $35326.59          | Agency Debentures and Agency Strips |
| FNMA          | 2042-05-01      | 3.5000%  |  | $5000.00           | $3387.74           | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 3.5000%  |  | $1025.00           | $834.94            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $3000.00           | $2538.92           | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 3.5000%  |  | $2040.00           | $1690.71           | Agency Debentures and Agency Strips |
| FNMA          | 2038-01-01      | 3.5000%  |  | $1000.00           | $137.65            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $2024.00           | $1371.77           | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 3.5000%  |  | $4144.00           | $3308.99           | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 3.5000%  |  | $1060.00           | $716.85            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 3.5000%  |  | $1000.00           | $918.88            | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 3.5000%  |  | $3082119.00        | $174181.82         | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  |  | $1692000.00        | $85498.10          | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-01      | 3.5000%  |  | $1000.00           | $70.36             | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $4000.00           | $719.27            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 3.5000%  |  | $1000.00           | $883.68            | Agency Debentures and Agency Strips |
| FNMA          | 2038-02-01      | 3.5000%  |  | $1000.00           | $122.55            | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 3.5000%  |  | $1000.00           | $552.43            | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 3.5000%  |  | $2000.00           | $1623.09           | Agency Debentures and Agency Strips |
| FMAC          | 2031-11-01      | 3.5000%  |  | $750000.00         | $96849.52          | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 3.5000%  |  | $3012.00           | $28.11             | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 3.5000%  |  | $1000.00           | $826.81            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1068.39           | Agency Debentures and Agency Strips |
| FNMA          | 2044-02-01      | 3.5000%  |  | $555000.00         | $92590.47          | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 3.5000%  |  | $1000.00           | $156.16            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $1486874.00        | $1410663.22        | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 3.5000%  |  | $1000.00           | $870.42            | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 3.5000%  |  | $5000.00           | $4509.94           | Agency Debentures and Agency Strips |
| FNMA          | 2044-11-01      | 3.5000%  |  | $1001.00           | $118.76            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  |  | $1120.00           | $892.95            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $2000.00           | $1699.56           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $4120.00           | $3952.03           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $5049.00           | $5045.32           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1008.00           | $1016.41           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1027.65           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $1024.00           | $998.98            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 3.5000%  |  | $98000.00          | $61368.58          | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 3.5000%  |  | $1000.00           | $366.34            | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 3.5000%  |  | $1000.00           | $620.63            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 3.5000%  |  | $1024.00           | $856.74            | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 3.5000%  |  | $1000.00           | $645.26            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  |  | $3000.00           | $1659.01           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 3.5000%  |  | $1000.00           | $1031.77           | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 3.5000%  |  | $215000.00         | $27658.85          | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  |  | $1000.00           | $794.35            | Agency Debentures and Agency Strips |
| FNMA          | 2048-02-01      | 3.5000%  |  | $1001.00           | $179.81            | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 3.5000%  |  | $56097.00          | $55441.02          | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $1000.00           | $951.89            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 3.5000%  |  | $1008.00           | $793.46            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $241954.00         | $238971.48         | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 3.5000%  |  | $1700.00           | $1638.66           | Agency Debentures and Agency Strips |
| FNMA          | 2042-02-01      | 3.5000%  |  | $3071.00           | $271.61            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $2000.00           | $1837.86           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 3.5000%  |  | $2000.00           | $1518.03           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1000.00           | $416.24            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $1000.00           | $667.45            | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.5000%  |  | $100000.00         | $27209.34          | Agency Debentures and Agency Strips |
| FMAC          | 2048-01-01      | 3.5000%  |  | $2000.00           | $640.52            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1000.00           | $992.48            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $2000.00           | $1151.87           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $2075.00           | $2046.06           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $1000.00           | $739.57            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $3021.00           | $3040.96           | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 3.5000%  |  | $2000.00           | $310.94            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1000.00           | $1043.26           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 3.5000%  |  | $2768.00           | $2073.84           | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.5000%  |  | $1000.00           | $165.35            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $3000.00           | $474.82            | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.5000%  |  | $125400.00         | $66590.17          | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 3.5000%  |  | $1000.00           | $715.83            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $4000.00           | $774.35            | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 3.5000%  |  | $1003.00           | $27.48             | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.5000%  |  | $18081.00          | $6037.91           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $2000.00           | $1478.97           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $1024.00           | $713.02            | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 3.5000%  |  | $1000.00           | $1007.61           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1001.00           | $687.78            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $3024.00           | $2812.41           | Agency Debentures and Agency Strips |
| FMAC          | 2032-01-01      | 3.5000%  |  | $2108.00           | $120.45            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $36374.00          | $36799.14          | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 3.5000%  |  | $1000.00           | $339.81            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 3.5000%  |  | $6000.00           | $4589.69           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 3.5000%  |  | $1000.00           | $838.72            | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 3.5000%  |  | $1000.00           | $347.38            | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 3.5000%  |  | $2000.00           | $1486.90           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  |  | $1000.00           | $918.86            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  |  | $3000.00           | $1910.63           | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $1000.00           | $48.43             | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $1000.00           | $743.37            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $340952.00         | $258059.71         | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $4470.00           | $4069.33           | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 3.5000%  |  | $1000.00           | $465.97            | Agency Debentures and Agency Strips |
| FNMA          | 2046-09-01      | 3.5000%  |  | $1280.00           | $201.91            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 3.5000%  |  | $69004.00          | $62740.60          | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  |  | $1024.00           | $159.88            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $1000.00           | $1004.40           | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 3.5000%  |  | $91884.00          | $4968.95           | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 3.5000%  |  | $3084.00           | $2257.80           | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $1000.00           | $757.09            | Agency Debentures and Agency Strips |
| FMAC          | 2035-02-01      | 3.5000%  |  | $178753.00         | $27199.70          | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 3.5000%  |  | $2000.00           | $403.63            | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.5000%  |  | $3003.00           | $289.45            | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 3.5000%  |  | $1000.00           | $150.63            | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 3.5000%  |  | $1000.00           | $820.36            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 3.5000%  |  | $1024.00           | $1009.09           | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 3.5000%  |  | $339607.00         | $270647.18         | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $150000.00         | $104604.74         | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 3.5000%  |  | $1000.00           | $513.93            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 3.5000%  |  | $1000.00           | $867.08            | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.5000%  |  | $2001.00           | $1110.25           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $1018.00           | $966.55            | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 3.5000%  |  | $2021.00           | $9.54              | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.5000%  |  | $1000.00           | $489.29            | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 3.5000%  |  | $1000.00           | $291.33            | Agency Debentures and Agency Strips |
| FNMA          | 2033-12-01      | 3.5000%  |  | $1000.00           | $73.88             | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1003.00           | $1044.54           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $1016.00           | $990.17            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $55000.00          | $54258.75          | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 3.5000%  |  | $1000.00           | $154.30            | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 3.5000%  |  | $3297.00           | $10.29             | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $1093.00           | $899.12            | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.5000%  |  | $2000.00           | $1529.30           | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 3.5000%  |  | $1000.00           | $147.24            | Agency Debentures and Agency Strips |
| FNMA          | 2042-03-01      | 3.5000%  |  | $1020.00           | $74.24             | Agency Debentures and Agency Strips |
| FNMA          | 2036-04-01      | 3.5000%  |  | $2050.00           | $11.22             | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $1001.00           | $1020.88           | Agency Debentures and Agency Strips |
| FNMA          | 2041-10-01      | 3.5000%  |  | $2002.00           | $112.85            | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 3.5000%  |  | $1001.00           | $432.90            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1280.00           | $590.69            | Agency Debentures and Agency Strips |
| FMAC          | 2037-09-01      | 3.5000%  |  | $1000.00           | $530.71            | Agency Debentures and Agency Strips |
| FMAC          | 2037-01-01      | 3.5000%  |  | $17681.00          | $438.65            | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 3.5000%  |  | $99000.00          | $35536.41          | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-01      | 3.5000%  |  | $16000.00          | $2139.25           | Agency Debentures and Agency Strips |
| FNMA          | 2048-04-01      | 3.5000%  |  | $1000.00           | $287.05            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $4325.00           | $4334.18           | Agency Debentures and Agency Strips |
| FNMA          | 2032-10-01      | 3.5000%  |  | $1000.00           | $412.43            | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 3.5000%  |  | $1000.00           | $270.17            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $2176.00           | $2135.55           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $1000.00           | $848.92            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 3.5000%  |  | $1000.00           | $887.32            | Agency Debentures and Agency Strips |
| FMAC          | 2047-08-01      | 3.5000%  |  | $2002.00           | $215.14            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $3000.00           | $2136.76           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  |  | $1000.00           | $892.17            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 3.5000%  |  | $1000.00           | $720.66            | Agency Debentures and Agency Strips |
| FNMA          | 2033-12-01      | 3.5000%  |  | $1000.00           | $211.22            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1002.00           | $720.80            | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 3.5000%  |  | $1000.00           | $524.64            | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 3.5000%  |  | $5000.00           | $3846.02           | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.5000%  |  | $1000.00           | $153.42            | Agency Debentures and Agency Strips |
| FNMA          | 2043-11-01      | 3.5000%  |  | $1008.00           | $192.45            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 3.5000%  |  | $1000.00           | $1059.94           | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  |  | $1000.00           | $121.27            | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 3.5000%  |  | $139000.00         | $65422.75          | Agency Debentures and Agency Strips |
| FNMA          | 2033-04-01      | 3.5000%  |  | $2233.00           | $8.65              | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  |  | $1000.00           | $232.72            | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 3.5000%  |  | $1000.00           | $421.74            | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 3.5000%  |  | $1000.00           | $771.12            | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 3.5000%  |  | $1000.00           | $208.19            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 3.5000%  |  | $1000.00           | $787.87            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 3.5000%  |  | $1000.00           | $718.63            | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  |  | $1001.00           | $984.76            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $2000.00           | $1355.60           | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 3.5000%  |  | $1000.00           | $418.61            | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 3.5000%  |  | $3001.00           | $2725.19           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 3.5000%  |  | $1000.00           | $888.02            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $3000.00           | $3009.21           | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $3000.00           | $2871.65           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $1008.00           | $1011.94           | Agency Debentures and Agency Strips |
| FMAC          | 2030-05-01      | 3.5000%  |  | $2001.00           | $319.99            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $2176.00           | $2154.63           | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 3.5000%  |  | $1000.00           | $60.52             | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 3.5000%  |  | $1000.00           | $826.82            | Agency Debentures and Agency Strips |
| FMAC          | 2047-03-01      | 3.5000%  |  | $1000.00           | $716.18            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $4000.00           | $4064.27           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $2072.00           | $2050.42           | Agency Debentures and Agency Strips |
| FNMA          | 2031-06-01      | 3.5000%  |  | $6010.00           | $2187.07           | Agency Debentures and Agency Strips |
| FNMA          | 2042-05-01      | 3.5000%  |  | $1002.00           | $46.31             | Agency Debentures and Agency Strips |
| FMAC          | 2048-01-01      | 3.5000%  |  | $8713.00           | $1096.49           | Agency Debentures and Agency Strips |
| FMAC          | 2046-01-01      | 3.5000%  |  | $1000.00           | $95.34             | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 3.5000%  |  | $2550000.00        | $88592.04          | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 3.5000%  |  | $1041.00           | $822.51            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $2297.00           | $2264.00           | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 3.5000%  |  | $1000.00           | $420.51            | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.5000%  |  | $2048.00           | $821.80            | Agency Debentures and Agency Strips |
| FNMA          | 2057-02-01      | 3.5000%  |  | $1209.00           | $357.01            | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.5000%  |  | $2065.00           | $1319.73           | Agency Debentures and Agency Strips |
| FMAC          | 2049-10-01      | 3.5000%  |  | $2000.00           | $505.77            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $4125.00           | $4072.62           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1000.00           | $690.93            | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 3.5000%  |  | $1040.00           | $872.34            | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 3.5000%  |  | $1000.00           | $19.66             | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 3.5000%  |  | $1000.00           | $490.76            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.5000%  |  | $11000.00          | $9631.67           | Agency Debentures and Agency Strips |
| FMAC          | 2033-12-01      | 3.5000%  |  | $1000.00           | $136.96            | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 3.5000%  |  | $1000.00           | $21.37             | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $3000.00           | $2080.62           | Agency Debentures and Agency Strips |
| FMAC          | 2047-08-01      | 3.5000%  |  | $1000.00           | $314.36            | Agency Debentures and Agency Strips |
| FNMA          | 2042-09-01      | 3.5000%  |  | $1000.00           | $107.28            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $1000.00           | $703.64            | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.5000%  |  | $1000.00           | $228.00            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  |  | $1000.00           | $597.84            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1000.00           | $665.41            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $1094.00           | $998.83            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  |  | $1030.00           | $983.01            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 3.5000%  |  | $1204.00           | $924.10            | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $5910.00           | $4625.97           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 3.5000%  |  | $2059.00           | $1811.64           | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 3.5000%  |  | $1000.00           | $955.18            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $5010.00           | $5027.60           | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  |  | $2186.00           | $1303.53           | Agency Debentures and Agency Strips |
| FMAC          | 2050-06-01      | 3.5000%  |  | $1000.00           | $394.30            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 3.5000%  |  | $1000.00           | $896.22            | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.5000%  |  | $1016.00           | $902.46            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1029.00           | $1058.68           | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.5000%  |  | $2001.00           | $891.58            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1024.94           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $1087.00           | $1084.68           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $1002.00           | $839.90            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 3.5000%  |  | $3046.00           | $2205.04           | Agency Debentures and Agency Strips |
| FMAC          | 2041-07-01      | 3.5000%  |  | $200000.00         | $155113.21         | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $2110.00           | $1976.84           | Agency Debentures and Agency Strips |
| FNMA          | 2041-07-01      | 3.5000%  |  | $1000.00           | $184.54            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.5000%  |  | $1003.00           | $943.15            | Agency Debentures and Agency Strips |
| FMAC          | 2047-06-01      | 3.5000%  |  | $2049.00           | $343.60            | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.5000%  |  | $1000.00           | $574.10            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $1008.00           | $1007.96           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $4855.00           | $4623.95           | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $5328.00           | $4728.35           | Agency Debentures and Agency Strips |
| FNMA          | 2044-10-01      | 3.5000%  |  | $1000.00           | $858.13            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $188256.00         | $142164.49         | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 3.5000%  |  | $2000.00           | $1898.42           | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $2158.00           | $611.03            | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 3.5000%  |  | $1000.00           | $926.10            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 3.5000%  |  | $34000.00          | $18272.73          | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $1000.00           | $613.38            | Agency Debentures and Agency Strips |
| FNMA          | 2027-11-01      | 3.5000%  |  | $2000.00           | $34.62             | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 3.5000%  |  | $664005.00         | $47945.29          | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1046.27           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1024.00           | $842.25            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1020.38           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.5000%  |  | $1000.00           | $465.30            | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.5000%  |  | $14003.00          | $1841.34           | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $2060.00           | $2099.73           | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 3.5000%  |  | $1004.00           | $23.45             | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  |  | $1000.00           | $573.09            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1031.00           | $956.51            | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 3.5000%  |  | $1279.00           | $25.49             | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  |  | $1024.00           | $957.87            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1000.00           | $725.87            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 3.5000%  |  | $1016.00           | $959.60            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1025.71           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  |  | $2102.00           | $1998.74           | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  |  | $1000.00           | $143.62            | Agency Debentures and Agency Strips |
| FNMA          | 2040-03-01      | 3.5000%  |  | $4000.00           | $91.24             | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 3.5000%  |  | $2021.00           | $409.26            | Agency Debentures and Agency Strips |
| FMAC          | 2049-02-01      | 3.5000%  |  | $1000.00           | $295.06            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  |  | $3000.00           | $2080.71           | Agency Debentures and Agency Strips |
| FMAC          | 2046-10-01      | 3.5000%  |  | $1199.00           | $273.56            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 3.5000%  |  | $1000.00           | $597.95            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $2016.00           | $1702.19           | Agency Debentures and Agency Strips |
| FNMA          | 2028-07-01      | 3.5000%  |  | $2000000.00        | $96103.02          | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 3.5000%  |  | $6012.00           | $301.15            | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 3.5000%  |  | $1003.00           | $18.73             | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $2048.00           | $1077.32           | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  |  | $2009.00           | $1138.11           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 3.5000%  |  | $1000.00           | $1020.94           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $2030.00           | $2028.34           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1000.00           | $838.30            | Agency Debentures and Agency Strips |
| FNMA          | 2044-02-01      | 3.5000%  |  | $15024.00          | $1629.60           | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 3.5000%  |  | $2005.00           | $12.23             | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.5000%  |  | $1024.00           | $551.00            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 3.5000%  |  | $4112.00           | $3720.10           | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 3.5000%  |  | $1000.00           | $915.93            | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  |  | $179000.00         | $30255.70          | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 3.5000%  |  | $100000.00         | $75824.66          | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $3000.00           | $2609.40           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 3.5000%  |  | $62000.00          | $50851.35          | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  |  | $2000.00           | $1573.31           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $3000.00           | $1933.37           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 3.5000%  |  | $1003.00           | $701.96            | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 3.5000%  |  | $3000.00           | $396.67            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $61013.00          | $45650.77          | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $3110.00           | $1560.81           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 3.5000%  |  | $1000.00           | $836.15            | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  |  | $1001.00           | $992.35            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $1000.00           | $947.63            | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 3.5000%  |  | $1024.00           | $772.34            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $4017.00           | $4042.82           | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 3.5000%  |  | $4299.00           | $559.72            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 3.5000%  |  | $3727.00           | $3511.73           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 3.5000%  |  | $1008.00           | $895.52            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 3.5000%  |  | $10000.00          | $518.32            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1000.00           | $859.51            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1024.00           | $965.31            | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 3.5000%  |  | $2000.00           | $1081.57           | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 3.5000%  |  | $1000.00           | $524.99            | Agency Debentures and Agency Strips |
| FNMA          | 2046-02-01      | 3.5000%  |  | $1062.00           | $235.71            | Agency Debentures and Agency Strips |
| FNMA          | 2035-09-01      | 3.5000%  |  | $1000.00           | $919.00            | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 3.5000%  |  | $1000.00           | $27.81             | Agency Debentures and Agency Strips |
| FMAC          | 2043-01-01      | 3.5000%  |  | $2084.00           | $801.43            | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.5000%  |  | $2024.00           | $1027.61           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $1000.00           | $918.08            | Agency Debentures and Agency Strips |
| FMAC          | 2046-04-01      | 3.5000%  |  | $1000.00           | $176.45            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 3.5000%  |  | $129704.00         | $132677.56         | Agency Debentures and Agency Strips |
| FNMA          | 2038-09-01      | 3.5000%  |  | $204000.00         | $53222.85          | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 3.5000%  |  | $1024.00           | $939.86            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $1000.00           | $560.47            | Agency Debentures and Agency Strips |
| FNMA          | 2042-11-01      | 3.5000%  |  | $347994.00         | $57489.32          | Agency Debentures and Agency Strips |
| FMAC          | 2045-03-01      | 3.5000%  |  | $1000.00           | $116.76            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $1000.00           | $532.10            | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 3.5000%  |  | $1008.00           | $421.62            | Agency Debentures and Agency Strips |
| FMAC          | 2028-09-01      | 3.5000%  |  | $616392.00         | $23456.92          | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1000.00           | $963.10            | Agency Debentures and Agency Strips |
| FMAC          | 2049-09-01      | 3.5000%  |  | $1000.00           | $635.30            | Agency Debentures and Agency Strips |
| FNMA          | 2045-06-01      | 3.5000%  |  | $3000.00           | $592.22            | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.5000%  |  | $1000.00           | $604.34            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $215046.00         | $167323.32         | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 3.5000%  |  | $2002.00           | $1793.33           | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 3.5000%  |  | $2000.00           | $222.80            | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  |  | $14000.00          | $1342.09           | Agency Debentures and Agency Strips |
| FMAC          | 2029-04-01      | 3.5000%  |  | $1000.00           | $37.49             | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $1025.00           | $1069.19           | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.5000%  |  | $1024.00           | $849.49            | Agency Debentures and Agency Strips |
| FMAC          | 2047-08-01      | 3.5000%  |  | $9596.00           | $1815.80           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $1008.00           | $750.41            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 3.5000%  |  | $1000.00           | $852.18            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 3.5000%  |  | $2007.00           | $1672.81           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $988.52            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $2146.00           | $2017.92           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 3.5000%  |  | $6000.00           | $3639.80           | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.5000%  |  | $37000.00          | $3716.04           | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $1000.00           | $1014.65           | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $1000.00           | $152.60            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $1000.00           | $1016.45           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $3000.00           | $3031.00           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.5000%  |  | $1000.00           | $532.15            | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 3.5000%  |  | $2004.00           | $1110.75           | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 3.5000%  |  | $1000.00           | $734.60            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $3002.00           | $2401.65           | Agency Debentures and Agency Strips |
| FNMA          | 2042-06-01      | 3.5000%  |  | $7000.00           | $575.77            | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 3.5000%  |  | $1000.00           | $578.81            | Agency Debentures and Agency Strips |
| FMAC          | 2033-04-01      | 3.5000%  |  | $1000.00           | $93.58             | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 3.5000%  |  | $1345.00           | $813.22            | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.5000%  |  | $9000.00           | $936.66            | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.5000%  |  | $1000.00           | $178.80            | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 3.5000%  |  | $1024.00           | $851.34            | Agency Debentures and Agency Strips |
| FNMA          | 2030-12-01      | 3.5000%  |  | $1000.00           | $82.28             | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 3.5000%  |  | $1000.00           | $435.60            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $2021.00           | $1628.17           | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 3.5000%  |  | $3000.00           | $401.38            | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 3.5000%  |  | $4340.00           | $204.07            | Agency Debentures and Agency Strips |
| FNMA          | 2028-04-01      | 3.5000%  |  | $12002.00          | $528.07            | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.5000%  |  | $2000.00           | $1481.99           | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  |  | $1608.00           | $1041.41           | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $1000.00           | $380.16            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $79001.00          | $62047.59          | Agency Debentures and Agency Strips |
| FMAC          | 2051-01-01      | 3.5000%  |  | $1000.00           | $682.57            | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 3.5000%  |  | $2024.00           | $1730.94           | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 3.5000%  |  | $74000.00          | $67368.90          | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 3.5000%  |  | $1040.00           | $230.22            | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.5000%  |  | $1001.00           | $932.58            | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 3.5000%  |  | $1000.00           | $1049.76           | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 3.5000%  |  | $1000.00           | $880.65            | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.5000%  |  | $1001.00           | $354.65            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.5000%  |  | $20656.00          | $11029.08          | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $2465.00           | $2405.09           | Agency Debentures and Agency Strips |
| FMAC          | 2048-10-01      | 3.5000%  |  | $220007.00         | $46136.30          | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 3.5000%  |  | $1000.00           | $194.26            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  |  | $1001.00           | $1022.26           | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 3.5000%  |  | $1000.00           | $847.08            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.5000%  |  | $1000.00           | $473.08            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 3.5000%  |  | $1000.00           | $914.20            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 3.5000%  |  | $2000.00           | $1723.65           | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 3.5000%  |  | $1000.00           | $496.55            | Agency Debentures and Agency Strips |
| FNMA          | 2042-10-01      | 3.5000%  |  | $2001.00           | $219.69            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $1000.00           | $632.87            | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.5000%  |  | $1000.00           | $551.98            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 3.5000%  |  | $1008.00           | $838.05            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $2000.00           | $2057.81           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 3.5000%  |  | $80819.00          | $67370.32          | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 3.5000%  |  | $4000.00           | $2940.81           | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 3.5000%  |  | $1500.00           | $1177.87           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1000.00           | $697.81            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 3.5000%  |  | $4000.00           | $698.80            | Agency Debentures and Agency Strips |
| FNMA          | 2049-03-01      | 3.5000%  |  | $11000.00          | $740.88            | Agency Debentures and Agency Strips |
| FNMA          | 2041-06-01      | 3.5000%  |  | $1000.00           | $72.65             | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 3.5000%  |  | $4000.00           | $695.84            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 3.5000%  |  | $2056.00           | $2133.26           | Agency Debentures and Agency Strips |
| FNMA          | 2035-05-01      | 3.5000%  |  | $4086.00           | $36.83             | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  |  | $167001.00         | $48449.81          | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $8000.00           | $5707.02           | Agency Debentures and Agency Strips |
| FNMA          | 2033-07-01      | 3.5000%  |  | $1024.00           | $105.53            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 3.5000%  |  | $2027.00           | $1413.89           | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 3.5000%  |  | $1000.00           | $758.13            | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 3.5000%  |  | $1001.00           | $45.97             | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 3.5000%  |  | $1010.00           | $1012.47           | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 3.5000%  |  | $2001.00           | $1380.08           | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 3.5000%  |  | $2000.00           | $438.54            | Agency Debentures and Agency Strips |
| FNMA          | 2034-01-01      | 3.5000%  |  | $1000.00           | $230.57            | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 3.5000%  |  | $2000.00           | $1860.56           | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 3.5000%  |  | $1000.00           | $383.55            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  |  | $2000.00           | $1240.41           | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 3.5000%  |  | $3024.00           | $2537.19           | Agency Debentures and Agency Strips |
| FMAC          | 2042-03-01      | 3.5000%  |  | $3000.00           | $2169.36           | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 3.5000%  |  | $5000.00           | $188.43            | Agency Debentures and Agency Strips |
| FMAC          | 2037-05-01      | 3.5000%  |  | $1563.00           | $860.60            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $2000.00           | $1676.45           | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 3.5000%  |  | $1000.00           | $136.34            | Agency Debentures and Agency Strips |
| FMAC          | 2041-11-01      | 3.5000%  |  | $1001.00           | $59.65             | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 3.5000%  |  | $1000.00           | $990.00            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 3.5000%  |  | $4607538.00        | $4139531.72        | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  |  | $2000.00           | $1358.43           | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 3.5000%  |  | $1142.00           | $1078.42           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 3.5000%  |  | $1000.00           | $716.86            | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 3.5000%  |  | $2000.00           | $1718.16           | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 3.5000%  |  | $20000.00          | $3883.41           | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 3.5000%  |  | $366998.00         | $101238.78         | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 3.5000%  |  | $1024.00           | $1004.39           | Agency Debentures and Agency Strips |
| FMAC          | 2032-11-01      | 3.5000%  |  | $1000.00           | $173.66            | Agency Debentures and Agency Strips |
| FNMA          | 2033-04-01      | 3.5000%  |  | $1000.00           | $106.39            | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $1036.00           | $1011.45           | Agency Debentures and Agency Strips |
| FNMA          | 2035-05-01      | 3.5000%  |  | $2023.00           | $251.46            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1000.00           | $850.68            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $2001.00           | $2034.93           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 3.5000%  |  | $1000.00           | $1026.15           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $1000.00           | $991.25            | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 3.5000%  |  | $2000.00           | $1709.75           | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 3.5000%  |  | $2024.00           | $115.25            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 3.5000%  |  | $1000.00           | $1053.98           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 3.5000%  |  | $2077.00           | $1976.22           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $26694068.00       | $19004226.34       | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 3.5000%  |  | $1000.00           | $47.37             | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $1024.00           | $1026.17           | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 3.5000%  |  | $1000.00           | $872.89            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 3.5000%  |  | $82000.00          | $76077.84          | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 3.5000%  |  | $3048.00           | $1717.71           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.5000%  |  | $155000.00         | $100672.29         | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 3.5000%  |  | $78885.00          | $70745.59          | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 3.5000%  |  | $2085.00           | $1965.87           | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 3.5000%  |  | $2000.00           | $971.70            | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-01      | 3.5000%  |  | $2015.00           | $32.54             | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  |  | $1000.00           | $792.66            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $2000.00           | $2007.37           | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $251741.00         | $171929.11         | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 3.5000%  |  | $2780.00           | $2688.67           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $1000.00           | $802.03            | Agency Debentures and Agency Strips |
| FMAC          | 2050-10-01      | 3.5000%  |  | $55000.00          | $26273.91          | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $2000.00           | $1975.05           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  |  | $1001.00           | $889.52            | Agency Debentures and Agency Strips |
| FNMA          | 2038-02-01      | 3.5000%  |  | $2001.00           | $828.86            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  |  | $1000.00           | $1028.52           | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 3.5000%  |  | $7363.00           | $7312.61           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $2015.00           | $2050.38           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  |  | $1000.00           | $778.68            | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 3.5000%  |  | $2217.00           | $437.93            | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 3.5000%  |  | $18733.00          | $2106.32           | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $1000.00           | $68.43             | Agency Debentures and Agency Strips |
| FNMA          | 2042-03-01      | 3.5000%  |  | $1087.00           | $132.06            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  |  | $1000.00           | $1037.95           | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.5000%  |  | $3000.00           | $1833.62           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 3.5000%  |  | $5261.00           | $5346.34           | Agency Debentures and Agency Strips |

### Security 39: T 4 7/8 04/30/26

- **C.1 - Title:** US TREASURY N/B 4.875000% 04/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100182617.00
- **C.18.a - Value (excl. sponsor support):** $100182617.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: 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 40: T 0 7/8 06/30/26

- **C.1 - Title:** US TREASURY N/B 0.875000% 06/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99079427.00
- **C.18.a - Value (excl. sponsor support):** $99079427.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XH4, C.4 - ISIN: US313385XH48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $495605625.00
- **C.18.a - Value (excl. sponsor support):** $495605625.00
- **C.19 - Percentage of Net Assets:** 6.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: FFCB Float 12/02/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 12/02/2026
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $100081027.00
- **C.18.a - Value (excl. sponsor support):** $100081027.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: 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: T 4 3/8 08/15/26

- **C.1 - Title:** US TREASURY N/B 4.375000% 08/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHU8, C.4 - ISIN: US91282CHU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100318359.00
- **C.18.a - Value (excl. sponsor support):** $100318359.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: 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 44: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UT1, C.4 - ISIN: US313385UT13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199458500.00
- **C.18.a - Value (excl. sponsor support):** $199458500.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: GOLDMAN SACHS

- **C.1 - Title:** GOLDMAN SACHS TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **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: GOLDMN241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 5.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-03-01
- **C.13 - Final Legal Maturity Date:** 2026-03-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-02-15      | 0.0000%  |  | $109827579.36      | $88189020.19       | U.S. Treasuries (including strips)  |
| FCSB          | 2045-05-01      | 5.9300%  |  | $20088000.00       | $20489755.54       | Agency Debentures and Agency Strips |
| FCSB          | 2031-10-27      | 1.8400%  |  | $345000.00         | $312978.94         | Agency Debentures and Agency Strips |
| FCSB          | 2040-09-24      | 1.9900%  |  | $1000000.00        | $726361.50         | Agency Debentures and Agency Strips |
| FCSB          | 2033-06-28      | 2.1400%  |  | $12934000.00       | $11522489.59       | Agency Debentures and Agency Strips |
| FCSB          | 2034-02-23      | 4.4700%  |  | $69280000.00       | $69236261.23       | Agency Debentures and Agency Strips |
| FCSB          | 2028-12-26      | 3.5000%  |  | $7300000.00        | $7348271.66        | Agency Debentures and Agency Strips |
| FHLB          | 2036-07-15      | 5.5000%  |  | $27245000.00       | $30564739.68       | Agency Debentures and Agency Strips |
| FCSB          | 2040-12-18      | 5.4200%  |  | $15953000.00       | $16145015.63       | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 6.7500%  |  | $1013000.00        | $1190389.47        | Agency Debentures and Agency Strips |
| FCSB          | 2029-01-23      | 2.0500%  |  | $29157000.00       | $28057521.93       | Agency Debentures and Agency Strips |
| FCSB          | 2045-03-17      | 5.7000%  |  | $10000000.00       | $10238323.33       | Agency Debentures and Agency Strips |
| FCSB          | 2033-03-11      | 5.0900%  |  | $31826000.00       | $32569313.91       | Agency Debentures and Agency Strips |
| FCSB          | 2042-05-19      | 4.9800%  |  | $4000000.00        | $3955926.67        | Agency Debentures and Agency Strips |
| FCSB          | 2028-02-24      | 3.3750%  |  | $15271000.00       | $15248891.41       | Agency Debentures and Agency Strips |
| FCSB          | 2033-01-26      | 4.3700%  |  | $20000000.00       | $19958381.11       | Agency Debentures and Agency Strips |
| FHLB          | 2040-06-08      | 2.1700%  |  | $5000000.00        | $3734004.72        | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-04      | 2.2500%  |  | $10000000.00       | $8503855.00        | Agency Debentures and Agency Strips |
| FCSB          | 2040-06-11      | 5.8500%  |  | $10000000.00       | $10155930.00       | Agency Debentures and Agency Strips |
| FCSB          | 2032-03-29      | 3.5400%  |  | $1051000.00        | $1039768.31        | Agency Debentures and Agency Strips |
| FCSB          | 2046-01-29      | 5.1500%  |  | $177000.00         | $182793.13         | Agency Debentures and Agency Strips |
| FCSB          | 2028-03-21      | 3.6250%  |  | $1737000.00        | $1774029.95        | Agency Debentures and Agency Strips |
| FCSB          | 2029-03-05      | 4.7000%  |  | $26190000.00       | $26778111.00       | Agency Debentures and Agency Strips |
| FCSB          | 2030-12-02      | 2.0800%  |  | $83000.00          | $77866.13          | Agency Debentures and Agency Strips |

## N-MFP: Signatures

**Registrant:** CITY NATIONAL ROCHDALE FUNDS

**Date:** 2024-08-07

**By:** Andrew Metzger

**Name of Signing Officer:** Andrew Metzger

**Title of Signing Officer:** Treasurer