# EDGAR Filing Document

**Accession Number:** 0001034386
**File Stem:** 0001193125-26-095165
**Filing Date:** 2026-3
**Character Count:** 216273
**Document Hash:** 30905c0be8ef6b2dda4e163020af99eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-095165.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-095165

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Reserve Investment Funds, Inc.
- **CENTRAL INDEX KEY:** 0001034386

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08279
- **FILM NUMBER:** 26728603

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T  ROWE PRICE RESERVE INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 20010907

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RESERVE INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19970221

## Series and Classes Contracts Data

### T. Rowe Price Government Reserve Fund (Series ID: S000002153)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000005549 | T. Rowe Price Government Reserve Fund |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001034386

### General Information

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

**Registrant Full Name:** T. ROWE PRICE RESERVE INVESTMENT FUNDS, INC.

**CIK Number of Registrant:** 0001034386

**LEI of Registrant:** 549300OHDX5YN5HMNT85

**Name of Series:** T. Rowe Price Government Reserve Fund

**LEI of Series:** 5493002Y0IYARJVQ5N24

**EDGAR Series Identifier:** S000002153

**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            | T. Rowe Price Associates, Inc.                             | 801-00856         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Baltimore<br>State: MD |  |
| Administrator                 | None                                                       |  |
| Transfer Agent                | T. Rowe Price Services, Inc.<br>CIK: 0000703220            | 084-01079         |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 34 days

- **WAL:** 68 days

- **Total Value of Portfolio Securities:** $16378138180.45

- **Amortized Cost of Portfolio Securities:** $16376893354.36

- **Cash:** $1248.61

- **Total Other Assets:** $14660229.88

- **Total Liabilities:** $46089341.38

- **Net Assets of Series:** $16345465491.47

- **Number of Shares Outstanding (Series):** 16340282055.2000

- **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?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $15347776554.34           | $15784776554.34            | 93.4600%                  | 96.1200%                   |
| 2026-02-03 | $13250614104.75           | $13546614104.75            | 93.4200%                  | 95.5100%                   |
| 2026-02-04 | $14640401050.48           | $15169401050.48            | 91.4600%                  | 94.7700%                   |
| 2026-02-05 | $15597372954.23           | $15878372954.23            | 93.3100%                  | 94.9900%                   |
| 2026-02-06 | $17215944860.51           | $17654944860.51            | 93.0800%                  | 95.4500%                   |
| 2026-02-09 | $16418773180.46           | $16857773180.46            | 92.7800%                  | 95.2600%                   |
| 2026-02-10 | $15425239586.28           | $15631239586.28            | 93.6500%                  | 94.9100%                   |
| 2026-02-11 | $15138173433.24           | $15426173433.24            | 93.0700%                  | 94.8400%                   |
| 2026-02-12 | $14667368453.16           | $14797368453.16            | 93.8000%                  | 94.6300%                   |
| 2026-02-13 | $14704641655.79           | $15190641655.79            | 91.7100%                  | 94.7400%                   |
| 2026-02-17 | $16491575056.35           | $16847575056.35            | 93.2500%                  | 95.2600%                   |
| 2026-02-18 | $15775181035.82           | $16286181035.82            | 92.1200%                  | 95.1000%                   |
| 2026-02-19 | $15255442964.24           | $15470440342.50            | 93.8800%                  | 95.2100%                   |
| 2026-02-20 | $14235896434.01           | $14785895123.14            | 91.4500%                  | 94.9800%                   |
| 2026-02-23 | $14205544738.95           | $14755543865.04            | 91.4400%                  | 94.9800%                   |
| 2026-02-24 | $15278370823.70           | $15673370386.74            | 92.8600%                  | 95.2600%                   |
| 2026-02-25 | $14913002688.06           | $15421002688.06            | 91.3300%                  | 94.4400%                   |
| 2026-02-26 | $15122558727.43           | $15295558727.43            | 93.3300%                  | 94.4000%                   |
| 2026-02-27 | $14895894602.95           | $15481894602.95            | 90.8800%                  | 94.4500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7600%             |
| 2026-02-03 | 3.7600%             |
| 2026-02-04 | 3.7500%             |
| 2026-02-05 | 3.7400%             |
| 2026-02-06 | 3.7200%             |
| 2026-02-09 | 3.7100%             |
| 2026-02-10 | 3.7100%             |
| 2026-02-11 | 3.7000%             |
| 2026-02-12 | 3.7000%             |
| 2026-02-13 | 3.7200%             |
| 2026-02-17 | 3.7300%             |
| 2026-02-18 | 3.7300%             |
| 2026-02-19 | 3.7400%             |
| 2026-02-20 | 3.7400%             |
| 2026-02-23 | 3.7400%             |
| 2026-02-24 | 3.7400%             |
| 2026-02-25 | 3.7300%             |
| 2026-02-26 | 3.7300%             |
| 2026-02-27 | 3.7300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0005                      |
|  |  |
| 2026-02-03 | 1.0005                      |
|  |  |
| 2026-02-04 | 1.0004                      |
|  |  |
| 2026-02-05 | 1.0004                      |
|  |  |
| 2026-02-06 | 1.0004                      |
|  |  |
| 2026-02-09 | 1.0004                      |
|  |  |
| 2026-02-10 | 1.0004                      |
|  |  |
| 2026-02-11 | 1.0004                      |
|  |  |
| 2026-02-12 | 1.0005                      |
|  |  |
| 2026-02-13 | 1.0004                      |
|  |  |
| 2026-02-17 | 1.0004                      |
|  |  |
| 2026-02-18 | 1.0004                      |
|  |  |
| 2026-02-19 | 1.0004                      |
|  |  |
| 2026-02-20 | 1.0004                      |
|  |  |
| 2026-02-23 | 1.0004                      |
|  |  |
| 2026-02-24 | 1.0004                      |
|  |  |
| 2026-02-25 | 1.0004                      |
|  |  |
| 2026-02-26 | 1.0004                      |
|  |  |
| 2026-02-27 | 1.0004                      |
|  |  |

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

### Class: 00

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $16345465491.47

- **Number of Shares Outstanding:** 16340282055.2000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0005          |
|  |  |
| 2026-02-03 | 1.0005          |
|  |  |
| 2026-02-04 | 1.0004          |
|  |  |
| 2026-02-05 | 1.0004          |
|  |  |
| 2026-02-06 | 1.0004          |
|  |  |
| 2026-02-09 | 1.0004          |
|  |  |
| 2026-02-10 | 1.0004          |
|  |  |
| 2026-02-11 | 1.0004          |
|  |  |
| 2026-02-12 | 1.0005          |
|  |  |
| 2026-02-13 | 1.0004          |
|  |  |
| 2026-02-17 | 1.0004          |
|  |  |
| 2026-02-18 | 1.0004          |
|  |  |
| 2026-02-19 | 1.0004          |
|  |  |
| 2026-02-20 | 1.0004          |
|  |  |
| 2026-02-23 | 1.0004          |
|  |  |
| 2026-02-24 | 1.0004          |
|  |  |
| 2026-02-25 | 1.0004          |
|  |  |
| 2026-02-26 | 1.0004          |
|  |  |
| 2026-02-27 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1906002312.28            | $981203336.47           |
| 2026-02-03 | $598776971.25             | $1615227102.15          |
| 2026-02-04 | $2284940569.68            | $663390032.64           |
| 2026-02-05 | $1272246607.39            | $871908570.94           |
| 2026-02-06 | $2239543980.94            | $465185692.29           |
| 2026-02-09 | $694604663.00             | $1495522481.67          |
| 2026-02-10 | $595946243.46             | $1432823360.15          |
| 2026-02-11 | $566188795.05             | $772747234.67           |
| 2026-02-12 | $460553019.32             | $692445471.70           |
| 2026-02-13 | $1224415255.28            | $833921176.15           |
| 2026-02-17 | $1253531669.70            | $698199057.50           |
| 2026-02-18 | $534850017.17             | $1097725311.97          |
| 2026-02-19 | $807127894.28             | $588981407.15           |
| 2026-02-20 | $382687488.63             | $1070061567.34          |
| 2026-02-23 | $580962683.44             | $614022090.45           |
| 2026-02-24 | $1436716799.27            | $520146517.98           |
| 2026-02-25 | $667847365.62             | $921760862.91           |
| 2026-02-26 | $604048653.08             | $603992377.20           |
| 2026-02-27 | $755728265.05             | $572192102.63           |

**Total Gross Subscriptions (Month):** $18866719253.89

**Total Gross Redemptions (Month):** $16511455753.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.7600%           |
| 2026-02-03 | 3.7500%           |
| 2026-02-04 | 3.7500%           |
| 2026-02-05 | 3.7400%           |
| 2026-02-06 | 3.7100%           |
| 2026-02-09 | 3.7100%           |
| 2026-02-10 | 3.7000%           |
| 2026-02-11 | 3.7000%           |
| 2026-02-12 | 3.7000%           |
| 2026-02-13 | 3.7200%           |
| 2026-02-17 | 3.7300%           |
| 2026-02-18 | 3.7300%           |
| 2026-02-19 | 3.7300%           |
| 2026-02-20 | 3.7400%           |
| 2026-02-23 | 3.7400%           |
| 2026-02-24 | 3.7300%           |
| 2026-02-25 | 3.7300%           |
| 2026-02-26 | 3.7300%           |
| 2026-02-27 | 3.7300%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 3.6800 20260302

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 3.6800 20260302 3.680000%
- **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: 0609942B5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0609942B5
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2033-06-01      | 3.5000%  | 0.0000% | $305000.00         | $25671.14          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-12-01      | 4.0000%  | 0.0000% | $154947.00         | $22459.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $3164852.00        | $228137.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $1183026.00        | $145688.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 3.5000%  | 0.0000% | $93998.00          | $6772.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 3.5000%  | 0.0000% | $928994.00         | $269168.62         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 4.5000%  | 0.0000% | $2170000.00        | $1174509.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1250000.00        | $182776.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $2873672.00        | $1846455.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.5000%  | 0.0000% | $809804.00         | $712127.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $1950624.00        | $1692604.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 3.5000%  | 0.0000% | $2200000.00        | $363258.38         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 2.0000%  | 0.0000% | $4566064.00        | $2692808.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 4.0000%  | 0.0000% | $1700000.00        | $156840.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $333570.00         | $275824.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $519208.00         | $392882.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1277698.00        | $1358277.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $430000.00         | $53471.68          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 4.0600%  | 0.0000% | $27424128.00       | $27434390.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $900000.00         | $382948.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 3.0000%  | 0.0000% | $315227.00         | $250855.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.0000%  | 0.0000% | $2124120.00        | $616548.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 2.5000%  | 0.0000% | $3999.00           | $1903.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $28977152.00       | $29524504.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $2343072.00        | $1620476.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $500000.00         | $377943.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 4.5000%  | 0.0000% | $729741.00         | $15435.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 4.5000%  | 0.0000% | $99521.00          | $4394.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $20995.00          | $5218.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $570480.00         | $465806.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $50920.00          | $40963.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.5000%  | 0.0000% | $16000.00          | $5538.23           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $2638844.00        | $2640263.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1300786.00        | $1316664.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-15      | 5.0000%  | 0.0000% | $4081770.00        | $196411.04         | Agency Mortgage-Backed Securities |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639924Q1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639924Q1
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $47309817.00       | $45900000.70       | Agency Mortgage-Backed Securities |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639958D9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639958D9
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $36102331.00       | $21908027.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $48179746.00       | $51076376.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $3688684.00        | $3515596.94        | Agency Mortgage-Backed Securities |

### Security 4: BANK OF MONTREAL TREASURY REPO 3.5100 20260302

- **C.1 - Title:** BANK OF MONTREAL TREASURY REPO 3.5100 20260302 3.510000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0639971J9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639971J9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-05-28      | 0.0000%  | 0.0000% | $384226500.00      | $380772303.80      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $127158900.00      | $129227722.88      | U.S. Treasuries (including strips) |

### Security 5: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360982X7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1360982X7
- **C.18 - Value (incl. sponsor support):** $79000000.00
- **C.18.a - Value (excl. sponsor support):** $79000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-04-01      | 5.5000%  | 0.0000% | $2508.00           | $92.19             | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $48984.00          | $44954.21          | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-04-01      | 4.1200%  | 0.0000% | $1001.00           | $1011.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-03-01      | 3.8500%  | 0.0000% | $178412.00         | $178326.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-02-01      | 6.5000%  | 0.0000% | $3671.00           | $107.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.9800%  | 0.0000% | $1011.00           | $1018.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1181.00           | $1156.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1710.00           | $799.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $16680.00          | $16204.45          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $29391.00          | $29397.89          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $267.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 2.0000%  | 0.0000% | $4951077.00        | $3095426.74        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $1984812.00        | $2035797.16        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $4285.00           | $2766.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $38489.00          | $8052.36           | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $58600.00          | $33415.76          | Agency Mortgage-Backed Securities  |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $141.25            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $1400.00           | $1385.30           | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $300.00            | $294.79            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $89.23             | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $5518300.00        | $4923895.92        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $2100.00           | $2101.45           | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $199.51            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $177.01            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $1100.00           | $1046.62           | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $21587300.00       | $21437833.95       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.70             | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $11251500.00       | $11783235.93       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $10136400.00       | $10289827.46       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $81800.00          | $89281.81          | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $12120500.00       | $12417866.49       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $202.12            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $7928000.00        | $7944882.92        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $4756800.00        | $4881073.35        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.97            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $15800.00          | $16520.13          | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $135500.00         | $140526.10         | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $1183300.00        | $1200019.54        | U.S. Treasuries (including strips) |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260306

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260306 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729918B0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729918B0
- **C.18 - Value (incl. sponsor support):** $79000000.00
- **C.18.a - Value (excl. sponsor support):** $79000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $30813000.00       | $40735350.88       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $97.17             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $40386200.00       | $39063335.74       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $13200.00          | $15017.35          | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $300.00            | $308.17            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $754800.00         | $765961.49         | U.S. Treasuries (including strips) |

### Security 7: CITIGROUP GLBL MKT INC TREASURY REPO 3.6600 20260302

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6600 20260302 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729959L8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729959L8
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 5.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $328100.00         | $328214.15         | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $6100.00           | $6415.79           | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $110.90            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $825219600.00      | $853675742.68      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $19800.00          | $20633.43          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $16533200.00       | $16718127.96       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $46862700.00       | $47250741.18       | U.S. Treasuries (including strips) |

### Security 8: CREDIT AGRICOLE TREASURY REPO 3.6600 20260302

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 3.6600 20260302 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258965V7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258965V7
- **C.18 - Value (incl. sponsor support):** $467150000.00
- **C.18.a - Value (excl. sponsor support):** $467150000.00
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-03-19      | 0.0000%  | 0.0000% | $27227000.00       | $27172518.77       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $8278400.00        | $8952789.66        | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $104.80            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $8913900.00        | $6514569.87        | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $77.00             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $40004400.00       | $31313555.49       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $71570700.00       | $43551700.18       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $12012200.00       | $11337887.98       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $29069400.00       | $37906059.80       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $17825200.00       | $21646039.20       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $142100.00         | $128356.31         | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.77             | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $24902400.00       | $25826764.70       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $49860800.00       | $53093261.43       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $22041000.00       | $22641343.07       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.93            | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $103.66            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $99416800.00       | $101068121.29      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $600.00            | $608.88            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $84628400.00       | $85313060.12       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $200.00            | $202.93            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $24900.00          | $25066.64          | U.S. Treasuries (including strips) |

### Security 9: CREDIT AGRICOLE MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258982B0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258982B0
- **C.18 - Value (incl. sponsor support):** $1232540000.00
- **C.18.a - Value (excl. sponsor support):** $1232540000.00
- **C.19 - Percentage of Net Assets:** 7.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2049-10-20      | 2.5000%  | 0.0000% | $1000.00           | $332.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-01-01      | 6.3030%  | 0.0000% | $3498000.00        | $261615.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 6.7650%  | 0.0000% | $3629770.00        | $145706.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 5.3710%  | 0.0000% | $10157969.00       | $234949.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 6.1010%  | 0.0000% | $2707444.00        | $24203.38          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.5000%  | 0.0000% | $10271008.00       | $305430.38         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-07-01      | 4.5000%  | 0.0000% | $227847.00         | $27594.60          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-02-01      | 3.5000%  | 0.0000% | $1354000.00        | $320285.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-03-01      | 4.0000%  | 0.0000% | $20738345.00       | $20603439.77       | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 3.5000%  | 0.0000% | $4583256.00        | $3339354.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.0000%  | 0.0000% | $818416.00         | $532517.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $6000.00           | $5256.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $51631424.00       | $43989115.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 2.0000%  | 0.0000% | $81000.00          | $60686.80          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $128535.00         | $25240.83          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $176070.00         | $113093.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 3.0000%  | 0.0000% | $133000.00         | $100415.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $8104545.00        | $6123043.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 4.0000%  | 0.0000% | $30000.00          | $27242.77          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $27192697.00       | $21651775.17       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1598000.00        | $892225.43         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $45287552.00       | $34277237.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2042-05-01      | 3.5000%  | 0.0000% | $14757980.00       | $1946493.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-12-01      | 4.1990%  | 0.0000% | $24104624.00       | $24138698.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 4.5000%  | 0.0000% | $9006000.00        | $9132453.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2033-12-01      | 4.5000%  | 0.0000% | $6428000.00        | $6572951.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-02-01      | 4.6500%  | 0.0000% | $8033505.00        | $8244073.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 4.6000%  | 0.0000% | $7384000.00        | $7565293.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.5000%  | 0.0000% | $3447221.00        | $1688564.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1830080.00        | $1214276.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $7587664.00        | $5124718.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $6047598.00        | $4591834.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $5138960.00        | $4086939.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $6390224.00        | $4723376.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $19498951.00       | $12879645.25       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $10922292.00       | $9666008.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $1659548.00        | $419515.94         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $10288130.00       | $7744568.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $2591215.00        | $2385492.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2046-02-01      | 4.5000%  | 0.0000% | $4010608.00        | $4039536.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $26006896.00       | $22664107.88       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $460433.00         | $377515.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 5.0000%  | 0.0000% | $1223248.00        | $1214568.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2046-01-01      | 5.0000%  | 0.0000% | $5211.00           | $5204.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $9487064.00        | $7090886.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 5.0000%  | 0.0000% | $1310985.00        | $876253.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 3.5000%  | 0.0000% | $865683.00         | $215799.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 5.7000%  | 0.0000% | $10024600.00       | $656114.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 6.1350%  | 0.0000% | $1447766.00        | $161665.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 7.5000%  | 0.0000% | $41330941.00       | $26021.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 3.5000%  | 0.0000% | $169247.00         | $4987.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 6.3100%  | 0.0000% | $6031392.00        | $116440.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 6.0000%  | 0.0000% | $60429930.00       | $388951.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 5.8930%  | 0.0000% | $2899000.00        | $318188.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 6.3620%  | 0.0000% | $18439168.00       | $366904.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $390952.00         | $63000.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $65790075.00       | $6247705.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 3.0000%  | 0.0000% | $2079092.00        | $260889.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.0000%  | 0.0000% | $3280704.00        | $410493.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-04-01      | 3.5000%  | 0.0000% | $494003.00         | $44877.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $449000.00         | $113697.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $52611207.00       | $15577269.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $5450872.00        | $1338573.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 6.1700%  | 0.0000% | $27161917.00       | $269659.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $398000.00         | $56362.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $1000000.00        | $221623.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $2990888.00        | $690243.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 5.5080%  | 0.0000% | $1966990.00        | $64135.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 5.5000%  | 0.0000% | $9385456.00        | $84607.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0080%  | 0.0000% | $14999000.00       | $63920.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 6.1750%  | 0.0000% | $1758240.00        | $115411.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.9650%  | 0.0000% | $2659144.00        | $86072.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1842896.00        | $1887241.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $982394.00         | $985936.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $4089221.00        | $4046422.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $518083.00         | $309963.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2853293.00        | $2489736.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $9743167.00        | $9008119.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1410002.00        | $1289708.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1265071.00        | $942075.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $3442922.00        | $3294789.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1352822.00        | $1345532.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1629504.00        | $1617202.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $5861.00           | $5738.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $9827669.00        | $10208212.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $423700.00         | $416119.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $191762.00         | $202694.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $2507680.00        | $2642641.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $68112168.00       | $14193897.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1884576.00        | $301127.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 2.5600%  | 0.0000% | $4998000.00        | $4498544.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-12-01      | 2.5000%  | 0.0000% | $2500002.00        | $152903.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $125358.00         | $30738.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-03-01      | 3.0000%  | 0.0000% | $6080000.00        | $131591.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $85118335.00       | $19530159.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 4.2400%  | 0.0000% | $1190000.00        | $1203021.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2953697.00        | $1840306.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $2883372.00        | $2595879.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $377337.00         | $353661.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $348362.00         | $321514.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $3427732.00        | $3010633.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $116355.00         | $114027.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.2840%  | 0.0000% | $2336507.00        | $1721805.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2760165.00        | $2678744.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $698862.00         | $669232.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $43069.00          | $42288.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1121029.00        | $905078.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 5.0400%  | 0.0000% | $6999000.00        | $7336327.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 4.7600%  | 0.0000% | $35161987.00       | $36664732.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $33054875.00       | $10308802.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $806529.00         | $98965.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.0000%  | 0.0000% | $449000.00         | $50882.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $571837.00         | $276701.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $2177632.00        | $496510.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $517000.00         | $123005.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $16206053.00       | $8491651.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $15506070.00       | $5816585.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1098000.00        | $551050.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $141170.00         | $68033.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $74813100.00       | $42037518.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $18715012.00       | $14446304.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3069821.00        | $2231036.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $36246453.00       | $26629276.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $14147380.00       | $13449558.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $8227968.00        | $7136993.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $2149329.00        | $2020859.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $13460993.00       | $13571732.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $3778330.00        | $3831023.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2628224.00        | $2710164.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $7191.00           | $6813.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 2.0000%  | 0.0000% | $210000.00         | $162032.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $8470581.00        | $8271537.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1810866.00        | $1733350.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $5099.00           | $5109.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $2196893.00        | $1905651.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $22493312.00       | $22432984.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $187948.00         | $37126.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $297999.00         | $137110.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $150005.00         | $75194.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $163647.00         | $105405.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $12234.00          | $11561.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $43237456.00       | $41970203.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $9474730.00        | $9636404.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $759506.00         | $92105.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.7440%  | 0.0000% | $15269279.00       | $112162.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.0000%  | 0.0000% | $2675061.00        | $181800.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $402585.00         | $49765.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 2.5000%  | 0.0000% | $1996000.00        | $98849.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $670000.00         | $330223.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $395000.00         | $360108.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $35454962.00       | $24182348.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $923.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 5.0000%  | 0.0000% | $717094.00         | $665546.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 5.5000%  | 0.0000% | $982807.00         | $934820.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $10791325.00       | $10519644.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.5000%  | 0.0000% | $501576.00         | $484987.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 5.0000%  | 0.0000% | $338973.00         | $339967.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 5.5000%  | 0.0000% | $540382.00         | $533928.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 4.5000%  | 0.0000% | $1694455.00        | $1702449.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 5.0000%  | 0.0000% | $29068789.00       | $29485231.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 5.5000%  | 0.0000% | $25287838.00       | $25909772.71       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $3092147.00        | $2976611.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $2776996.00        | $2685796.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $30360704.00       | $28907642.81       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $16485660.00       | $16555194.86       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1211094.00        | $1127464.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $688383.00         | $614625.04         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $37033152.00       | $33805476.64       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $38618162.00       | $36174583.93       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1601792.00        | $1558188.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $34970304.00       | $33092784.10       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $17960857.00       | $17936857.74       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $8300136.00        | $8295545.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $3783104.00        | $3343093.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.0000%  | 0.0000% | $862311.00         | $852400.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $10863723.00       | $9414335.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $31124799.00       | $30051411.47       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $36605328.00       | $35994612.15       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $7280.00           | $6874.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 7.0000%  | 0.0000% | $692560.00         | $644484.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $23124760.00       | $23831760.99       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $670131.00         | $655065.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $1032210.00        | $1023256.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $2869312.00        | $2842296.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1185320.00        | $1244111.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $3436435.00        | $3402702.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $12034240.00       | $12757802.69       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $13716.00          | $14475.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-05-15      | 3.5000%  | 0.0000% | $1016.00           | $127.04            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 3.5000%  | 0.0000% | $1280.00           | $155.68            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $1000.00           | $119.97            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 3.5000%  | 0.0000% | $2146.00           | $231.45            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 4.0000%  | 0.0000% | $1024.00           | $83.06             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 2.5000%  | 0.0000% | $1000.00           | $95.89             | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.5000%  | 0.0000% | $1000.00           | $342.98            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 2.5000%  | 0.0000% | $777624.00         | $553278.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $77049856.00       | $37705287.61       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 5.5000%  | 0.0000% | $1000.00           | $516.65            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $427.07            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $1008.00           | $404.20            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1508.00           | $755.49            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $2240.00           | $899.38            | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 6.2500%  | 0.0000% | $1000.00           | $1103.00           | Agency Mortgage-Backed Securities |
| GNMA          | 2061-03-15      | 5.4300%  | 0.0000% | $1024.00           | $1072.33           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1071.51           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $238500.00         | $259115.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.22           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $1010.12           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.11           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.24           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $119825951.00      | $121953138.04      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1024.00           | $875.81            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1680640.00        | $1662717.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1039.27           | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1024.00           | $518.72            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.46           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-02-20      | 4.0000%  | 0.0000% | $1000.00           | $42.62             | Agency Mortgage-Backed Securities |
| GNMA          | 2041-10-20      | 4.0000%  | 0.0000% | $1000.00           | $47.79             | Agency Mortgage-Backed Securities |
| GNMA          | 2029-02-15      | 5.5000%  | 0.0000% | $56528.00          | $1278.04           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $526.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $1152.00           | $532.92            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $1400.00           | $851.65            | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $1008.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.76           | Agency Mortgage-Backed Securities |

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $174964680.42
- **C.18.a - Value (excl. sponsor support):** $174964680.42
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74973791.26
- **C.18.a - Value (excl. sponsor support):** $74973791.26
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WK4, C.4 - ISIN: US3130B8WK49, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $249657755.98
- **C.18.a - Value (excl. sponsor support):** $249657755.98
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15009040.37
- **C.18.a - Value (excl. sponsor support):** $15009040.37
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15007147.47
- **C.18.a - Value (excl. sponsor support):** $15007147.47
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $7004722.25
- **C.18.a - Value (excl. sponsor support):** $7004722.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.822877%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30109137.64
- **C.18.a - Value (excl. sponsor support):** $30109137.64
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTQ2, C.4 - ISIN: US3134HCTQ25, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199891635.08
- **C.18.a - Value (excl. sponsor support):** $199891635.08
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWL9, C.4 - ISIN: US3134HCWL90, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $127999311.80
- **C.18.a - Value (excl. sponsor support):** $127999311.80
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3379856C4, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379856C4
- **C.18 - Value (incl. sponsor support):** $988000000.00
- **C.18.a - Value (excl. sponsor support):** $988000000.00
- **C.19 - Percentage of Net Assets:** 6.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $1070.00           | $185.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $11674854.00       | $1454075.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.5000%  | 0.0000% | $14073619.00       | $3543378.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1218000.00        | $852239.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $2253517.00        | $1407923.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1008.00           | $971.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.0000%  | 0.0000% | $2210699.00        | $1649224.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $432087.00         | $403200.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $115872.00         | $73016.75          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $1054921.00        | $707844.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $558.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $8247569.00        | $6116067.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $30575634.00       | $8306683.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $35208256.00       | $6389828.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $21963040.00       | $7757644.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $29975920.00       | $7986937.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $295.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $9590384.00        | $6219318.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $11539424.00       | $8188532.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $8128640.00        | $6724433.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $8162949.00        | $5649503.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $5585.08           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $1023045.00        | $715639.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $6963296.00        | $5567210.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $10292953.00       | $6058381.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $981.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $26119269.00       | $18055111.37       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1381158.00        | $1328558.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $800.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2395200.00        | $2248406.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $6696504.00        | $5602423.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $6860494.00        | $5772327.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $2044220.00        | $1482190.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $6945815.00        | $5873872.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $1581452.00        | $1150465.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1085493.00        | $708023.65         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $43732160.00       | $33274300.58       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $7369182.00        | $5408873.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $25167136.00       | $20317281.39       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $7970965.00        | $6274193.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 2.0000%  | 0.0000% | $1815.00           | $995.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $927.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $71958802.00       | $5506017.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $155999000.00      | $17728574.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $2016.00           | $148.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $49242752.00       | $9515757.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $26917846.00       | $2430116.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 3.5000%  | 0.0000% | $1020.00           | $178.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $53003053.00       | $8690136.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $57825005.00       | $7804014.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $239.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1008.00           | $199.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $7607260.00        | $1063864.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $65528822.00       | $17021922.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $145380256.00      | $20908553.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $204394153.00      | $35627687.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $9250831.00        | $953335.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $107.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.5000%  | 0.0000% | $20005221.00       | $2204003.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1030.00           | $91.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $139.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 5.5000%  | 0.0000% | $1014.00           | $6.18              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $1020.00           | $16.45             | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $913.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $2100.00           | $1753.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $11564912.00       | $11237532.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $9389863.00        | $7594412.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $8580912.00        | $7584792.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1228200.00        | $821634.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1703489.00        | $1612835.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1254198.00        | $1088443.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $9536673.00        | $8920095.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $930.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1140806.00        | $921536.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1202153.00        | $1300342.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $5937496.00        | $5878108.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1744984.00        | $1057328.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1095138.00        | $1182044.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1975785.00        | $1614181.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $15795400.00       | $14562114.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $9124799.00        | $8916564.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 4.5000%  | 0.0000% | $1487786.00        | $1466094.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 4.5000%  | 0.0000% | $1353778.00        | $1336773.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1326540.00        | $1383137.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1762834.00        | $1764908.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1166248.00        | $1237204.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1361009.00        | $1399984.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1314951.00        | $1013513.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1170778.00        | $1217970.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1333015.00        | $1371324.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1256528.00        | $1190622.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1519169.00        | $1557523.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1856800.00        | $1940432.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1050582.00        | $1070593.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3780650.00        | $3929990.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $1031908.00        | $1002035.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $934.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1112849.00        | $1139549.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $6220464.00        | $6337403.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $2608654.00        | $2681145.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1465850.00        | $1519033.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $1008.00           | $155.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $73620879.00       | $15466595.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $2258240.00        | $709122.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1280.00           | $193.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $24004.00          | $8114.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $21743771.00       | $3144301.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $5808296.00        | $1104892.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 6.0000%  | 0.0000% | $665000.00         | $122320.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $11937998.00       | $1276137.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 4.0000%  | 0.0000% | $1000.00           | $194.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $12281456.00       | $8764752.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1079940.00        | $371910.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1008.00           | $308.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $15787911.00       | $2722929.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1688660.00        | $1077349.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1916217.00        | $1238657.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $2571936.00        | $2627006.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1637686.00        | $1236972.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $969.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $902341.00         | $977049.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1087.00           | $735.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1750000.00        | $1255979.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $535.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $19491392.00       | $13017794.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $717.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2383832.00        | $2295370.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1025750.00        | $595634.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $441.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $727.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.0000%  | 0.0000% | $8987827.00        | $6696328.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $749.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $9980560.00        | $7243942.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $4000.00           | $2841.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1088.00           | $554.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $8701303.00        | $5955066.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $8517510.00        | $5970622.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $2152718.00        | $1783592.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $1640604.00        | $1302293.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $11358161.00       | $8374887.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $688.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $2053370.00        | $1941899.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $764.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1013700.00        | $759333.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $5928648.00        | $2416469.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $194.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $75712128.00       | $14477556.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $48731440.00       | $7466325.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 4.0000%  | 0.0000% | $8179516.00        | $1892590.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $13725417.00       | $2345918.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $158.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $1009.00           | $235.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $7311944.00        | $1793993.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.0000%  | 0.0000% | $14071040.00       | $3827825.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $24292520.00       | $11485561.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $4375000.00        | $1006069.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $2764643.00        | $1236034.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $416.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $12716835.00       | $6216562.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $57745479.00       | $25689383.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3542541.00        | $1849509.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $490.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $495.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $20235.00          | $10162.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $28543769.00       | $15587022.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3711076.00        | $2009360.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $554.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $578.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $429.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $2279.00           | $1162.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $261824.00         | $144135.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $555.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $532.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $551.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $95055121.00       | $52210871.75       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1026.00           | $528.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $582.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1102.00           | $592.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $554.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $443.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $4665522.00        | $2645958.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $83886500.00       | $44391666.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $13155.00          | $7421.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $487.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1614334.00        | $958546.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $55000.00          | $32491.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.5000%  | 0.0000% | $61544.00          | $30522.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $285835.00         | $170508.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $667.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $344810.00         | $222054.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $209000.00         | $136833.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $718.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $701.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1027.00           | $719.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1423.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2008.00           | $1423.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1120.00           | $811.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1398719.00        | $1075888.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1120.00           | $962.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $761.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $801.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1099.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2107.00           | $1676.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $789.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $796.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $11112432.00       | $8911462.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $245256.00         | $183296.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $682000.00         | $460037.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $857.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2062.00           | $1472.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $738.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $2129447.00        | $1679434.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $821.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $10694008.00       | $8549021.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $2128.00           | $1774.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1831284.00        | $1537588.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $42968400.00       | $35923662.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $805.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1056.00           | $822.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $717.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2216450.00        | $1581380.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1342162.00        | $952689.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $5967.00           | $3901.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $752.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $730.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1442.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $786.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $92820864.00       | $74939642.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $73477129.00       | $60420251.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $852.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $2083.00           | $1791.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1623.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2837.00           | $2199.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2048.00           | $1699.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1040.00           | $805.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $792.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $844.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1038.00           | $855.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $790.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1009.00           | $813.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $854798.00         | $761571.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $21072804.00       | $13614025.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $841.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $2008.00           | $1912.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $37718336.00       | $32328814.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $869.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1004.00           | $945.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $945.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $904.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $973.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $932.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $554.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-09-01      | 4.5000%  | 0.0000% | $2003.00           | $1552.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $47752.00          | $45396.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $4986432.00        | $4703923.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $4160.00           | $3699.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $3051.00           | $2639.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $802.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $998.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $501.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $622.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $614000.00         | $472177.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $198000.00         | $151570.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $530.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $768.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $29185920.00       | $29329193.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $176927.00         | $160195.87         | Agency Mortgage-Backed Securities |

### Security 20: FIXED INCOME CLEARING BNYM TREASURY REPO 3.6600 20260302

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 3.6600 20260302 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379887V5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379887V5
- **C.18 - Value (incl. sponsor support):** $1722000000.00
- **C.18.a - Value (excl. sponsor support):** $1722000000.00
- **C.19 - Percentage of Net Assets:** 10.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $1637689500.00     | $1735326229.09     | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $20719400.00       | $21113846.89       | U.S. Treasuries (including strips) |

### Security 21: FIXED INCOME CLEARING SSBT TREASURY REPO 3.6700 20260302

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379891K3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379891K3
- **C.18 - Value (incl. sponsor support):** $292000000.00
- **C.18.a - Value (excl. sponsor support):** $292000000.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $21000000.00       | $19958370.81       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $25000000.00       | $27721677.50       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $25000000.00       | $25868990.50       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $173979200.00      | $176417709.90      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $13180100.00       | $13397399.91       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $9800000.00        | $10056160.73       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $24000000.00       | $24419691.12       | U.S. Treasuries (including strips) |

### Security 22: FIXED INCOME CLEARING SSBT TREASURY REPO 3.5400 20260302

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.5400 20260302 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379891M9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379891M9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 4.5900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $8094200.00        | $8340558.47        | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45265993.50       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $395678500.00      | $401040873.50      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $280220300.00      | $285093252.60      | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 3.7500%  | 0.0000% | $25000000.00       | $25259378.25       | U.S. Treasuries (including strips) |

### Security 23: GOLDMAN SACHS & CO MORTGAGE REPO 3.6600 20260304

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6600 20260304 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: 3819872D7, C.4 - ISIN: N/A, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819872D7
- **C.18 - Value (incl. sponsor support):** $173000000.00
- **C.18.a - Value (excl. sponsor support):** $173000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $174114200.00      | $176460054.00      | U.S. Treasuries (including strips) |

### Security 24: GOLDMAN SACHS GROUP INC/THE REPO 3.6700 20260302

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819872G0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819872G0
- **C.18 - Value (incl. sponsor support):** $128000000.00
- **C.18.a - Value (excl. sponsor support):** $128000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-05-01      | 6.0000%  | 0.0000% | $3713.00           | $2.67              | Agency Mortgage-Backed Securities  |
| FMAC          | 2027-11-01      | 5.5000%  | 0.0000% | $7157.00           | $3.64              | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-08-15      | 4.0000%  | 0.0000% | $758654.00         | $83555.39          | Agency Mortgage-Backed Securities  |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $53260000.00       | $55218690.94       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $58314800.00       | $75257747.38       | U.S. Treasuries (including strips) |

### Security 25: HSBC SEC USA INC MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 4049898K4, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 4049898K4
- **C.18 - Value (incl. sponsor support):** $84000000.00
- **C.18.a - Value (excl. sponsor support):** $84000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $4000000.00        | $712233.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $187445.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-06-01      | 4.0000%  | 0.0000% | $1040000.00        | $143785.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-02-01      | 3.0000%  | 0.0000% | $1300000.00        | $149886.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $152703.00         | $147417.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1137728.00        | $1012027.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1632752.00        | $1425736.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.2100%  | 0.0000% | $934677.00         | $823979.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.8100%  | 0.0000% | $9626000.00        | $9474002.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1718112.00        | $1500117.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $234430.00         | $248567.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 3.4300%  | 0.0000% | $10000000.00       | $9529022.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 3.6200%  | 0.0000% | $1500000.00        | $1452107.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 2.0900%  | 0.0000% | $13400000.00       | $11925864.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.6100%  | 0.0000% | $57355.00          | $46553.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-01-01      | 1.8000%  | 0.0000% | $13933099.00       | $12369345.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $4837000.00        | $3370523.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1201018.00        | $1051917.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-12-01      | 4.8600%  | 0.0000% | $6720000.00        | $6992462.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $400000.00         | $225172.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 3.0000%  | 0.0000% | $494735.00         | $233542.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1055000.00        | $131239.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $9997248.00        | $10187142.19       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $12058137.00       | $12339905.80       | Agency Mortgage-Backed Securities |

### Security 26: JP MORGAN SEC LLC MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 6169972F8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169972F8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2056-01-01      | 5.0260%  | 0.0000% | $67352064.00       | $67401214.58       | Agency Mortgage-Backed Securities |
| FMAC          | 2033-02-01      | 2.5000%  | 0.0000% | $10092816.00       | $1050986.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2031-12-01      | 3.0000%  | 0.0000% | $13100000.00       | $2036222.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 6.2950%  | 0.0000% | $100007927.00      | $38063.84          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-11-01      | 6.2650%  | 0.0000% | $200000.00         | $6184.41           | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $35944640.00       | $998218.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 3.5000%  | 0.0000% | $2000000.00        | $185263.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-05-01      | 4.5000%  | 0.0000% | $15000000.00       | $1531090.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 3.6800%  | 0.0000% | $24756672.00       | $24762434.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 5.5000%  | 0.0000% | $96578560.00       | $432466.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $8000000.00        | $980838.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 6.0670%  | 0.0000% | $13689744.00       | $332785.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $12000000.00       | $1733729.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $2980000.00        | $732777.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $3890000.00        | $1206973.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $44000000.00       | $8635093.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-12-01      | 4.1440%  | 0.0000% | $18100000.00       | $16881845.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 3.5500%  | 0.0000% | $690950.00         | $686695.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 3.6800%  | 0.0000% | $19776000.00       | $19368550.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 3.6100%  | 0.0000% | $12145504.00       | $11377875.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $4494936.00        | $516922.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 5.5000%  | 0.0000% | $3637982.00        | $32621.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 5.0000%  | 0.0000% | $1950000.00        | $159239.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.9560%  | 0.0000% | $15310352.00       | $10865247.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1752744.00        | $1393566.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $1752924.00        | $1755651.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $15012080.00       | $14716125.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1006474.00        | $859918.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1496100.00        | $1577871.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $803558.00         | $848303.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1589120.00        | $1651508.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1426324.00        | $1472522.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $2718970.00        | $2671684.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $2140972.00        | $2262642.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1301040.00        | $172057.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $10000000.00       | $2592686.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.5900%  | 0.0000% | $740000.00         | $710879.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 3.0000%  | 0.0000% | $2180016.00        | $336725.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $4695000.00        | $1259713.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 2.2600%  | 0.0000% | $4710000.00        | $3503873.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 2.1600%  | 0.0000% | $9973000.00        | $7174277.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-11-01      | 5.2450%  | 0.0000% | $42012000.00       | $45072870.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1089550.00        | $679943.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $2693556.00        | $2850534.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.8300%  | 0.0000% | $8474800.00        | $8675847.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-03-01      | 4.8800%  | 0.0000% | $11500000.00       | $11967066.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 4.3500%  | 0.0000% | $28871000.00       | $29481843.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 4.5000%  | 0.0000% | $28910000.00       | $29704360.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2334996.00        | $1291050.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $11000.00          | $7307.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $248010.00         | $205371.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $19079712.00       | $11501103.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $3637424.00        | $3803120.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $12210159.00       | $12440798.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $1061660.00        | $1115446.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1415700.00        | $1436827.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.7100%  | 0.0000% | $8586420.00        | $8686499.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $3584356.00        | $3629444.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $3592880.00        | $3622025.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $11301536.00       | $11424995.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $125000.00         | $78924.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $600000.00         | $427629.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1036846.00        | $648131.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $440000.00         | $416466.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $1700000.00        | $1400828.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.8280%  | 0.0000% | $8090000.00        | $57602.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $727590.00         | $655363.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 3.0000%  | 0.0000% | $459935.00         | $294939.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $80968448.00       | $73816228.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 6.5000%  | 0.0000% | $78750.00          | $48926.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 4.0000%  | 0.0000% | $1961264.00        | $1837652.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 5.5000%  | 0.0000% | $148000000.00      | $2855097.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 6.3520%  | 0.0000% | $341000.00         | $5916.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.3070%  | 0.0000% | $5040152.00        | $5176643.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-07-01      | 4.0000%  | 0.0000% | $17856200.00       | $17769845.44       | Agency Mortgage-Backed Securities |

### Security 27: RBC DS MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** RBC DS MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809799X0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809799X0
- **C.18 - Value (incl. sponsor support):** $64000000.00
- **C.18.a - Value (excl. sponsor support):** $64000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-09-01      | 5.5000%  | 0.0000% | $83145.00          | $860.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $36418.00          | $661.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-07-01      | 5.5000%  | 0.0000% | $22830.00          | $95.34             | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-04-01      | 6.0500%  | 0.0000% | $2070.00           | $62.08             | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-12-01      | 4.5000%  | 0.0000% | $12822.00          | $787.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-09-01      | 5.0000%  | 0.0000% | $1385.00           | $46.11             | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-10-01      | 3.0000%  | 0.0000% | $14442.00          | $824.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-04-01      | 3.0000%  | 0.0000% | $37366.00          | $853.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $728.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $744.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $835.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $844.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $80047262.00       | $14381040.51       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $748.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $755.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $679.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $2067.00           | $1728.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $670.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $815.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $877.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $161.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-02-01      | 4.0000%  | 0.0000% | $1014.00           | $16.59             | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $663.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $680.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $776.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $879.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $745.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $707.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $675.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $799.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $834.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $676.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $667.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $879.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $828.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $662.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $684.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $722.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $834.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $829.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $889.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $776.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $978.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $926.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $975.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $410.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $660.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $641.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $754.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $974.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $798.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $884.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $830.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-08-01      | 7.5000%  | 0.0000% | $1000.00           | $0.84              | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-05-01      | 6.5000%  | 0.0000% | $1068.00           | $1.75              | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $178.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $105.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $1008.00           | $160.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $227.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $113.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $102.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $77.32             | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-02-01      | 2.5000%  | 0.0000% | $1000.00           | $140.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $173.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-11-01      | 3.0000%  | 0.0000% | $1000.00           | $127.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $1024.00           | $159.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $47.00             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $58.44             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $161.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-08-01      | 6.0000%  | 0.0000% | $1802.00           | $12.33             | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $883.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $923.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $359.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $1008.00           | $755.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $849.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $851.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $854.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $874.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $749.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $862.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $918.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $844.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $951.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $923.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $974.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $934.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $775.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $997.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1055.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1065.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1034.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $113.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $415.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-08-01      | 3.0000%  | 0.0000% | $1000.00           | $301.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $187.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $367.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $186.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 5.0000%  | 0.0000% | $1000.00           | $731.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1024.00           | $626.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $260.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $182.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $433.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $481.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $471.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $545.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $441.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $420.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $409.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $520.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $637.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $617.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $783.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $852.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $889.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $762.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $780.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1053.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $727.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $668.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $591.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $826.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $811.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $708.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $618.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $754.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $675.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $796.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $654.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1008.00           | $688.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $811.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $789.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $752.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $763.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1008.00           | $644.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $730.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $743.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $827.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $806.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $880.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $761.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $815.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $446.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $977.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $769.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 8.0000%  | 0.0000% | $1000.00           | $916.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $311.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $205.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $71.41             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $1120.00           | $160.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $1000.00           | $320.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $86.98             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $1024.00           | $188.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1008.00           | $201.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $208.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $430.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $490.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $781.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $575.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 1.5000%  | 0.0000% | $1000.00           | $477.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $754.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $781.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $835.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $1008.00           | $878.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $770.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $783.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $758.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $704.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $885.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $889.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $900.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $966.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $872.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2310220.00        | $2162390.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $864.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $11196293.00       | $9515509.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $1040.00           | $941.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $866.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $217.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1120.00           | $317.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $176.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $441.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $473.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $497.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $10057340.00       | $7036933.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $728.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $727.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 3.5000%  | 0.0000% | $131997.00         | $99845.12          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $2674172.00        | $2044319.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $744.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1036.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-11-01      | 6.0000%  | 0.0000% | $1001.00           | $19.67             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 5.5000%  | 0.0000% | $2987.00           | $26.02             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $1000.00           | $181.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-09-01      | 2.0000%  | 0.0000% | $1000.00           | $12.40             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $4092.00           | $563.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $127.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-05-01      | 3.5000%  | 0.0000% | $1133596.00        | $61950.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $119.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $96.39             | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $173.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $405.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 2.5000%  | 0.0000% | $159000.00         | $75088.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $801.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $172001.00         | $154463.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $661.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $450.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1040.00           | $788.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1834519.00        | $1406900.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $803.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $786.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $810.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1024.00           | $713.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 5.5000%  | 0.0000% | $1000.00           | $879.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $981.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $2597993.00        | $2352313.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $536.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $879.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $930.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $843.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $843.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1046.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $886.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $855.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1040.00           | $922.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $858.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $972.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $959.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $870.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $1040.00           | $940.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $839.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $855.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 7.0000%  | 0.0000% | $1008.00           | $635.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $969.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $920.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $951.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $967.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 5.5000%  | 0.0000% | $1024.00           | $825.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1036.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.24           | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-07-20      | 4.0000%  | 0.0000% | $1012.00           | $48.12             | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-04-15      | 3.5000%  | 0.0000% | $1000.00           | $41.58             | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $102.93            | Agency Mortgage-Backed Securities  |
| GNMA          | 2026-08-15      | 1.6600%  | 0.0000% | $1000.00           | $41.47             | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-02-20      | 2.5000%  | 0.0000% | $1000.00           | $131.88            | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-12-20      | 2.5000%  | 0.0000% | $1000.00           | $57.26             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $87.21             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-09-20      | 5.0000%  | 0.0000% | $1000.00           | $87.22             | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-02-20      | 4.0000%  | 0.0000% | $3542.00           | $346.91            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $131.50            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-12-20      | 5.0000%  | 0.0000% | $1000.00           | $60.23             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 4.5000%  | 0.0000% | $315006.00         | $26519.49          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $382.45            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 3.5000%  | 0.0000% | $60005.00          | $41972.47          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $14000.00          | $9364.25           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 4.5000%  | 0.0000% | $1000.00           | $912.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-01-15      | 4.4500%  | 0.0000% | $1008.00           | $975.64            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-02-15      | 4.3500%  | 0.0000% | $1000.00           | $962.86            | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-07-15      | 4.0000%  | 0.0000% | $1832998.00        | $100862.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-15      | 5.6700%  | 0.0000% | $1000.00           | $962.08            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $1038122.00        | $1034136.84        | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-07-15      | 5.3500%  | 0.0000% | $1000.00           | $1031.67           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 5.3900%  | 0.0000% | $1000.00           | $1046.85           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 4.5000%  | 0.0000% | $1003.00           | $945.31            | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-05-15      | 5.7600%  | 0.0000% | $1000.00           | $1069.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.96           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-11-15      | 5.5900%  | 0.0000% | $1000.00           | $1063.32           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-10-20      | 5.0000%  | 0.0000% | $1000.00           | $972.47            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1004.00           | $1026.99           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.61           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $5036.00           | $5281.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $897.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $6763.00           | $6892.50           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.08           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1046.06           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1042.99           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2061-03-15      | 5.5300%  | 0.0000% | $1010.00           | $1065.33           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $1008.00           | $1014.12           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $8704.00           | $8829.94           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $3000.00           | $1724.14           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $948.25            | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $23796737.00       | $24488349.50       | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2034-12-20      | 5.5000%  | 0.0000% | $25005.00          | $366.73            | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-10-20      | 6.5000%  | 0.0000% | $6835651.00        | $71511.92          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-01-20      | 4.0000%  | 0.0000% | $1017.00           | $53.25             | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-10-20      | 4.0000%  | 0.0000% | $1000.00           | $47.79             | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-07-20      | 4.5000%  | 0.0000% | $1001.00           | $232.44            | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-10-15      | 4.5000%  | 0.0000% | $1000.00           | $36.19             | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-11-15      | 4.5000%  | 0.0000% | $1000.00           | $41.76             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $1059.00           | $526.94            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 3.5000%  | 0.0000% | $1038.00           | $197.13            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $448.41            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 3.0000%  | 0.0000% | $1024.00           | $504.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 4.5000%  | 0.0000% | $1053.00           | $326.22            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 5.5000%  | 0.0000% | $1033.00           | $985.67            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 5.0000%  | 0.0000% | $1010.00           | $907.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-12-15      | 5.5000%  | 0.0000% | $1003.00           | $8.31              | Agency Mortgage-Backed Securities  |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $500.00            | $475.16            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $135.86            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |

### Security 28: TD SECURITIES USA LLC MORTGAGE REPO 3.6700 20260306

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.6700 20260306 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 8919942Q7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919942Q7
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $6540000.00        | $8748135.32        | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $49398900.00       | $52451924.59       | U.S. Treasuries (including strips) |

### Security 29: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $648429152.74
- **C.18.a - Value (excl. sponsor support):** $648429152.74
- **C.19 - Percentage of Net Assets:** 3.9700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1096572713.39
- **C.18.a - Value (excl. sponsor support):** $1096572713.39
- **C.19 - Percentage of Net Assets:** 6.7100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 31: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $283121514.38
- **C.18.a - Value (excl. sponsor support):** $283121514.38
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $274972519.58
- **C.18.a - Value (excl. sponsor support):** $274972519.58
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $347215157.38
- **C.18.a - Value (excl. sponsor support):** $347215157.38
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $169581119.47
- **C.18.a - Value (excl. sponsor support):** $169581119.47
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1625248068.50
- **C.18.a - Value (excl. sponsor support):** $1625248068.50
- **C.19 - Percentage of Net Assets:** 9.9400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $791037926.75
- **C.18.a - Value (excl. sponsor support):** $791037926.75
- **C.19 - Percentage of Net Assets:** 4.8400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $94309765.63
- **C.18.a - Value (excl. sponsor support):** $94309765.63
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40620429.69
- **C.18.a - Value (excl. sponsor support):** $40620429.69
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52991718.75
- **C.18.a - Value (excl. sponsor support):** $52991718.75
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $159211171.88
- **C.18.a - Value (excl. sponsor support):** $159211171.88
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $115619921.88
- **C.18.a - Value (excl. sponsor support):** $115619921.88
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.772877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100015549.74
- **C.18.a - Value (excl. sponsor support):** $100015549.74
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $135416601.56
- **C.18.a - Value (excl. sponsor support):** $135416601.56
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.804877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $320167948.19
- **C.18.a - Value (excl. sponsor support):** $320167948.19
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40010937.50
- **C.18.a - Value (excl. sponsor support):** $40010937.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35198242.19
- **C.18.a - Value (excl. sponsor support):** $35198242.19
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $110567187.50
- **C.18.a - Value (excl. sponsor support):** $110567187.50
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.781877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $330368569.77
- **C.18.a - Value (excl. sponsor support):** $330368569.77
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.812877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100160613.41
- **C.18.a - Value (excl. sponsor support):** $100160613.41
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.721877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124994128.30
- **C.18.a - Value (excl. sponsor support):** $124994128.30
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: WELLS FARGO SECURITIES MORTGAGE REPO 3.6700 20260306

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.6700 20260306 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 9499842Q0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 9499842Q0
- **C.18 - Value (incl. sponsor support):** $274000000.00
- **C.18.a - Value (excl. sponsor support):** $274000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2044-11-01      | 4.5000%  | 0.0000% | $10000000.00       | $1085457.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2363468.00        | $2327043.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 4.5000%  | 0.0000% | $867889.00         | $74591.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $62814331.00       | $40854975.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $104174.00         | $104948.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-05-01      | 1.5000%  | 0.0000% | $5000000.00        | $1790529.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $250126500.00      | $186564669.50      | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $48686923.00       | $46677785.26       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** T. ROWE PRICE RESERVE INVESTMENT FUNDS, INC.

**Date:** 2026-03-06

**By:** Alan S. Dupski

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

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