# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-26-002010
**Filing Date:** 2026-6
**Character Count:** 318653
**Document Hash:** 9c6e7cf42238ce862923f7acfcb531ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-002010.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0002066578-26-002010

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN FUNDS
- **CENTRAL INDEX KEY:** 0000916620

**ORGANIZATION NAME:**
- **EIN:** 391777365
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 261070081

**BUSINESS ADDRESS:**
- **STREET 1:** NORTHERN FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** 800-595-9111

**MAIL ADDRESS:**
- **STREET 1:** NORTHERN FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

## Series and Classes Contracts Data

### U.S. GOVERNMENT MONEY MARKET FUND (Series ID: S000001266)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000003412 | U.S. GOVERNMENT MONEY MARKET FUND | NOGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000916620

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** Northern Funds

**CIK Number of Registrant:** 0000916620

**LEI of Registrant:** 5493004ZY1PEJR3C0A81

**Name of Series:** U.S. GOVERNMENT MONEY MARKET FUND

**LEI of Series:** 549300NLOSKMTSGWO090

**EDGAR Series Identifier:** S000001266

**Total number of share classes in the series:** 1

**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            | Northern Trust Investments, Inc.                    | 801-33358         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Chicago<br>State: IL |  |
| Administrator                 | Northern Trust Investments, Inc.                    |  |
| Transfer Agent                | The Northern Trust Company<br>CIK: 0000838981       | 085-05127         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-73404

- **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:** 42 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $20216371804.61

- **Amortized Cost of Portfolio Securities:** $20218529284.91

- **Cash:** $45284786.76

- **Total Other Assets:** $252472246.73

- **Total Liabilities:** $261176250.04

- **Net Assets of Series:** $20255110068.36

- **Number of Shares Outstanding (Series):** 20255220449.7400

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $10557829837.58           | $13505348300.77            | 50.6100%                  | 64.7400%                   |
| 2026-05-04 | $10577958903.15           | $13525698678.43            | 50.6500%                  | 64.7700%                   |
| 2026-05-05 | $10840614368.95           | $13848427914.92            | 51.1200%                  | 65.3000%                   |
| 2026-05-06 | $11088135982.78           | $13886158661.94            | 52.1900%                  | 65.3600%                   |
| 2026-05-07 | $11453124934.02           | $14086200646.38            | 53.4000%                  | 65.6800%                   |
| 2026-05-08 | $10825691649.82           | $13458810070.38            | 52.0000%                  | 64.6500%                   |
| 2026-05-11 | $10858519956.31           | $13642084200.96            | 52.0700%                  | 65.4100%                   |
| 2026-05-12 | $10777154420.47           | $13560776242.80            | 51.8800%                  | 65.2800%                   |
| 2026-05-13 | $10758166377.29           | $13541845777.32            | 51.8300%                  | 65.2400%                   |
| 2026-05-14 | $10837921896.12           | $13805587614.16            | 52.0100%                  | 66.2500%                   |
| 2026-05-15 | $11162751284.22           | $14130492736.89            | 52.7400%                  | 66.7700%                   |
| 2026-05-18 | $11063920093.17           | $14191176840.04            | 52.5200%                  | 67.3600%                   |
| 2026-05-19 | $10770670782.45           | $13898015538.25            | 51.3700%                  | 66.2900%                   |
| 2026-05-20 | $10574491960.77           | $13701924725.54            | 50.6100%                  | 65.5800%                   |
| 2026-05-21 | $10493002808.63           | $13610523582.33            | 50.2500%                  | 65.1800%                   |
| 2026-05-22 | $10507452311.34           | $13590060087.04            | 50.3700%                  | 65.1500%                   |
| 2026-05-26 | $10367216083.78           | $13549601050.81            | 50.0300%                  | 65.3800%                   |
| 2026-05-27 | $10271950237.54           | $13454432048.23            | 49.9600%                  | 65.4300%                   |
| 2026-05-28 | $10207468817.62           | $13390047471.98            | 49.7100%                  | 65.2100%                   |
| 2026-05-29 | $9783686355.42            | $13166363919.45            | 48.1700%                  | 64.8200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7100%             |
| 2026-05-04 | 3.7100%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.7000%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6900%             |
| 2026-05-11 | 3.6800%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6800%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6600%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6400%             |
| 2026-05-22 | 3.6400%             |
| 2026-05-26 | 3.6500%             |
| 2026-05-27 | 3.6600%             |
| 2026-05-28 | 3.6700%             |
| 2026-05-29 | 3.6700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $20255110068.36

- **Number of Shares Outstanding:** 20255220449.7400

- **Expense Reimbursement/Waiver:** 154369.28

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $467250548.04             | $304469384.67           |
| 2026-05-04 | $332308423.63             | $317351901.78           |
| 2026-05-05 | $648321585.79             | $326125220.65           |
| 2026-05-06 | $313696361.22             | $276829109.51           |
| 2026-05-07 | $541897624.63             | $344764862.05           |
| 2026-05-08 | $275678256.79             | $904500616.13           |
| 2026-05-11 | $250612976.54             | $220838475.45           |
| 2026-05-12 | $196688258.02             | $279993911.87           |
| 2026-05-13 | $216112766.39             | $236021922.11           |
| 2026-05-14 | $369533850.25             | $290700402.19           |
| 2026-05-15 | $625588133.01             | $301029539.05           |
| 2026-05-18 | $178732134.08             | $281276102.58           |
| 2026-05-19 | $229827797.77             | $332762525.94           |
| 2026-05-20 | $198573526.36             | $274921641.64           |
| 2026-05-21 | $400226628.16             | $414175645.05           |
| 2026-05-22 | $195584302.32             | $217007834.49           |
| 2026-05-26 | $270263490.90             | $416684300.18           |
| 2026-05-27 | $212005206.64             | $368749947.00           |
| 2026-05-28 | $257282083.95             | $287581118.39           |
| 2026-05-29 | $207270141.21             | $431768629.37           |

**Total Gross Subscriptions (Month):** $6387454095.70

**Total Gross Redemptions (Month):** $6827553090.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3600%           |
| 2026-05-04 | 3.3500%           |
| 2026-05-05 | 3.3500%           |
| 2026-05-06 | 3.3500%           |
| 2026-05-07 | 3.3400%           |
| 2026-05-08 | 3.3300%           |
| 2026-05-11 | 3.3300%           |
| 2026-05-12 | 3.3300%           |
| 2026-05-13 | 3.3300%           |
| 2026-05-14 | 3.3300%           |
| 2026-05-15 | 3.3200%           |
| 2026-05-18 | 3.3100%           |
| 2026-05-19 | 3.3100%           |
| 2026-05-20 | 3.3000%           |
| 2026-05-21 | 3.2900%           |
| 2026-05-22 | 3.2900%           |
| 2026-05-26 | 3.3000%           |
| 2026-05-27 | 3.3100%           |
| 2026-05-28 | 3.3100%           |
| 2026-05-29 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.0200%         | 0.0000%              |
| Depository institution or other banking institution |  | 81.4000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52X5, C.4 - ISIN: US3130B52X53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999279.00
- **C.18.a - Value (excl. sponsor support):** $19999279.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WK8, C.4 - ISIN: US3130B6WK82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50008675.50
- **C.18.a - Value (excl. sponsor support):** $50008675.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 BANKS

- **C.1 - Title:** FHLB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87J5, C.4 - ISIN: US3130B87J50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149985511.50
- **C.18.a - Value (excl. sponsor support):** $149985511.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E24, C.4 - ISIN: US3130B8E240, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198147899.60
- **C.18.a - Value (excl. sponsor support):** $198147899.60
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F49, C.4 - ISIN: US3130B8F494, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224729163.00
- **C.18.a - Value (excl. sponsor support):** $224729163.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199725752.00
- **C.18.a - Value (excl. sponsor support):** $199725752.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199801500.00
- **C.18.a - Value (excl. sponsor support):** $199801500.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8YT3, C.4 - ISIN: US3130B8YT30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399953040.00
- **C.18.a - Value (excl. sponsor support):** $399953040.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.624998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZW5, C.4 - ISIN: US3130B8ZW59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89993617.20
- **C.18.a - Value (excl. sponsor support):** $89993617.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.624998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97C8, C.4 - ISIN: US3130B97C89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999643.00
- **C.18.a - Value (excl. sponsor support):** $49999643.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B33, C.4 - ISIN: US3130B9B335, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999678.00
- **C.18.a - Value (excl. sponsor support):** $99999678.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BK5, C.4 - ISIN: US3130B9BK50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119999344.80
- **C.18.a - Value (excl. sponsor support):** $119999344.80
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999873.00
- **C.18.a - Value (excl. sponsor support):** $49999873.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29999928.60
- **C.18.a - Value (excl. sponsor support):** $29999928.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DP2, C.4 - ISIN: US3130B9DP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69999780.90
- **C.18.a - Value (excl. sponsor support):** $69999780.90
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DZ0, C.4 - ISIN: US3130B9DZ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159999737.60
- **C.18.a - Value (excl. sponsor support):** $159999737.60
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HP8, C.4 - ISIN: US3130B9HP83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39999670.40
- **C.18.a - Value (excl. sponsor support):** $39999670.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K25, C.4 - ISIN: US3130B9K252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999095.00
- **C.18.a - Value (excl. sponsor support):** $99999095.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000006.00
- **C.18.a - Value (excl. sponsor support):** $100000006.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.847000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9WN6, C.4 - ISIN: US3130B9WN60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100482264.19
- **C.18.a - Value (excl. sponsor support):** $100482264.19
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA3X3, C.4 - ISIN: US3130BA3X38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69998679.80
- **C.18.a - Value (excl. sponsor support):** $69998679.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA7D3, C.4 - ISIN: US3130BA7D38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998323.00
- **C.18.a - Value (excl. sponsor support):** $99998323.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFF9, C.4 - ISIN: US3130BAFF91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89874446.40
- **C.18.a - Value (excl. sponsor support):** $89874446.40
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2027-05-14
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWT0, C.4 - ISIN: US3130BAWT03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-28
- **C.13 - Final Legal Maturity Date:** 2027-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWW3, C.4 - ISIN: US3130BAWW32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWX1, C.4 - ISIN: US3130BAWX15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAX93, C.4 - ISIN: US3130BAX932, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AQ2, C.4 - ISIN: US313384AQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97661125.00
- **C.18.a - Value (excl. sponsor support):** $97661125.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242960850.30
- **C.18.a - Value (excl. sponsor support):** $242960850.30
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 0
- **C.18 - Value (incl. sponsor support):** $143778617.15
- **C.18.a - Value (excl. sponsor support):** $143778617.15
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74323125.00
- **C.18.a - Value (excl. sponsor support):** $74323125.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64406856.80
- **C.18.a - Value (excl. sponsor support):** $64406856.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49520666.50
- **C.18.a - Value (excl. sponsor support):** $49520666.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155112798.81
- **C.18.a - Value (excl. sponsor support):** $155112798.81
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598354244.40
- **C.18.a - Value (excl. sponsor support):** $598354244.40
- **C.19 - Percentage of Net Assets:** 2.9500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H25, C.4 - ISIN: US313385H256, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $158098644.80
- **C.18.a - Value (excl. sponsor support):** $158098644.80
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J80, C.4 - ISIN: US313385J807, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101018756.26
- **C.18.a - Value (excl. sponsor support):** $101018756.26
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K54, C.4 - ISIN: US313385K540, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88803611.03
- **C.18.a - Value (excl. sponsor support):** $88803611.03
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-14
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385M52, C.4 - ISIN: US313385M520, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $78759444.80
- **C.18.a - Value (excl. sponsor support):** $78759444.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q74, C.4 - ISIN: US313385Q745, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103104750.00
- **C.18.a - Value (excl. sponsor support):** $103104750.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q90, C.4 - ISIN: US313385Q901, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $314159820.80
- **C.18.a - Value (excl. sponsor support):** $314159820.80
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149697499.50
- **C.18.a - Value (excl. sponsor support):** $149697499.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169537175.00
- **C.18.a - Value (excl. sponsor support):** $169537175.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104703550.35
- **C.18.a - Value (excl. sponsor support):** $104703550.35
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150559099.53
- **C.18.a - Value (excl. sponsor support):** $150559099.53
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184166343.75
- **C.18.a - Value (excl. sponsor support):** $184166343.75
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124399166.25
- **C.18.a - Value (excl. sponsor support):** $124399166.25
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99439222.00
- **C.18.a - Value (excl. sponsor support):** $99439222.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94419695.35
- **C.18.a - Value (excl. sponsor support):** $94419695.35
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15006665.40
- **C.18.a - Value (excl. sponsor support):** $15006665.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.754998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003494.90
- **C.18.a - Value (excl. sponsor support):** $10003494.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23012424.83
- **C.18.a - Value (excl. sponsor support):** $23012424.83
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45000379.80
- **C.18.a - Value (excl. sponsor support):** $45000379.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55001559.25
- **C.18.a - Value (excl. sponsor support):** $55001559.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.754998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20009738.80
- **C.18.a - Value (excl. sponsor support):** $20009738.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85003340.50
- **C.18.a - Value (excl. sponsor support):** $85003340.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15001849.05
- **C.18.a - Value (excl. sponsor support):** $15001849.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100002012.00
- **C.18.a - Value (excl. sponsor support):** $100002012.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002408.60
- **C.18.a - Value (excl. sponsor support):** $10002408.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002557.20
- **C.18.a - Value (excl. sponsor support):** $10002557.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25006984.25
- **C.18.a - Value (excl. sponsor support):** $25006984.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001088.05
- **C.18.a - Value (excl. sponsor support):** $5001088.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDB0, C.4 - ISIN: US3133ETDB09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $22005662.58
- **C.18.a - Value (excl. sponsor support):** $22005662.58
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.754998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGE1, C.4 - ISIN: US3133ETGE11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45005422.50
- **C.18.a - Value (excl. sponsor support):** $45005422.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.739997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHC4, C.4 - ISIN: US3133ETHC46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59999135.40
- **C.18.a - Value (excl. sponsor support):** $59999135.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39994408.80
- **C.18.a - Value (excl. sponsor support):** $39994408.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69993343.00
- **C.18.a - Value (excl. sponsor support):** $69993343.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-24
- **C.13 - Final Legal Maturity Date:** 2027-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35014136.15
- **C.18.a - Value (excl. sponsor support):** $35014136.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.739997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129987546.00
- **C.18.a - Value (excl. sponsor support):** $129987546.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.754998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSD0, C.4 - ISIN: US3133ETSD00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77992930.08
- **C.18.a - Value (excl. sponsor support):** $77992930.08
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50002849.00
- **C.18.a - Value (excl. sponsor support):** $50002849.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZJ9, C.4 - ISIN: US3133ETZJ96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000204.75
- **C.18.a - Value (excl. sponsor support):** $35000204.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAL4, C.4 - ISIN: US3133EWAL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89856858.60
- **C.18.a - Value (excl. sponsor support):** $89856858.60
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHH6, C.4 - ISIN: US3133EWHH61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999444.70
- **C.18.a - Value (excl. sponsor support):** $44999444.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.699997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJG6, C.4 - ISIN: US3133EWJG60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154998000.50
- **C.18.a - Value (excl. sponsor support):** $154998000.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-21
- **C.13 - Final Legal Maturity Date:** 2028-03-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.704998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKR0, C.4 - ISIN: US3133EWKR07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999829.60
- **C.18.a - Value (excl. sponsor support):** $9999829.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-07
- **C.13 - Final Legal Maturity Date:** 2028-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 77: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $10002406.40
- **C.18.a - Value (excl. sponsor support):** $10002406.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 78: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20006168.40
- **C.18.a - Value (excl. sponsor support):** $20006168.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 79: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.739997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $55005399.90
- **C.18.a - Value (excl. sponsor support):** $55005399.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 80: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.754998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $30012639.60
- **C.18.a - Value (excl. sponsor support):** $30012639.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 81: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15003729.30
- **C.18.a - Value (excl. sponsor support):** $15003729.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 82: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $160072374.40
- **C.18.a - Value (excl. sponsor support):** $160072374.40
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 83: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5001769.80
- **C.18.a - Value (excl. sponsor support):** $5001769.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 84: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.709998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $59999481.00
- **C.18.a - Value (excl. sponsor support):** $59999481.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 85: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $143323699.95
- **C.18.a - Value (excl. sponsor support):** $143323699.95
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13076710.57
- **C.18.a - Value (excl. sponsor support):** $13076710.57
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $57027784.73
- **C.18.a - Value (excl. sponsor support):** $57027784.73
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49925655.00
- **C.18.a - Value (excl. sponsor support):** $49925655.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64804492.35
- **C.18.a - Value (excl. sponsor support):** $64804492.35
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24736484.25
- **C.18.a - Value (excl. sponsor support):** $24736484.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58014843.60
- **C.18.a - Value (excl. sponsor support):** $58014843.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74829510.00
- **C.18.a - Value (excl. sponsor support):** $74829510.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397963540.00
- **C.18.a - Value (excl. sponsor support):** $397963540.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $42870987.20
- **C.18.a - Value (excl. sponsor support):** $42870987.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 95: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74070879.00
- **C.18.a - Value (excl. sponsor support):** $74070879.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 96: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74063671.50
- **C.18.a - Value (excl. sponsor support):** $74063671.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 97: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $265354540.85
- **C.18.a - Value (excl. sponsor support):** $265354540.85
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 98: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.809970%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $275049849.25
- **C.18.a - Value (excl. sponsor support):** $275049849.25
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 99: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $190200391.10
- **C.18.a - Value (excl. sponsor support):** $190200391.10
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 100: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $130305702.80
- **C.18.a - Value (excl. sponsor support):** $130305702.80
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 101: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39987812.40
- **C.18.a - Value (excl. sponsor support):** $39987812.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 102: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.726968%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $440070109.60
- **C.18.a - Value (excl. sponsor support):** $440070109.60
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.730968%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30006925.50
- **C.18.a - Value (excl. sponsor support):** $30006925.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 104: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.629999%
- **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: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.7000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2040-04-30      | 2.4700%  | 0.0000% | $11975000.00       | $8977953.54        | Agency Debentures and Agency Strips |
| FHLB          | 2042-06-30      | 5.0000%  | 0.0000% | $8650000.00        | $8394050.34        | Agency Debentures and Agency Strips |
| FHLB          | 2026-09-16      | 0.0000%  | 0.0000% | $25000000.00       | $24729275.00       | Agency Debentures and Agency Strips |
| FHLB          | 2026-10-14      | 0.0000%  | 0.0000% | $1200000.00        | $1183587.60        | Agency Debentures and Agency Strips |
| FHLB          | 2026-10-30      | 0.0000%  | 0.0000% | $22000000.00       | $21663136.00       | Agency Debentures and Agency Strips |
| FHLB          | 2036-07-15      | 5.5000%  | 0.0000% | $4230000.00        | $4643995.27        | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 0.0000%  | 0.0000% | $46072000.00       | $37627370.98       | Agency Debentures and Agency Strips |
| FMAC          | 2032-05-19      | 1.5500%  | 0.0000% | $15000000.00       | $12788783.33       | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $9444256.00        | $3031952.52        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $7189960.00        | $6198336.46        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $10107280.00       | $8727454.86        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1537351.00        | $1582370.41        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $213350.00         | $171252.91         | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $5497000.00        | $847989.52         | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $2915000.00        | $575431.89         | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $325000.00         | $61295.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 1.5000%  | 0.0000% | $3240104.00        | $1999201.41        | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2569672.00        | $1084929.52        | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-08-01      | 4.0000%  | 0.0000% | $1515216.00        | $219617.92         | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-12-01      | 3.0000%  | 0.0000% | $2000000.00        | $314847.03         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $100000.00         | $79713.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $4196912.00        | $4312028.09        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $8955488.00        | $8842261.61        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $18247616.00       | $18026801.62       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $15282944.00       | $15127829.28       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $80000.00          | $77624.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-02-01      | 2.5000%  | 0.0000% | $4400000.00        | $2521097.71        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $4075000.00        | $3402330.77        | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $4000000.00        | $88760.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 5.5000%  | 0.0000% | $1654939.00        | $13549.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-04-01      | 5.0000%  | 0.0000% | $9680000.00        | $186129.88         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 5.0000%  | 0.0000% | $2272000.00        | $122232.99         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 4.5000%  | 0.0000% | $275000.00         | $17907.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.0000%  | 0.0000% | $1445000.00        | $100826.83         | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 6.0000%  | 0.0000% | $561000.00         | $59356.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $86541184.00       | $11198494.51       | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 1.5000%  | 0.0000% | $692777.00         | $370194.27         | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 1.5000%  | 0.0000% | $500000.00         | $222169.82         | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-02-01      | 4.0000%  | 0.0000% | $34969.00          | $20723.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 6.5000%  | 0.0000% | $126722.00         | $46622.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $110164.00         | $97132.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 3.5000%  | 0.0000% | $19000.00          | $16252.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1190960.00        | $816681.95         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $11850384.00       | $10756940.11       | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 5.5000%  | 0.0000% | $282830.00         | $233370.80         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $20513984.00       | $19079776.13       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $15739968.00       | $13314505.91       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $45747136.00       | $45025327.09       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $125691904.00      | $120170931.62      | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 5.5000%  | 0.0000% | $1053392.00        | $1038954.88        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $19146880.00       | $19500470.91       | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-20      | 3.5000%  | 0.0000% | $2200000.00        | $254780.18         | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $1354560.00        | $444207.25         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $2577160.00        | $2039092.28        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-01-20      | 4.0000%  | 0.0000% | $1251412.00        | $1152041.11        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $393364480.00      | $327300833.20      | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-10-15      | 7.0000%  | 0.0000% | $8000000.00        | $422663.37         | Agency Mortgage-Backed Securities   |

### Security 105: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBZTSK8
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $535.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1120.00           | $786.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $565.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $64268.77          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $1009101.00        | $374842.81         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $498950.00         | $430037.16         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $181.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-02-01      | 3.5000%  | 0.0000% | $1024.00           | $311.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1034.00           | $578.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1001.00           | $783.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $754.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $681.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1003.00           | $778.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $727.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1003.00           | $556.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $679.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $711.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1001.00           | $919.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1003.00           | $602.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $922.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1021.00           | $701.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $820.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 2.0000%  | 0.0000% | $13000000.00       | $8040275.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-01-01      | 6.5000%  | 0.0000% | $135000.00         | $49721.82          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $161000.00         | $83063.89          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1003.00           | $931.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.0400%  | 0.0000% | $1000.00           | $671.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1222698.00        | $180126.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1003.00           | $879.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $854.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $5073696.00        | $3252472.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $3053286.00        | $2060594.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-03-01      | 4.3733%  | 0.0000% | $1000.00           | $998.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $525.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-06-01      | 2.0000%  | 0.0000% | $8531817.00        | $4962622.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-10-01      | 1.7900%  | 0.0000% | $13937543.00       | $12139575.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-01-01      | 1.9800%  | 0.0000% | $15462400.00       | $13669534.72       | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 4.7000%  | 0.0000% | $1000.00           | $1006.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $943.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-06-01      | 5.8100%  | 0.0000% | $378176.00         | $390201.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.8500%  | 0.0000% | $1000.00           | $981.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 4.0800%  | 0.0000% | $26758700.00       | $26516917.30       | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-05-01      | 4.0400%  | 0.0000% | $59005.00          | $58024.47          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1024.00           | $600.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $649.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1002.00           | $630.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $36231515.00       | $30429834.52       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1829334.00        | $1903509.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $990.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $913.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1120.00           | $1117.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $31072696.00       | $31609718.51       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $296.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2256000.00        | $1044174.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $41321928.00       | $18319791.12       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $565.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-25      | 3.5000%  | 0.0000% | $1008.00           | $714.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $987.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1022.00           | $1013.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $142.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $124.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $69.70             | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1109.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $494.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $288.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 1.5000%  | 0.0000% | $1024.00           | $565.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-06-01      | 5.5000%  | 0.0000% | $1000.00           | $490.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 2.0000%  | 0.0000% | $1008.00           | $647.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $701.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $726.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $730.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1120.00           | $819.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $742.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1011.00           | $776.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $88881220.00       | $52752431.54       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $21218688.00       | $15841280.67       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $781.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $749.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 3.0000%  | 0.0000% | $1000.00           | $873.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 4.5000%  | 0.0000% | $1000.00           | $962.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 3.5000%  | 0.0000% | $1024.00           | $981.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $939.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $459.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1003.84           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $664.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1810064.00        | $1220881.57        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $903.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1008.00           | $951.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $3475875.00        | $2731208.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $866.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $534.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $967.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $760.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $938.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $894.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $830.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $882.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $2689595.00        | $1659618.64        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $2037000.00        | $1396960.47        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $856.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $435.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1007.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $9945862.00        | $9405714.26        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.95           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $973.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $675.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $608.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $937.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.67           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $718.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $915.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $808.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $683.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $956.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1076.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $5249381.00        | $3617756.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $969.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1047.00           | $958.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1442686.00        | $1472293.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $927.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $968.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $815.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $930.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1001.00           | $581.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $821.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $902.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $825.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $816.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $962.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $900.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $729.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $781.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $85664205.00       | $83804879.73       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $793.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $991.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 3.5000%  | 0.0000% | $1000.00           | $877.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $966.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $967.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.14           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $996.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1649782.00        | $1633218.99        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1046.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $918.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $610.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1016.00           | $918.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $417.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $2032.00           | $1437.91           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $937.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1684.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $44813432.00       | $39698121.85       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $910.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $866.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $908.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $907.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $3264.00           | $2980.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $879.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $961.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $884.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $984.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.78           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1088.00           | $1001.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1991.00           | $1950.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $24366908.00       | $24304993.83       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $895.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $980.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $995.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $1024.00           | $949.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1100.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $973.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $11397085.00       | $11162413.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $958.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $1005.00           | $1030.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $975.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1323456.00        | $954391.16         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1024.00           | $884.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $995.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1001.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $1024.00           | $980.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-09-01      | 3.5000%  | 0.0000% | $1000.00           | $900.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-12-01      | 6.0000%  | 0.0000% | $1000.00           | $895.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-05-01      | 3.5000%  | 0.0000% | $1047.00           | $997.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $986.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $988.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $961.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $987.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1049.00           | $1028.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $1001.49           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $1001.00           | $987.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $997.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $990.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1988.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $200002431.00      | $24301722.85       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $3377.00           | $1486.11           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 2.0000%  | 0.0000% | $81038525.00       | $45976369.29       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 2.0000%  | 0.0000% | $48609575.00       | $28537748.44       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $59227000.00       | $35545327.23       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $152779.00         | $93453.76          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $1383983.00        | $1134522.84        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $1707378.00        | $959314.87         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $435.07            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 4.0000%  | 0.0000% | $1240821.00        | $645447.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 4.0000%  | 0.0000% | $1115277.00        | $753381.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $2060147.00        | $909127.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-07-20      | 4.0000%  | 0.0000% | $1185991.00        | $455826.17         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-06-20      | 4.0000%  | 0.0000% | $1717084.00        | $980483.77         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-20      | 4.5000%  | 0.0000% | $1654507.00        | $1010079.91        | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-05-20      | 4.5000%  | 0.0000% | $1290942.00        | $625881.06         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1505508.00        | $1175996.02        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $5329.00           | $5562.67           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $100536.00         | $53187.97          | Agency Mortgage-Backed Securities  |
| USTR          | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-23      | 0.0000%  | 0.0000% | $9512300.00        | $9462455.55        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $1400.00           | $1377.14           | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.55             | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $667900.00         | $487869.77         | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $85.12             | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $175.88            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $1100.00           | $988.06            | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $181700.00         | $171706.95         | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $2200.00           | $2104.53           | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $941.31            | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.09             | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $7100.00           | $7051.50           | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $1000.00           | $1070.14           | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $117900.00         | $132532.40         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $1000.00           | $999.28            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $1900.00           | $2085.40           | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $300.00            | $304.89            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $37600.00          | $38113.65          | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $4269000.00        | $4287277.30        | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $826300.00         | $808254.89         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $98000.00          | $97994.35          | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $12300.00          | $12150.40          | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $272200.00         | $271245.98         | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 3.7500%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 3.5000%  | 0.0000% | $1000.00           | $996.12            | U.S. Treasuries (including strips) |

### Security 106: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTBZU6N3
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-09-01      | 5.5000%  | 0.0000% | $139352.00         | $1391.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $12255.00          | $213.38            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $46735.00          | $1765.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-03-01      | 6.0000%  | 0.0000% | $1542.00           | $6.46              | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $95669.00          | $3011.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $475919.00         | $5837.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $161.10            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-09-01      | 5.5000%  | 0.0000% | $6046049.00        | $15402.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-11-01      | 6.5000%  | 0.0000% | $4266.00           | $172.38            | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-03-01      | 5.5000%  | 0.0000% | $9174745.00        | $42832.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $257210.00         | $1981.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-05-01      | 5.5000%  | 0.0000% | $6922.00           | $277.91            | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-12-01      | 5.5000%  | 0.0000% | $3101.00           | $66.68             | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $7639.00           | $1116.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $7333853.00        | $520737.13         | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-02-01      | 4.5000%  | 0.0000% | $6395.00           | $156.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $98.98             | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.5000%  | 0.0000% | $1834.00           | $273.61            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $8484.00           | $960.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $297.40            | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-04-01      | 3.0000%  | 0.0000% | $1100.00           | $21.21             | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-01      | 3.0000%  | 0.0000% | $1662.00           | $175.58            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $91.81             | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $115.33            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $1011.00           | $139.65            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $1024.00           | $128.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $368.23            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $162.36            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $181.74            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-11-01      | 3.5000%  | 0.0000% | $1000.00           | $301.66            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $5338.00           | $839.25            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1024.00           | $211.23            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $328415.00         | $43023.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $20679.00          | $4091.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $182.88            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-09-01      | 2.0000%  | 0.0000% | $1000.00           | $544.53            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $576.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $355004.00         | $223271.57         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $605.44            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $689.46            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $678.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1025.00           | $602.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $12145394.00       | $7937840.69        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $824.40            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $808.80            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $712.21            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.0000%  | 0.0000% | $26486819.00       | $21581860.17       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $11026215.00       | $8122394.08        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $786.09            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $1008.00           | $842.96            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $185518.00         | $153625.82         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $819.45            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $925.00            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $957.35            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $917260.00         | $796484.02         | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $2422517.00        | $1418546.63        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $821.74            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $798.79            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $9958366.00        | $8906331.47        | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $51000.00          | $28097.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $254001.00         | $181936.92         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $65000.00          | $40272.75          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $713.34            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $138024.00         | $99467.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $15000.00          | $10976.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2076.00           | $1537.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $911.45            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $683.97            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $786.49            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1161.00           | $849.32            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $1748504.00        | $1355772.31        | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $86.45             | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $1002.00           | $177.91            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $220.39            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $177.63            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $26533000.00       | $3402518.57        | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1120.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 4.0000%  | 0.0000% | $1025.00           | $230.02            | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $220000.00         | $83062.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $458.39            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $602.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $632.77            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1212.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $479120.00         | $247178.49         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1299.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $2236434.00        | $1490446.83        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $751.18            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $758.43            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $912.06            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1008.00           | $724.67            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $328000.00         | $257711.48         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $743.19            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $787.79            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $518.60            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $624.15            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $751.10            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $4864062.00        | $3587455.53        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $738.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $765.01            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1956.00           | $533.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $5088495.00        | $3785803.87        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $492.04            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $867.82            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $911.37            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1302.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $742.80            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $515.09            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $29474.00          | $26273.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $8358560.00        | $5684490.27        | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $351.70            | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $384.60            | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $469.77            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $1015.00           | $822.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $751.34            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $219917.00         | $153527.83         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $2024.00           | $1499.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-04-01      | 4.5000%  | 0.0000% | $1000.00           | $972.43            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 5.5000%  | 0.0000% | $1000.00           | $595.39            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $105.10            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-25      | 2.5000%  | 0.0000% | $1000.00           | $730.40            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-09-01      | 1.5000%  | 0.0000% | $1000.00           | $226.27            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1130420.00        | $575192.28         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $958.06            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $768.53            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $877.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $777.47            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $758.90            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1008.00           | $840.74            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $913.73            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $13293666.00       | $8457329.04        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $723.32            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $805.51            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1056602.00        | $975555.74         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $818.43            | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 5.5000%  | 0.0000% | $1033000.00        | $29984.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-01-01      | 6.5000%  | 0.0000% | $1256.00           | $8.60              | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-03-01      | 5.5000%  | 0.0000% | $5780096.00        | $23012.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $992691.00         | $36580.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $102.27            | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-02-01      | 6.5000%  | 0.0000% | $5044496.00        | $29314.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.5000%  | 0.0000% | $1002.00           | $27.43             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $76.98             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $1024.00           | $81.58             | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-12-01      | 3.0000%  | 0.0000% | $8592043.00        | $26082.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $1024.00           | $61.85             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1388.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $18366432.00       | $4061975.39        | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $1013.00           | $145.44            | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-11-01      | 6.5000%  | 0.0000% | $1024.00           | $25.15             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1024.00           | $143.66            | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $25.81             | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $24024.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-09-01      | 4.0000%  | 0.0000% | $209941.00         | $9123.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $147.03            | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-10-01      | 2.5000%  | 0.0000% | $303000.00         | $11092.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-07-01      | 5.0000%  | 0.0000% | $1000.00           | $145.50            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-01-01      | 4.0000%  | 0.0000% | $615001.00         | $79457.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1001.00           | $157.40            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $163880.00         | $25831.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1040.00           | $208.29            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $285.60            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $325.31            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $170.22            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $2000.00           | $332.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-10-01      | 6.2500%  | 0.0000% | $1000.00           | $107.99            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $779043.00         | $135306.39         | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $174.10            | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $58.57             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $65.85             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $67.03             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $94.28             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $2048.00           | $177.55            | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1071650.00        | $123623.92         | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $149.15            | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $78.67             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $3072.00           | $415.73            | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $102.94            | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $384840.00         | $41626.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $39402.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1102978.00        | $290840.69         | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 2.5000%  | 0.0000% | $1518846.00        | $35737.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $6595632.00        | $704163.66         | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1040.00           | $143.91            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $1405874.00        | $170735.07         | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $129.57            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $85.12             | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $2001.00           | $53.51             | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-06-01      | 3.0000%  | 0.0000% | $815213.00         | $41707.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-09-01      | 3.0000%  | 0.0000% | $637767.00         | $31007.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $330002.00         | $21376.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $161.26            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $187.71            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $86.89             | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $1027.00           | $83.31             | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2017696.00        | $292116.43         | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $3107.00           | $239.37            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $142.94            | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-02-01      | 2.5000%  | 0.0000% | $1000.00           | $123.27            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-04-01      | 3.5000%  | 0.0000% | $1024.00           | $198.17            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $12998128.00       | $1543423.47        | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-06-01      | 3.0000%  | 0.0000% | $1024.00           | $130.24            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $101.09            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $2048.00           | $278.29            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $16414535.00       | $3481844.11        | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1441002.00        | $318151.46         | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $224.46            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $1024.00           | $199.13            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $250.21            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1569884.00        | $258101.40         | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $273.56            | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-12-01      | 2.0000%  | 0.0000% | $1002.00           | $8.86              | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $234.40            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1280.00           | $172.11            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $266.60            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1024.00           | $233.44            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $161.80            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $333.32            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $426.67            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $147.46            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $232.90            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $412741.00         | $42485.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $1049.00           | $134.35            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $77296.00          | $8668.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $164.50            | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-04-01      | 3.0000%  | 0.0000% | $451450.00         | $107706.78         | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $2048.00           | $344.97            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $370.07            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $2000.00           | $413.70            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $190.28            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $10868192.00       | $1547888.92        | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $94.49             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $3260650.00        | $163905.89         | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-10-01      | 3.5000%  | 0.0000% | $1003.00           | $29.87             | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $432367.00         | $19484.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-12-01      | 3.5000%  | 0.0000% | $691900.00         | $137970.18         | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-12-01      | 2.5000%  | 0.0000% | $725000.00         | $29549.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.5000%  | 0.0000% | $1024.00           | $210.06            | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-03-01      | 3.5000%  | 0.0000% | $506029.00         | $52195.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-04-01      | 3.0000%  | 0.0000% | $615566.00         | $28240.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-04-01      | 3.5000%  | 0.0000% | $1000.00           | $52.03             | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $21.19             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $2048.00           | $382.27            | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $2005.00           | $192.09            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-01-01      | 3.0000%  | 0.0000% | $19911280.00       | $1819364.11        | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.0000%  | 0.0000% | $16182688.00       | $2867130.19        | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $1008.00           | $180.94            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $65.57             | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $304.51            | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-05-01      | 4.0000%  | 0.0000% | $1151891.00        | $271822.71         | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-06-01      | 3.0000%  | 0.0000% | $2000.00           | $266.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $123.36            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $12484336.00       | $1363370.08        | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $176.89            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1008.00           | $207.92            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $1008.00           | $255.66            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1025.00           | $186.72            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $241.88            | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-08-01      | 6.0000%  | 0.0000% | $1367.00           | $8.72              | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 5.0000%  | 0.0000% | $1000.00           | $10.59             | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-01-01      | 5.5000%  | 0.0000% | $5898000.00        | $144128.20         | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-06-01      | 4.4900%  | 0.0000% | $411000.00         | $44876.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-05-01      | 5.5000%  | 0.0000% | $1000.00           | $31.74             | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $50152.00          | $37090.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $795.38            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $827640.00         | $332328.40         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $646.63            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $11234204.00       | $7770224.64        | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $621.46            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 7.5000%  | 0.0000% | $1000.00           | $478.40            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 7.5000%  | 0.0000% | $1000.00           | $453.22            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $3000.00           | $2398.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $84616.00          | $61164.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $1556207.00        | $1492458.99        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $9000.00           | $8274.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $990.47            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $661.13            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $4330447.00        | $3324535.06        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $756.77            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1647375.00        | $1380770.14        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $1138350.00        | $743332.97         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $593433.00         | $585311.54         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1023448.00        | $854752.00         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $21000.00          | $16545.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $785.01            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $825.09            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $2064812.00        | $1886413.14        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $949.11            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $640.04            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $943.61            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $937.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1659112.00        | $1471184.05        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1666518.00        | $1542403.33        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1739.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2006.00           | $1626.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $867.51            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $7261056.00        | $3303757.56        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $520.74            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $843.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1408002.00        | $1163751.25        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2032.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $708.55            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2073716.00        | $2008733.08        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $328333.00         | $117560.07         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $956.36            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $995.88            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1198.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $945.72            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $862.98            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1161356.00        | $1055452.48        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $845.38            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $881.51            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $870.21            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.21            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1490578.00        | $1215404.84        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $967.46            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $947.99            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $2174100.00        | $1524548.19        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $968.03            | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $919.60            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $931.68            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $687.30            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $458.44            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1001.00           | $932.26            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $792.56            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $145471.00         | $141575.79         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1694884.00        | $1517302.92        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $980.81            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1030524.00        | $970289.24         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $634.04            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2897708.00        | $2593686.03        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1267058.00        | $524838.29         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $824.18            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $815.42            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $1043844.00        | $1115913.31        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1069.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $875392.00         | $625536.06         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $617.99            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $2401620.00        | $1951308.31        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $891.54            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $578.88            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $2150.00           | $1840.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $289.93            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $735.96            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $939417.00         | $896576.41         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $615.02            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $5405704.00        | $5507513.35        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $567.47            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1128008.00        | $1185327.26        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $947.02            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $841.05            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $990.21            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $962.68            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $949.96            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $885.22            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $3465100.00        | $3151799.37        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1276504.00        | $1260713.71        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $962.20            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $862.50            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $886.37            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $983.90            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $780.61            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1082.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1223084.00        | $1304036.74        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $900.99            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $878292.00         | $886236.61         | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $2485332.00        | $2392176.76        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $854.79            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1650480.00        | $1646422.32        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $798.31            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $999.44            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $701.88            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $804.59            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1618.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1738.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $22088.00          | $21157.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $986.93            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1699174.00        | $1711696.08        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $2643096.00        | $2525238.89        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $954.93            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $966.08            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $956.06            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $988.32            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $763.50            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $980.92            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $4540750.00        | $4342987.52        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $7454128.00        | $7809019.82        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1949226.00        | $1634453.60        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $968.65            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $974.91            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1910898.00        | $1877213.12        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1963.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $2013600.00        | $2033732.87        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $955.20            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1877880.00        | $1803614.62        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1147680.00        | $1165340.94        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $996.29            | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1304254.00        | $1223257.93        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $4761000.00        | $4571898.13        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.82            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1002.00           | $981.53            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $983.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1018.00           | $1005.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.0000%  | 0.0000% | $435695616.00      | $55279195.96       | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $103.72            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1023.00           | $254.55            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $15295136.00       | $3532972.84        | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $167.08            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $217.48            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $195.36            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $426.78            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $120967.00         | $12623.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 2.5000%  | 0.0000% | $1000.00           | $177.56            | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-06-01      | 4.5000%  | 0.0000% | $1000.00           | $201.15            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 4.0000%  | 0.0000% | $975000.00         | $169225.91         | Agency Mortgage-Backed Securities   |
| FNMA          | 2057-03-01      | 3.5000%  | 0.0000% | $1000.00           | $297.11            | Agency Mortgage-Backed Securities   |
| FNMA          | 2057-01-01      | 3.5000%  | 0.0000% | $136074.00         | $43945.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2057-02-01      | 3.5000%  | 0.0000% | $3063.00           | $848.36            | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.5000%  | 0.0000% | $466000.00         | $78124.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $488324.00         | $113429.18         | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.5000%  | 0.0000% | $150000.00         | $30190.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $194000.00         | $67790.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $271.02            | Agency Mortgage-Backed Securities   |
| FNMA          | 2060-07-01      | 3.0000%  | 0.0000% | $4032000.00        | $1843810.79        | Agency Mortgage-Backed Securities   |
| FNMA          | 2062-12-01      | 2.5000%  | 0.0000% | $1993.00           | $1298.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 4.5000%  | 0.0000% | $1024.00           | $278.59            | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-12-01      | 3.0000%  | 0.0000% | $1000.00           | $152.52            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $140.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 4.0000%  | 0.0000% | $1000.00           | $164.57            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 3.5000%  | 0.0000% | $470070.00         | $66333.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-01-01      | 2.5000%  | 0.0000% | $520000.00         | $58347.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $190.22            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $559178.00         | $209941.60         | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $468.75            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $83.74             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $247140.00         | $27523.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $150629.15         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-02-01      | 2.9400%  | 0.0000% | $2000.00           | $1373.78           | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $94000.00          | $19875.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $234.93            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $211.69            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 4.5000%  | 0.0000% | $2337980.00        | $517005.26         | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-09-01      | 4.0000%  | 0.0000% | $638000.00         | $30457.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $552270.00         | $172234.61         | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $273.46            | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.5000%  | 0.0000% | $23799333.00       | $5584243.77        | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $67156.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $924.69            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $6854231.00        | $1358908.74        | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $155.71            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1026.00           | $43.08             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $178.71            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $1029.00           | $226.21            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $96.14             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1001.00           | $120.24            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $171.24            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.0000%  | 0.0000% | $691002.00         | $103328.57         | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $335.40            | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $385.98            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1024.00           | $378.51            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $428.99            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $461.40            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $490.46            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $823.44            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $495.33            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1053.00           | $537.56            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $501000.00         | $242438.72         | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $498.32            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $538.38            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $554.37            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1025.00           | $561.81            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $606.53            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $4059952.00        | $1901964.33        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $450.64            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $772.88            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $678.88            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2008.00           | $1119.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $936.26            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $111299.00         | $98882.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1009.00           | $684.72            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $543.21            | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $805.85            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $886.16            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $880.89            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $521.13            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $966.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $619.67            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $952.27            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $575.44            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $631.53            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $594.05            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $578.80            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $866.98            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $3753808.00        | $3698675.47        | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 2.0000%  | 0.0000% | $1000.00           | $689.76            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1368.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1805.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $1165848.00        | $612432.18         | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $998.81            | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $760.34            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1152.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1157306.00        | $982240.40         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $265587.00         | $203715.58         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $592.30            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $759.94            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $837.32            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $841.30            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $776.19            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $632.91            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $719.91            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $243026.00         | $194711.93         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $888.13            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $623.22            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1396.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $852.40            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $952.34            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1008.00           | $790.71            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $888.27            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $597.74            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $893.78            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $55890.00          | $50688.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $75000.00          | $8126.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $97.61             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $447541248.00      | $52925028.36       | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-03-01      | 3.0000%  | 0.0000% | $2000.00           | $344.74            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $259.33            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $2001.00           | $329.25            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $7000.00           | $1699.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-08-01      | 4.5000%  | 0.0000% | $1035.00           | $209.88            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2144.00           | $594.89            | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-09-01      | 3.5000%  | 0.0000% | $1720669.00        | $458431.18         | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $170.31            | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-01-01      | 4.5000%  | 0.0000% | $316398.00         | $71242.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1024.00           | $238.60            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $2000.00           | $439.92            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $92.51             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $444.11            | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $266.48            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $461681.00         | $74752.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $200.74            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $1024.00           | $453.79            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2128.00           | $765.21            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $393.49            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $474.26            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $429.42            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  | 0.0000% | $15228026.00       | $6565247.98        | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $384.29            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $449.02            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $2560.00           | $1229.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1200.00           | $559.60            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $474.42            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $484.61            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1008.00           | $478.98            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $3832424.00        | $1894019.52        | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $387.23            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 4.0000%  | 0.0000% | $8416384.00        | $2994402.70        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $380.00            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $530.70            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $1161.00           | $607.41            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $277000.00         | $151278.11         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $20000.00          | $11288.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $545.77            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $601.59            | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $478.70            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $684.60            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $575.43            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1172.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $5335784.00        | $3325611.10        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $593.84            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1999000.00        | $1284573.64        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1531000.00        | $1014496.68        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $8000000.00        | $4998235.98        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $2744000.00        | $1688289.10        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $65000.00          | $38885.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $54280.00          | $34812.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $639.27            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $602.65            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $685.09            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $691.18            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $795.18            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $713.37            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $10000.00          | $7434.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $698.07            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1024.00           | $695.81            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1008.00           | $762.37            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $812.36            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $680.92            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $300950.00         | $241360.60         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1932.00           | $1458.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $756.11            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $767.54            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $646.12            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1008.00           | $654.33            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $797.14            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $806.31            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $757.42            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $788.08            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1018.00           | $870.08            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $845.01            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $825.52            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1469.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $790.95            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $834.51            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $58951444.00       | $46438569.26       | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $790.69            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1026.00           | $785.45            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $658.43            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $8200.00           | $6032.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $932.37            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $668.41            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $398.62            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $413.01            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $435000.00         | $351662.67         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $826.40            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1008.00           | $555.47            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 4.5000%  | 0.0000% | $1008.00           | $869.58            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.99            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $727.83            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $801.27            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1012.00           | $824.85            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $2024.00           | $1859.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $910.30            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $833.99            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $6695344.00        | $5879599.04        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $7641.00           | $6411.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $886.19            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1081.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $736.62            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $413000.00         | $371440.95         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $903.93            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2008.00           | $1866.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $898.39            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $937.03            | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $8492846.00        | $8650837.78        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1006.00           | $1016.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1005.00           | $1013.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $989.07            | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2033000.00        | $2003305.59        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.16            | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1183250.00        | $1172637.47        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $6054510.00        | $6103000.56        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $4940344.00        | $5133015.86        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $906.93            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $198000.00         | $144455.90         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1852.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $2453516.00        | $1879043.63        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $793.91            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $742.73            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $4614753.00        | $4192844.98        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $55961088.00       | $53926253.87       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $940.26            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $922.66            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $954.85            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2964888.00        | $2917067.50        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $4212694.00        | $4025287.35        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $833.18            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $904.22            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1024.00           | $954.30            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 2.5000%  | 0.0000% | $1024.00           | $855.62            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $203999.00         | $58940.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $177.04            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $2784957.00        | $274502.97         | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $498000.00         | $188879.14         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $535.90            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $4650000.00        | $2287979.94        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $99001.00          | $52664.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $96178022.00       | $59142566.64       | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $578.71            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $514.68            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3216836.00        | $2253963.49        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $597.59            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $64623.00          | $42310.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.5000%  | 0.0000% | $7447139.00        | $4777135.73        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $705.23            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $724.52            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $741.84            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $8735.00           | $7040.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $655.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $294920.00         | $210600.87         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $704.85            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $695.11            | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 4.5000%  | 0.0000% | $506105.00         | $345959.68         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 5.0000%  | 0.0000% | $275000.00         | $224130.61         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $840.84            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $764.11            | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-03-01      | 2.0000%  | 0.0000% | $1000.00           | $681.79            | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-07-01      | 1.5000%  | 0.0000% | $494000.00         | $284355.83         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $18000.00          | $14202.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $721.57            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 4.5000%  | 0.0000% | $7835000.00        | $6811713.03        | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 3.5000%  | 0.0000% | $1000.00           | $785.46            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $843.33            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $402.42            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 4.0000%  | 0.0000% | $43376114.00       | $38490311.22       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 4.0000%  | 0.0000% | $5371197.00        | $4922057.90        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $9766361.00        | $9223602.44        | Agency Mortgage-Backed Securities   |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $75119300.00       | $74171638.91       | U.S. Treasuries (including strips)  |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $90459200.00       | $78196197.86       | U.S. Treasuries (including strips)  |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $75609400.00       | $76420222.81       | U.S. Treasuries (including strips)  |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $7930700.00        | $7895087.10        | U.S. Treasuries (including strips)  |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $52374400.00       | $52644258.52       | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $15114800.00       | $15184850.67       | U.S. Treasuries (including strips)  |

### Security 107: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTC4J1J4
- **C.18 - Value (incl. sponsor support):** $3900000000.00
- **C.18.a - Value (excl. sponsor support):** $3900000000.00
- **C.19 - Percentage of Net Assets:** 19.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2044-07-01      | 4.0000%  | 0.0000% | $40424640.00       | $2829453.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 5.0000%  | 0.0000% | $3483860.00        | $128149.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $26392800.00       | $3213748.68        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $54671104.00       | $10803736.69       | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-09-01      | 4.5000%  | 0.0000% | $22000000.00       | $980769.79         | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-03-01      | 2.5000%  | 0.0000% | $8766304.00        | $4899841.81        | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-04-01      | 6.0000%  | 0.0000% | $6251080.00        | $3945644.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $3773349.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $1350000.00        | $884250.13         | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-04-01      | 3.0000%  | 0.0000% | $7722808.00        | $5183633.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $2274000.00        | $1397936.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $3300000.00        | $2006570.09        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $5075000.00        | $3684900.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $2536812.00        | $2048567.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $8475000.00        | $6923024.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 3.5000%  | 0.0000% | $5370000.00        | $3944222.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 8.0000%  | 0.0000% | $9556240.00        | $3788398.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-04-01      | 1.5000%  | 0.0000% | $12147088.00       | $6833471.26        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $9266448.00        | $6417718.42        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $14876352.00       | $9168956.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2012750.00        | $1632452.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $9244048.00        | $3530969.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1889010.00        | $1447358.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 7.0000%  | 0.0000% | $10269920.00       | $7695107.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-10-01      | 6.5000%  | 0.0000% | $1007810.00        | $660687.20         | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-01-01      | 2.0000%  | 0.0000% | $8500410.00        | $5022259.47        | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-04-01      | 3.5000%  | 0.0000% | $1250422.00        | $352439.27         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-04-01      | 1.5000%  | 0.0000% | $5864624.00        | $3466552.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-06-01      | 6.0000%  | 0.0000% | $2961748.00        | $2679528.64        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-11-01      | 5.0000%  | 0.0000% | $105764992.00      | $101062635.26      | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-05-01      | 4.5000%  | 0.0000% | $23424512.00       | $22857521.69       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $56422976.00       | $47032411.74       | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-09-01      | 6.0000%  | 0.0000% | $1163368.00        | $1039560.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-09-01      | 6.0000%  | 0.0000% | $1406648.00        | $1422949.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-02-01      | 6.0000%  | 0.0000% | $1389570.00        | $1116499.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-03-01      | 5.5000%  | 0.0000% | $2754088.00        | $2777743.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 5.0000%  | 0.0000% | $4059968.00        | $128651.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-01-01      | 2.0000%  | 0.0000% | $1037694.00        | $32684.25          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $3354804.00        | $774179.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 2.7750%  | 0.0000% | $61503.00          | $38289.52          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-03-01      | 4.5000%  | 0.0000% | $500000.00         | $94877.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-11-01      | 6.0000%  | 0.0000% | $4952672.00        | $48225.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 5.5000%  | 0.0000% | $516026368.00      | $3671018.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $3601200.00        | $205903.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.5000%  | 0.0000% | $2936884.00        | $427653.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $436744.00         | $321492.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $4165056.00        | $1895087.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1873770.00        | $1532761.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2123390.00        | $2160888.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2134840.00        | $1929625.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $530756.00         | $555025.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $5282960.00        | $4828161.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5991944.00        | $3930974.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-03-01      | 6.0000%  | 0.0000% | $1150000.00        | $344721.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2943540.00        | $2622513.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $238129.00         | $226992.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3802470.00        | $3665119.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1425136.00        | $921961.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $3787784.00        | $3431264.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1421616.00        | $715405.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1576800.00        | $1331925.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $811442.00         | $851114.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $5839544.00        | $5893047.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1004980.00        | $1043473.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $2683312.00        | $2810281.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1559700.00        | $1588467.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $9643456.00        | $9847595.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $9071072.00        | $8238946.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $4000000.00        | $4047328.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $500000.00         | $433800.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $782211.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 3.0000%  | 0.0000% | $227000.00         | $111186.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-08-01      | 3.0000%  | 0.0000% | $11347808.00       | $8451710.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 3.0000%  | 0.0000% | $812126.00         | $310144.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-10-01      | 2.0000%  | 0.0000% | $330000.00         | $122011.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $14076192.00       | $2892631.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-07-01      | 2.5000%  | 0.0000% | $13308912.00       | $10374375.96       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3803292.00        | $529597.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 3.5000%  | 0.0000% | $4000000.00        | $632540.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 2.0000%  | 0.0000% | $3150000.00        | $1140061.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $52509.27          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 1.5000%  | 0.0000% | $11532416.00       | $5904438.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $2620000.00        | $1179667.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-12-01      | 6.0000%  | 0.0000% | $1023592.00        | $659629.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $1293538.00        | $1212094.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $2803320.00        | $2398526.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $4997672.00        | $5051038.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $2006000.00        | $1181519.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $2723292.00        | $2114292.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-02-01      | 6.0000%  | 0.0000% | $1430048.00        | $1468906.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2508200.00        | $2480860.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $35086272.00       | $33608925.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $7779336.00        | $7883363.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $5276120.00        | $5332660.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 6.0000%  | 0.0000% | $2562672.00        | $2640427.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 4.0000%  | 0.0000% | $11559744.00       | $11048075.60       | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-06-01      | 5.5000%  | 0.0000% | $1405194.00        | $1445338.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2506588.00        | $1480891.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 7.0000%  | 0.0000% | $1563433.00        | $1614913.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $37187.00          | $24352.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1271594.00        | $827506.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 3.5000%  | 0.0000% | $2605000.00        | $516225.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $900000.00         | $299359.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1027810.00        | $371885.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1324470.00        | $432103.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-10-01      | 2.5000%  | 0.0000% | $63690.00          | $24448.27          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 2.5000%  | 0.0000% | $4464504.00        | $1828038.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $4400000.00        | $2490044.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 2.5000%  | 0.0000% | $700000.00         | $433485.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $203000.00         | $138865.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $38816576.00       | $27415346.20       | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-09-01      | 2.5000%  | 0.0000% | $450057.00         | $299534.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $4049768.00        | $2862698.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $700000.00         | $530198.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-09-01      | 4.0000%  | 0.0000% | $1116486.00        | $672209.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $40598000.00       | $20026365.37       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $101640.00         | $78466.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $3620250.00        | $2903432.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1682080.00        | $1119865.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $8281808.00        | $7329814.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $47360.00          | $27897.86          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $140000.00         | $119516.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1240000.00        | $1139970.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1081678.00        | $1093925.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2068688.00        | $2026162.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1069418.00        | $1084276.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $6205944.00        | $6095646.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $21560800.00       | $22053139.62       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.0000%  | 0.0000% | $4220304.00        | $3951445.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-03-01      | 4.5000%  | 0.0000% | $5229632.00        | $5144638.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1062804.00        | $1076373.19        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $5515736.00        | $5586261.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $2958440.00        | $2621205.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $1137000.00        | $1086571.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $8695488.00        | $8902740.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $10345232.00       | $10202504.11       | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-03-01      | 5.5000%  | 0.0000% | $1224860.00        | $1229729.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1861880.00        | $1880347.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $2116450.00        | $2094388.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $5317352.00        | $5249338.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $1277594.00        | $1314637.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $7558536.00        | $7676424.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-03-01      | 4.5000%  | 0.0000% | $1394994.00        | $1374883.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $1462696.00        | $1542711.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 5.5000%  | 0.0000% | $10096816.00       | $10253080.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $4183152.00        | $4031064.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $2112200.00        | $2204199.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1383634.00        | $1416307.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $14035424.00       | $13883076.11       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $9290016.00        | $9183919.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $1836370.00        | $1387805.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1004950.00        | $1001338.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 4.0000%  | 0.0000% | $13447080.00       | $12625236.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $11445792.00       | $11352816.56       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $8450608.00        | $8389128.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $12865696.00       | $12375958.79       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $9952200.00        | $9845954.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $1245494.00        | $1292564.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $2321480.00        | $2402280.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $12746960.00       | $12564739.25       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $12923440.00       | $12754761.82       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $4430320.00        | $4391000.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $11247488.00       | $11126126.35       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $17540800.00       | $17345586.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 4.0000%  | 0.0000% | $2563320.00        | $2406657.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-06-01      | 5.5000%  | 0.0000% | $12660928.00       | $12852282.46       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 7.0000%  | 0.0000% | $4314288.00        | $4595805.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 7.0000%  | 0.0000% | $3685450.00        | $3925934.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-06-01      | 5.5000%  | 0.0000% | $8760448.00        | $9001051.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-06-01      | 5.5000%  | 0.0000% | $1235000.00        | $1251259.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $902000.00         | $782239.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $143898000.00      | $131143282.81      | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $56289000.00       | $45135206.16       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $19595840.00       | $18079368.18       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $56280192.00       | $50980354.01       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1011642.00        | $899237.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $20863712.00       | $19109880.97       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $22587000.00       | $19485440.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 3.5000%  | 0.0000% | $105152.00         | $95470.37          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $29627000.00       | $23563555.61       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $24394656.00       | $24430053.97       | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 3.0000%  | 0.0000% | $27124064.00       | $25790349.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $30279296.00       | $30537935.03       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 4.5000%  | 0.0000% | $100784640.00      | $96996246.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 4.5000%  | 0.0000% | $79514880.00       | $76911165.25       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 4.5000%  | 0.0000% | $57544384.00       | $55647893.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-06-01      | 4.5000%  | 0.0000% | $51853696.00       | $50068528.81       | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $378411.17         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $56763000.00       | $21803810.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 2.0000%  | 0.0000% | $56820224.00       | $28363049.91       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 1.5000%  | 0.0000% | $1294008.00        | $762842.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 2.5000%  | 0.0000% | $31212.00          | $11883.91          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $28871000.00       | $14330280.57       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 3.0000%  | 0.0000% | $7400000.00        | $3262591.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 3.0000%  | 0.0000% | $5250000.00        | $1785769.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $5992336.00        | $3580567.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $500000.00         | $259029.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $400000.00         | $236349.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 2.0000%  | 0.0000% | $3069650.00        | $1662435.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $6825064.00        | $3856967.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $219032064.00      | $129418092.75      | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $153000.00         | $95114.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 4.0000%  | 0.0000% | $250000.00         | $149201.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-05-01      | 1.5000%  | 0.0000% | $29349152.00       | $16955848.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1557336.00        | $1045855.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 2.5000%  | 0.0000% | $997954.00         | $579903.11         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2760000.00        | $2062576.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $77849.85          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3800000.00        | $2281386.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $200000.00         | $129276.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $351122.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $7910000.00        | $5207754.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-05-01      | 2.0000%  | 0.0000% | $7997000.00        | $5293841.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.0000%  | 0.0000% | $5457000.00        | $4382875.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-10-01      | 6.0000%  | 0.0000% | $12294528.00       | $7743517.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 1.5000%  | 0.0000% | $1517486.00        | $1014922.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 6.0000%  | 0.0000% | $2805408.00        | $2040750.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $7144320.00        | $5297864.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $46478208.00       | $34152858.52       | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 6.5000%  | 0.0000% | $2378868.00        | $2376756.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 6.0000%  | 0.0000% | $1665076.00        | $1530887.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $24368000.00       | $18515338.98       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $61385000.00       | $47619374.97       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $30633312.00       | $30643429.11       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $41209344.00       | $42149756.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $60137216.00       | $59512465.75       | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-02-01      | 6.0000%  | 0.0000% | $3235630.00        | $3299679.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 5.5000%  | 0.0000% | $380315520.00      | $2090413.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 5.5000%  | 0.0000% | $140758000.00      | $1935045.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 5.5000%  | 0.0000% | $6653592.00        | $942725.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-01-01      | 5.5000%  | 0.0000% | $306351104.00      | $1657308.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 5.5000%  | 0.0000% | $289892864.00      | $3864332.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $8049952.00        | $617316.77         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $10030000.00       | $923528.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $10170000.00       | $1555261.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-02-01      | 2.5000%  | 0.0000% | $800000.00         | $70295.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $2280000.00        | $200310.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 2.5000%  | 0.0000% | $15990400.00       | $7781042.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $3000000.00        | $550029.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $140459008.00      | $58336562.12       | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 2.0000%  | 0.0000% | $5147000.00        | $2417986.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 2.0000%  | 0.0000% | $225000.00         | $62916.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 1.5000%  | 0.0000% | $264000.00         | $150641.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 1.5000%  | 0.0000% | $359881.00         | $179604.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-01-01      | 2.0000%  | 0.0000% | $7584336.00        | $4085454.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 2.5000%  | 0.0000% | $18231200.00       | $10696543.58       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $932800.00         | $722984.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 4.0000%  | 0.0000% | $29000.00          | $22794.60          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-01-01      | 5.0000%  | 0.0000% | $20273.00          | $13983.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-01-01      | 6.0000%  | 0.0000% | $525258.00         | $260464.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 4.0000%  | 0.0000% | $140747.00         | $123954.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-09-01      | 6.0000%  | 0.0000% | $70599280.00       | $47979378.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $42642560.00       | $42859501.67       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 5.0000%  | 0.0000% | $703289.00         | $691968.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 6.0000%  | 0.0000% | $7667216.00        | $7853055.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-04-01      | 6.0000%  | 0.0000% | $9509936.00        | $9765959.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 5.5000%  | 0.0000% | $527832064.00      | $4553314.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-01-01      | 5.5000%  | 0.0000% | $417315000.00      | $3103941.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 5.5000%  | 0.0000% | $109200000.00      | $2151435.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.0000%  | 0.0000% | $1099746.00        | $966005.93         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $1011394.00        | $801713.81         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1744734.00        | $1784807.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $2959700.00        | $3014939.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $6718304.00        | $5650403.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1263880.00        | $1203445.70        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $29636736.00       | $20309359.11       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $10234512.00       | $10020474.00       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $2284100.00        | $2409403.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $3291800.00        | $3251180.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 4.5000%  | 0.0000% | $1094438.00        | $1046093.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1210354.00        | $649824.33         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $2459750.00        | $2517261.37        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $10006400.00       | $9060072.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $23650080.00       | $18667095.59       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $10137168.00       | $8263299.38        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 4.0000%  | 0.0000% | $1157988.00        | $1072159.56        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1742952.00        | $1807681.48        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $4964568.00        | $4065106.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1580840.00        | $1437181.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $15621552.00       | $15613158.07       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $2100550.00        | $1968478.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 7.0000%  | 0.0000% | $1028252.00        | $1098627.00        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $4312752.00        | $4096454.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $2919312.00        | $2764011.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $21000000.00       | $17434726.31       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $18160000.00       | $16486143.36       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $2745000.00        | $2242506.42        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $19340352.00       | $15617018.87       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $182546688.00      | $146586773.87      | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $167974400.00      | $154261157.32      | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $36359616.00       | $29657867.42       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $41223552.00       | $39044061.06       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $24273280.00       | $22130557.72       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $134061824.00      | $126825774.49      | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $29255872.00       | $28208144.12       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $18781920.00       | $18027302.12       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $63712320.00       | $62923992.62       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $64547968.00       | $65786319.21       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $23000000.00       | $14659910.35       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 7.0000%  | 0.0000% | $3694584.00        | $3103605.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $38310336.00       | $36006189.51       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $5232784.00        | $3913977.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $3020356.00        | $2908812.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $192580352.00      | $188759416.23      | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $35794304.00       | $33731934.35       | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-05-01      | 3.5000%  | 0.0000% | $4542776.00        | $4352489.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-05-01      | 6.0000%  | 0.0000% | $13101600.00       | $13489905.61       | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-04-01      | 4.5000%  | 0.0000% | $27492672.00       | $26676796.34       | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-04-01      | 5.5000%  | 0.0000% | $36256040.00       | $35872231.62       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $7517740.00        | $7698169.44        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $7384792.00        | $6858844.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $11008784.00       | $11038167.63       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $2167136.00        | $2304290.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $9873650.00        | $9743220.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $1028920.00        | $986770.02         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $5442056.00        | $5361489.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $7209408.00        | $6926020.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $15017984.00       | $13926070.40       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $6935480.00        | $6843896.08        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $7838608.00        | $7744101.83        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $1705066.00        | $1456834.65        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $12387328.00       | $12219212.94       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $20518624.00       | $20716846.75       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 4.5000%  | 0.0000% | $41955904.00       | $40354569.84       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $21679392.00       | $21518496.21       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $65107712.00       | $64407605.99       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $16127200.00       | $16337640.25       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $5720136.00        | $5697918.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 6.0000%  | 0.0000% | $2326272.00        | $2407404.62        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 6.5000%  | 0.0000% | $1698216.00        | $1772906.19        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 6.5000%  | 0.0000% | $2470250.00        | $2575829.86        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $4580608.00        | $4531182.74        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-06-01      | 5.0000%  | 0.0000% | $24152832.00       | $23934294.49       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $23174496.00       | $22973755.94       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $4143400.00        | $360301.90         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $365000.00         | $133394.26         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $242492.00         | $144486.12         | Agency Mortgage-Backed Securities  |
| GNMA          | 2034-11-20      | 3.0000%  | 0.0000% | $105411.00         | $79749.21          | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-11-20      | 8.0000%  | 0.0000% | $30681.00          | $9219.02           | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-01-20      | 3.5000%  | 0.0000% | $225000.00         | $134979.12         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $790476.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-12-20      | 2.5000%  | 0.0000% | $1147576.00        | $443868.04         | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-02-20      | 6.0000%  | 0.0000% | $1008794.00        | $1036882.57        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1242892.30        | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-04-20      | 6.5000%  | 0.0000% | $763964.00         | $799819.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $5447040.00        | $5566968.90        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-08-20      | 2.0000%  | 0.0000% | $315038.00         | $240427.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-09-20      | 2.0000%  | 0.0000% | $195790.00         | $150754.89         | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-12-20      | 6.5000%  | 0.0000% | $287387.00         | $300624.05         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1035790.00        | $1076824.55        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-05-20      | 4.0000%  | 0.0000% | $20733952.00       | $20288402.41       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 2.0000%  | 0.0000% | $834008.00         | $665182.17         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $1274865.67        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-02-20      | 6.0000%  | 0.0000% | $1762032.00        | $1796251.12        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $18632736.00       | $5722107.80        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1682452.00        | $1305305.18        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $1671340.00        | $1668274.58        | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-02-20      | 5.0000%  | 0.0000% | $653723.00         | $9022.66           | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-09-20      | 5.0000%  | 0.0000% | $5000000.00        | $38850.98          | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $594748.00         | $17069.76          | Agency Mortgage-Backed Securities  |
| GNMA          | 2032-07-15      | 6.5000%  | 0.0000% | $1055617.00        | $5304.91           | Agency Mortgage-Backed Securities  |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $190345600.00      | $194702936.65      | U.S. Treasuries (including strips) |

### Security 108: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTC4J1M7
- **C.18 - Value (incl. sponsor support):** $248000000.00
- **C.18.a - Value (excl. sponsor support):** $248000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| TVIN 09/15/36 | 2036-09-15      | 0.0000%  | 0.0000% | $85000.00          | $50955.04          | Agency Debentures and Agency Strips |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $3678900.00        | $4861747.06        | U.S. Treasuries (including strips)  |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.42             | U.S. Treasuries (including strips)  |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $247176600.00      | $247949975.98      | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $1900.00           | $1934.53           | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $94900.00          | $95294.93          | U.S. Treasuries (including strips)  |

### Security 109: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTC4J1T2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $173566837.00      | $41244657.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $171899469.00      | $41466063.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $479875860.00      | $41433558.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $197263613.00      | $26767547.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 1.5000%  | 0.0000% | $6988180.00        | $3588173.51        | Agency Mortgage-Backed Securities |

### Security 110: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTC4J1Z8
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $74385.00          | $9843.69           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 2.5000%  | 0.0000% | $23999.00          | $8859.04           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $214858943.00      | $129840541.61      | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-15      | 5.0000%  | 0.0000% | $614902.00         | $135013.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.7400%  | 0.0000% | $28840.00          | $29569.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-15      | 4.5000%  | 0.0000% | $501282.00         | $36617.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 5.5000%  | 0.0000% | $3077448.00        | $1820416.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 4.0000%  | 0.0000% | $43526144.00       | $38400798.35       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.5000%  | 0.0000% | $1005.00           | $710.51            | Agency Mortgage-Backed Securities |
| GNMA          | 2060-08-15      | 5.6800%  | 0.0000% | $374999.00         | $388282.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.5900%  | 0.0000% | $275000.00         | $284532.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-08-15      | 5.0500%  | 0.0000% | $325000.00         | $322606.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 5.3100%  | 0.0000% | $475000.00         | $482733.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $622956.00         | $619983.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.3700%  | 0.0000% | $4603.00           | $4705.22           | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 6.5000%  | 0.0000% | $1253974.00        | $1312221.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-01-20      | 7.0000%  | 0.0000% | $18449679.00       | $19389146.84       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1396.00           | $1444.23           | Agency Mortgage-Backed Securities |
| GNMA          | 2066-03-20      | 6.0000%  | 0.0000% | $13695585.00       | $13865857.35       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $18471603.00       | $18429834.23       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $5000.00           | $5105.63           | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-20      | 6.0000%  | 0.0000% | $17510102.00       | $17994302.17       | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-20      | 6.5000%  | 0.0000% | $18466892.00       | $19333608.91       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $4300568.00        | $4390005.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-20      | 6.0000%  | 0.0000% | $17383680.00       | $17345055.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $51864192.00       | $54070170.46       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1414.00           | $1419.37           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $18357558.00       | $18533213.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-20      | 6.0000%  | 0.0000% | $18761037.00       | $19287218.72       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $18307468.00       | $18725431.36       | Agency Mortgage-Backed Securities |
| GNMA          | 2042-03-20      | 6.0000%  | 0.0000% | $1965643.00        | $59787.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $16563243.00       | $16870962.70       | Agency Mortgage-Backed Securities |

### Security 111: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: BNTC4J2C8
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $87289300.00       | $85548215.28       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $69805200.00       | $67451858.06       | U.S. Treasuries (including strips) |

### Security 112: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTC4J2S3
- **C.18 - Value (incl. sponsor support):** $2150000000.00
- **C.18.a - Value (excl. sponsor support):** $2150000000.00
- **C.19 - Percentage of Net Assets:** 10.6100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $700.00            | $704.34            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $29922100.00       | $29005153.02       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $410366000.00      | $393852390.43      | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $135992000.00      | $128933120.36      | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $3000000.00        | $3082123.80        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $172820800.00      | $174861066.03      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $437044000.00      | $440114215.10      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $776177600.00      | $803001325.51      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $162039800.00      | $165835822.71      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $53308500.00       | $54314116.23       | U.S. Treasuries (including strips) |

### Security 113: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTC4J2X2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-15      | 3.8750%  | 0.0000% | $512056400.00      | $510000076.11      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2026-06-05

**By:** Kevin P. O Rourke

**Name of Signing Officer:** Kevin P. O Rourke

**Title of Signing Officer:** President