# EDGAR Filing Document

**Accession Number:** 0001034386
**File Stem:** 0001193125-26-007093
**Filing Date:** 2026-1
**Character Count:** 211492
**Document Hash:** 1af54fd23150aca83f77a5689aa51bfc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007093.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007093

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**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:** 26517733

**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):** 2025-12-31

**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:** 29 days

- **WAL:** 70 days

- **Total Value of Portfolio Securities:** $13056750343.65

- **Amortized Cost of Portfolio Securities:** $13053892620.86

- **Cash:** $4946.85

- **Total Other Assets:** $13931606.40

- **Total Liabilities:** $42925794.13

- **Net Assets of Series:** $13024903379.98

- **Number of Shares Outstanding (Series):** 13019567733.9100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $12556935083.89           | $13142935083.89            | 92.7900%                  | 97.1200%                   |
| 2025-12-02 | $12772681816.99           | $13184681816.99            | 94.0900%                  | 97.1300%                   |
| 2025-12-03 | $11681140998.98           | $12261140998.98            | 92.3300%                  | 96.9200%                   |
| 2025-12-04 | $12271179042.41           | $12578179042.41            | 94.6200%                  | 96.9900%                   |
| 2025-12-05 | $11861262768.76           | $12284262768.76            | 93.5700%                  | 96.9000%                   |
| 2025-12-08 | $11710890516.31           | $12209890516.31            | 92.9300%                  | 96.8900%                   |
| 2025-12-09 | $11968103962.16           | $12299103962.16            | 94.3000%                  | 96.9100%                   |
| 2025-12-10 | $12474179409.45           | $12953179409.45            | 91.7500%                  | 95.2800%                   |
| 2025-12-11 | $13697263129.82           | $13921263129.82            | 94.0500%                  | 95.5900%                   |
| 2025-12-12 | $12046754223.39           | $12428754223.39            | 92.1500%                  | 95.0700%                   |
| 2025-12-15 | $12177620263.28           | $12631620263.28            | 91.7600%                  | 95.1800%                   |
| 2025-12-16 | $12432169878.58           | $12738169878.58            | 92.9200%                  | 95.2100%                   |
| 2025-12-17 | $11891234544.62           | $12364234544.62            | 91.4400%                  | 95.0700%                   |
| 2025-12-18 | $11523743772.95           | $11762743772.95            | 92.9100%                  | 94.8300%                   |
| 2025-12-19 | $11377518669.85           | $11727518669.85            | 91.9700%                  | 94.8000%                   |
| 2025-12-22 | $11256672985.19           | $11754672985.19            | 90.8100%                  | 94.8200%                   |
| 2025-12-23 | $11124410297.85           | $11455410297.85            | 91.9600%                  | 94.6900%                   |
| 2025-12-24 | $11307889713.79           | $11558889713.79            | 92.6700%                  | 94.7300%                   |
| 2025-12-26 | $11545936869.15           | $11923936869.15            | 91.8600%                  | 94.8700%                   |
| 2025-12-29 | $11844723779.21           | $12325723779.21            | 91.3300%                  | 95.0400%                   |
| 2025-12-30 | $12138959760.21           | $12516959760.21            | 92.2400%                  | 95.1100%                   |
| 2025-12-31 | $12165921600.30           | $12426921600.30            | 93.1000%                  | 95.1000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0300%             |
| 2025-12-02 | 4.0200%             |
| 2025-12-03 | 4.0100%             |
| 2025-12-04 | 4.0000%             |
| 2025-12-05 | 3.9600%             |
| 2025-12-08 | 3.9600%             |
| 2025-12-09 | 3.9500%             |
| 2025-12-10 | 3.9400%             |
| 2025-12-11 | 3.9200%             |
| 2025-12-12 | 3.8400%             |
| 2025-12-15 | 3.8100%             |
| 2025-12-16 | 3.7800%             |
| 2025-12-17 | 3.7600%             |
| 2025-12-18 | 3.7600%             |
| 2025-12-19 | 3.7100%             |
| 2025-12-22 | 3.7000%             |
| 2025-12-23 | 3.7000%             |
| 2025-12-24 | 3.7000%             |
| 2025-12-26 | 3.7600%             |
| 2025-12-29 | 3.7700%             |
| 2025-12-30 | 3.7700%             |
| 2025-12-31 | 3.7700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0005                      |
|  |  |
| 2025-12-02 | 1.0005                      |
|  |  |
| 2025-12-03 | 1.0006                      |
|  |  |
| 2025-12-04 | 1.0006                      |
|  |  |
| 2025-12-05 | 1.0006                      |
|  |  |
| 2025-12-08 | 1.0006                      |
|  |  |
| 2025-12-09 | 1.0006                      |
|  |  |
| 2025-12-10 | 1.0005                      |
|  |  |
| 2025-12-11 | 1.0005                      |
|  |  |
| 2025-12-12 | 1.0006                      |
|  |  |
| 2025-12-15 | 1.0006                      |
|  |  |
| 2025-12-16 | 1.0006                      |
|  |  |
| 2025-12-17 | 1.0006                      |
|  |  |
| 2025-12-18 | 1.0007                      |
|  |  |
| 2025-12-19 | 1.0007                      |
|  |  |
| 2025-12-22 | 1.0007                      |
|  |  |
| 2025-12-23 | 1.0007                      |
|  |  |
| 2025-12-24 | 1.0007                      |
|  |  |
| 2025-12-26 | 1.0007                      |
|  |  |
| 2025-12-29 | 1.0007                      |
|  |  |
| 2025-12-30 | 1.0006                      |
|  |  |
| 2025-12-31 | 1.0006                      |
|  |  |

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

### Class: 00

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $13024903379.98

- **Number of Shares Outstanding:** 13019567733.9100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0005          |
|  |  |
| 2025-12-02 | 1.0005          |
|  |  |
| 2025-12-03 | 1.0006          |
|  |  |
| 2025-12-04 | 1.0006          |
|  |  |
| 2025-12-05 | 1.0006          |
|  |  |
| 2025-12-08 | 1.0006          |
|  |  |
| 2025-12-09 | 1.0006          |
|  |  |
| 2025-12-10 | 1.0005          |
|  |  |
| 2025-12-11 | 1.0005          |
|  |  |
| 2025-12-12 | 1.0006          |
|  |  |
| 2025-12-15 | 1.0006          |
|  |  |
| 2025-12-16 | 1.0006          |
|  |  |
| 2025-12-17 | 1.0006          |
|  |  |
| 2025-12-18 | 1.0007          |
|  |  |
| 2025-12-19 | 1.0007          |
|  |  |
| 2025-12-22 | 1.0007          |
|  |  |
| 2025-12-23 | 1.0007          |
|  |  |
| 2025-12-24 | 1.0007          |
|  |  |
| 2025-12-26 | 1.0007          |
|  |  |
| 2025-12-29 | 1.0007          |
|  |  |
| 2025-12-30 | 1.0006          |
|  |  |
| 2025-12-31 | 1.0006          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1232567280.00            | $290119171.49           |
| 2025-12-02 | $671048056.79             | $1025720925.99          |
| 2025-12-03 | $432166931.29             | $961900985.80           |
| 2025-12-04 | $1198089120.97            | $882172192.39           |
| 2025-12-05 | $470948857.06             | $766764269.79           |
| 2025-12-08 | $455145491.41             | $632562969.40           |
| 2025-12-09 | $653340441.67             | $464775302.29           |
| 2025-12-10 | $1157974633.51            | $505150772.01           |
| 2025-12-11 | $1726058716.76            | $509092709.34           |
| 2025-12-12 | $404520908.70             | $1898902944.92          |
| 2025-12-15 | $751533010.16             | $554823002.53           |
| 2025-12-16 | $856349394.72             | $786164281.10           |
| 2025-12-17 | $628628288.69             | $967822804.42           |
| 2025-12-18 | $885550352.83             | $1488098532.29          |
| 2025-12-19 | $594107015.03             | $631013990.14           |
| 2025-12-22 | $787957890.69             | $763430788.44           |
| 2025-12-23 | $417938884.33             | $718203923.08           |
| 2025-12-24 | $426172177.53             | $323986751.63           |
| 2025-12-26 | $554829916.70             | $192099972.45           |
| 2025-12-29 | $610333954.58             | $211297835.97           |
| 2025-12-30 | $499969974.94             | $309807352.30           |
| 2025-12-31 | $438322798.41             | $533758019.54           |

**Total Gross Subscriptions (Month):** $15853554096.77

**Total Gross Redemptions (Month):** $15417669497.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 4.0200%           |
| 2025-12-02 | 4.0200%           |
| 2025-12-03 | 4.0100%           |
| 2025-12-04 | 3.9900%           |
| 2025-12-05 | 3.9600%           |
| 2025-12-08 | 3.9500%           |
| 2025-12-09 | 3.9500%           |
| 2025-12-10 | 3.9400%           |
| 2025-12-11 | 3.9000%           |
| 2025-12-12 | 3.8200%           |
| 2025-12-15 | 3.8000%           |
| 2025-12-16 | 3.7700%           |
| 2025-12-17 | 3.7400%           |
| 2025-12-18 | 3.7600%           |
| 2025-12-19 | 3.7400%           |
| 2025-12-22 | 3.7300%           |
| 2025-12-23 | 3.7300%           |
| 2025-12-24 | 3.7400%           |
| 2025-12-26 | 3.7600%           |
| 2025-12-29 | 3.7700%           |
| 2025-12-30 | 3.7700%           |
| 2025-12-31 | 3.7700%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP PARIBAS PARIS MORTGAGE REPO 3.8200 20260102

- **C.1 - Title:** BNP PARIBAS PARIS MORTGAGE REPO 3.8200 20260102 3.820000%
- **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: 0559734D0, C.5 - Other ID: 0559734D0
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $3834400.00        | $2292806.32        | U.S. Treasuries (including strips) |
| FNMA          | 2054-01-01      | 4.1850%  | 0.0000% | $15593904.00       | $14486590.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 4.3000%  | 0.0000% | $598528.00         | $600126.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $3087710.00        | $3127027.87        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1770180.00        | $1743597.21        | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-01-15      | 4.0000%  | 0.0000% | $1271.00           | $65.79             | Agency Mortgage-Backed Securities  |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $38254200.00       | $33607189.69       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $187.94            | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $96555500.00       | $98957894.20       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $23166900.00       | $23684519.20       | U.S. Treasuries (including strips) |

### Security 2: BNP PARIBAS PARIS TREASURY REPO 3.7200 20260105

- **C.1 - Title:** BNP PARIBAS PARIS TREASURY REPO 3.7200 20260105 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0559753F1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0559753F1
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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          | 2039-05-15      | 4.2500%  | 0.0000% | $1100.00           | $1087.80           | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $400.00            | $408.84            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $12856000.00       | $13256970.83       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $1600.00           | $1631.39           | U.S. Treasuries (including strips) |

### Security 3: BANK OF AMERICA SEC MORTGAGE REPO 3.8500 20260102

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 3.8500 20260102 3.850000%
- **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: 0609949D4, C.5 - Other ID: 0609949D4
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2047-07-01      | 4.5000%  | 0.0000% | $282000.00         | $32368.43          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $300000.00         | $217100.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $574999.00         | $331143.15         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $90000.00          | $67413.66          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $311999.00         | $54005.87          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $1657804.00        | $463770.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $445114.00         | $66920.96          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $66367.00          | $45706.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $825000.00         | $162727.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 4.0000%  | 0.0000% | $41000.00          | $8427.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $42749.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $70333.00          | $33687.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $33192.00          | $28434.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $600000.00         | $404729.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $913118.00         | $653586.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $60000.00          | $36179.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $38000.00          | $28874.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $699993.00         | $265300.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 2.5000%  | 0.0000% | $25000.00          | $16014.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 4.0000%  | 0.0000% | $80000.00          | $45068.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $255000.00         | $55682.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 4.5000%  | 0.0000% | $2999.00           | $107.87            | Agency Mortgage-Backed Securities |

### Security 4: BMO CAPITAL MARKETS MORTGAGE REPO 3.8500 20260102

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.8500 20260102 3.850000%
- **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: 0639922W0, C.5 - Other ID: 0639922W0
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $2009100.00        | $2040100.41        | U.S. Treasuries (including strips) |

### Security 5: BANK OF MONTREAL MORTGAGE REPO 3.8500 20260102

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 3.8500 20260102 3.850000%
- **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: 0639956B5, C.5 - Other ID: 0639956B5
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $2980164.00        | $3060000.60        | Agency Mortgage-Backed Securities |

### Security 6: BANK OF MONTREAL MORTGAGE REPO 3.6000 20260102

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 3.6000 20260102 3.600000%
- **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: 0639956C3, C.5 - Other ID: 0639956C3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 3.8400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2053-11-01      | 3.5000%  | 0.0000% | $29026083.00       | $24389012.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $22854333.00       | $22045762.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.0000%  | 0.0000% | $32117884.00       | $27248531.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $25153130.00       | $25611774.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-03-01      | 2.0000%  | 0.0000% | $6143673.00        | $5588490.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 4.0000%  | 0.0000% | $23255467.00       | $22548159.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $35000000.00       | $23034285.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $30025757.00       | $24669604.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $28429617.00       | $23476284.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 3.5000%  | 0.0000% | $25147933.00       | $22297700.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 3.5000%  | 0.0000% | $28589269.00       | $25366557.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 3.5000%  | 0.0000% | $27512827.00       | $25009326.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $25078607.00       | $25340420.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 3.5000%  | 0.0000% | $26092893.00       | $24305834.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $27969858.00       | $24792946.39       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $24820000.00       | $23052490.93       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $21934824.00       | $23046034.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $25000017.00       | $25378761.58       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 3.5000%  | 0.0000% | $24512655.00       | $22202086.65       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 3.5000%  | 0.0000% | $23724439.00       | $21952952.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 4.5000%  | 0.0000% | $25972564.00       | $24960719.27       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-12-01      | 3.5000%  | 0.0000% | $24266288.00       | $23682263.16       | Agency Mortgage-Backed Securities |

### Security 7: CANADIAN IMPERIAL BANK NY REPO REPO 3.8300 20260102

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 3.8300 20260102 3.830000%
- **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: 1360981C4, C.5 - Other ID: 1360981C4
- **C.18 - Value (incl. sponsor support):** $276000000.00
- **C.18.a - Value (excl. sponsor support):** $276000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2051-10-01      | 2.5000%  | 0.0000% | $17276562.00       | $10205757.63       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $3447.00           | $1581.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1566697.00        | $1250162.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $5864307.00        | $5351626.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.9800%  | 0.0000% | $28105000.00       | $28061427.89       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.9000%  | 0.0000% | $66840000.00       | $66494838.24       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.1600%  | 0.0000% | $19386743.00       | $19504065.11       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $150669.00         | $108178.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $3426000.00        | $3310004.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $46086.00          | $36979.16          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $16747584.00       | $13469355.82       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $119074158.00      | $31862044.11       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $3055.00           | $3063.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $8207024.00        | $8347881.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $907576.00         | $793235.10         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $3703.00           | $3475.11           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $1001.00           | $127.48            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 4.5000%  | 0.0000% | $1222.00           | $362.22            | Agency Mortgage-Backed Securities  |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $18878400.00       | $29902375.43       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $295700.00         | $384450.56         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $1904500.00        | $2429677.96        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $107400.00         | $101908.13         | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $49862700.00       | $52695350.03       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $99700.00          | $94187.34          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $348900.00         | $384051.46         | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $200.00            | $212.83            | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $153000.00         | $153170.91         | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $606500.00         | $636759.08         | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $5697400.00        | $5932741.57        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $1000.00           | $1032.79           | U.S. Treasuries (including strips) |

### Security 8: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.7700 20260105

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.7700 20260105 3.770000%
- **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: 1729915S6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729915S6
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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          | 2028-02-29      | 1.1250%  | 0.0000% | $600.00            | $573.13            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $1477600.00        | $1411742.39        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.44            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $66384600.00       | $71999977.69       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $27100.00          | $27643.19          | U.S. Treasuries (including strips) |

### Security 9: CITIGROUP GLBL MKT INC TREASURY REPO 3.8100 20260102

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.8100 20260102 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729956W7, C.5 - Other ID: 1729956W7
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 4.6100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2029-02-28      | 4.2500%  | 0.0000% | $444896800.00      | $460776592.41      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $148062200.00      | $151223498.96      | U.S. Treasuries (including strips) |

### Security 10: CREDIT AGRICOLE TREASURY REPO 3.8200 20260102

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 3.8200 20260102 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258963K3, C.5 - Other ID: 2258963K3
- **C.18 - Value (incl. sponsor support):** $265230000.00
- **C.18.a - Value (excl. sponsor support):** $265230000.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2026-08-15      | 1.5000%  | 0.0000% | $2417200.00        | $2399849.34        | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $154420200.00      | $159951552.51      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $106614200.00      | $108183225.28      | U.S. Treasuries (including strips) |

### Security 11: CREDIT AGRICOLE MORTGAGE REPO 3.8300 20260102

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.8300 20260102 3.830000%
- **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: 2258989F4, C.5 - Other ID: 2258989F4
- **C.18 - Value (incl. sponsor support):** $114540000.00
- **C.18.a - Value (excl. sponsor support):** $114540000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $51260391.00       | $45163675.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $65325774.00       | $29360653.38       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $70459998.00       | $42306471.32       | Agency Mortgage-Backed Securities |

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60003241.30
- **C.18.a - Value (excl. sponsor support):** $60003241.30
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175076531.33
- **C.18.a - Value (excl. sponsor support):** $175076531.33
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.885000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75021602.56
- **C.18.a - Value (excl. sponsor support):** $75021602.56
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: 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.18 - Value (incl. sponsor support):** $249908840.40
- **C.18.a - Value (excl. sponsor support):** $249908840.40
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 16: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14998636.42
- **C.18.a - Value (excl. sponsor support):** $14998636.42
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15004235.30
- **C.18.a - Value (excl. sponsor support):** $15004235.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7000868.93
- **C.18.a - Value (excl. sponsor support):** $7000868.93
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.802149%
- **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.18 - Value (incl. sponsor support):** $30061772.54
- **C.18.a - Value (excl. sponsor support):** $30061772.54
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL RESERVE BK OF NY TREASURY REPO 3.5000 20260102

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 3.5000 20260102 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3139935P8, C.5 - Other ID: 3139935P8
- **C.18 - Value (incl. sponsor support):** $5044000000.00
- **C.18.a - Value (excl. sponsor support):** $5044000000.00
- **C.19 - Percentage of Net Assets:** 38.7300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $5383663000.00     | $5044980835.78     | U.S. Treasuries (including strips) |

### Security 21: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.8200 20260102

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.8200 20260102 3.820000%
- **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: 3379854G7, C.5 - Other ID: 3379854G7
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 8.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2034-09-01      | 5.5000%  | 0.0000% | $23251.00          | $33.71             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $20725.00          | $383.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 7.5000%  | 0.0000% | $39641.00          | $750.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $7389.00           | $305.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $1444.00           | $18.84             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 5.0000%  | 0.0000% | $1608.00           | $18.20             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-09-01      | 6.0000%  | 0.0000% | $1008.00           | $46.42             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $1008.00           | $27.47             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 5.5000%  | 0.0000% | $2452.00           | $52.42             | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $118966.00         | $405.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.37              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $1024.00           | $5.82              | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 6.5000%  | 0.0000% | $1024.00           | $3.18              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 4.5000%  | 0.0000% | $1453.00           | $1.11              | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $215.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $233.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1002.00           | $254.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $2047.00           | $509.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $8098269.00        | $2369889.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $228.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $249.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $172.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $75.71             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $237.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $809.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $2254854.00        | $1555846.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $960.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $192.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $964.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $952.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $820484.00         | $451681.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 4.5000%  | 0.0000% | $1304818.00        | $1079020.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $883.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3235.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1561.89           | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $88.83             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 4.0000%  | 0.0000% | $6490798.00        | $633781.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $190.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $5079.00           | $625.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $126.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $345.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $5000.00           | $687.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 4.0000%  | 0.0000% | $1054.00           | $212.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $3092.00           | $406.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1027.00           | $81.80             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $220.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1003.00           | $118.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.5000%  | 0.0000% | $9009107.00        | $1718209.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $159.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $40000.00          | $4374.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $351.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $213.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $212.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1001.00           | $212.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $119.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $54.75             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $293.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $7211.00           | $2248.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $241.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $291.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2003.00           | $385.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $4937712.00        | $1388853.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $7888.00           | $2780.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $9000.00           | $2834.96           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $368.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $56.21             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1412.00           | $528.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $136.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $181.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $137.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-11-01      | 4.0000%  | 0.0000% | $2000.00           | $514.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $8000.00           | $2012.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1582.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $2295.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1482.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $315.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $722.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $9000.00           | $2340.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $293.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $312.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $3642.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $192.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1605.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1002.00           | $383.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $377.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1025.00           | $219.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $8000.00           | $2513.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $8000.00           | $2181.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2047.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1001.00           | $430.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $273.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $8000.00           | $1915.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1637.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $346.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $3058.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $5998.00           | $1939.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $244.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1064.32           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1966.25           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2285.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $3179.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1116.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2256.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $2359.90           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $7000.00           | $719.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1989.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $8000.00           | $2112.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $600.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $127.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $1727.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $6000.00           | $1726.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $479.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1863.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $642.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $6000.00           | $2372.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $198.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $6001.00           | $1719.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1504.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1225.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7003.00           | $1658.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1287.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1447.41           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 5.0000%  | 0.0000% | $6000.00           | $1001.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1769.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $487.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1059.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1973.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2378.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $1053.00           | $371.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $2166.07           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $4000.00           | $740.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $2271.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1628.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $446.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1165.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1474.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $7000.00           | $2349.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $265.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $523.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2218.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1787.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2693.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $7001.00           | $974.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2280.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $6000.00           | $562.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2503.87           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $811.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $456.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2822.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $3999.57           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $303.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $8022.00           | $3669.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4599.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4492.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2016.00           | $1211.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $3301.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $587.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1729284.00        | $1146605.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1033.00           | $677.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $3199806.00        | $2215800.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $50000.00          | $36329.06          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $1390000.00        | $989676.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $3758.25           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $867.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $785.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1297124.00        | $938558.15         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4645.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $5135.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $3713.22           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1008.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4593.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $809.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4348.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7001.00           | $4306.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $727.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7001.00           | $4558.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2426.00           | $1533.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $567.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $942.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7001.00           | $4876.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $9999.00           | $7840.81           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $1960.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $932.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2639.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $531.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $518.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4795.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $3441.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1019.00           | $721.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4874.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1433636.00        | $867711.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $4866.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $831.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1040.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4807.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $764.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1018.00           | $840.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4045.33           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $4558.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $603.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $6001.00           | $3939.87           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $5630.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $697.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $542.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $4830.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1001.00           | $245.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $829.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $7000.00           | $4585.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $1256932.00        | $885102.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $763.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $7000.00           | $4673.14           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1454000.00        | $768602.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $5001.00           | $3503.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $7000.00           | $3768.38           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4040.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $27515933.00       | $23339372.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $8000.00           | $4916.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1646250.00        | $1361856.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $941.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1656.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $3803.74           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $593.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4348.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $1881.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $5003.00           | $3735.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $690.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $8000.00           | $3194.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1020.00           | $857.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $519.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $7000.00           | $4816.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $585.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $7001.00           | $3685.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $545.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2061.65           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2010.00           | $1975.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $1001.00           | $938.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $682.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $705.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4931.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $7000.00           | $3970.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $688.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1095.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $970.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1248.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $727.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2096.00           | $1300.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $872.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $7001.00           | $2049.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2997530.00        | $2297338.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3060.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3446.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 3.0000%  | 0.0000% | $1140918.00        | $846173.45         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $10001.00          | $4374.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1002.00           | $923.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1117.00           | $898.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $6001.00           | $4511.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $5001.00           | $2577.33           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1177970.00        | $942127.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $973.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $4041.00           | $3546.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1069456.00        | $1079058.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $6000.00           | $5192.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1940080.00        | $1550276.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $1193747.00        | $767529.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3534.08           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $987.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1120000.00        | $843193.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $2490362.00        | $2145525.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $5002.00           | $3147.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $837.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3500.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $758.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $2229348.00        | $2209125.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1380751.00        | $929439.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1076250.00        | $1134908.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1888.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1926951.00        | $1588887.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $5001.00           | $3720.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1588336.00        | $1669942.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1910.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1520.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1658.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $3500776.00        | $3294430.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1037.00           | $861.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1820.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1049750.00        | $1072530.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $933.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 7.5000%  | 0.0000% | $1035339.00        | $946894.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $3871361.00        | $3316825.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1165814.00        | $1101848.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $4590320.00        | $3018178.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $988.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $504.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $5501000.00        | $2887814.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $725517.00         | $436243.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $509000.00         | $377323.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $2875736.00        | $1820476.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $622.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $761.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1074.00           | $847.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $11297280.00       | $9690486.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2032.00           | $1640.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $2112.00           | $1629.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $824.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $909.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1040.00           | $836.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-11-01      | 5.0000%  | 0.0000% | $1237541.00        | $1088734.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 6.0000%  | 0.0000% | $1000.00           | $627.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-06-01      | 2.5000%  | 0.0000% | $2360862.00        | $1345726.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $565.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $1292448.00        | $1167982.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $9987728.00        | $8116081.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $25672954.00       | $23265460.59       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $3050.00           | $2968.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1008.00           | $809.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $771.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $6001.00           | $5024.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2008.00           | $1801.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1067.00           | $871.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $855.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 4.5000%  | 0.0000% | $1127557.00        | $1106783.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $6003.00           | $1526.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $1221.00           | $2.85              | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $1630.00           | $0.68              | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $1033.00           | $1.15              | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 7.0000%  | 0.0000% | $3030.00           | $1.87              | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $5001.00           | $203.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $4184.00           | $254.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $2000.00           | $123.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1495444.00        | $201933.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $12016.00          | $446.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $2052.00           | $182.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $4314194.00        | $100154.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 4.0000%  | 0.0000% | $7000.00           | $663.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $2008.00           | $230.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $6006.00           | $949.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1085.00           | $77.71             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1081.00           | $81.56             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $514507895.00      | $39773632.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $5134.00           | $263.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $155998000.00      | $17677137.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $166.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $1000.00           | $74.56             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $6155.00           | $613.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $390214.00         | $29648.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $190.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $2000.00           | $402.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $5042.00           | $357.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $68274100.00       | $10813389.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $119.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $118.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $7056.00           | $846.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1283.00           | $120.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $164.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $126.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $92.64             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $810.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $6058.00           | $909.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $6999.00           | $716.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $1055.00           | $133.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1097000.00        | $122001.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1002.00           | $111.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $10000.00          | $942.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $50.99             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $190.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $65.11             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $10000.00          | $2406.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $117.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $7000.00           | $6298.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1024.00           | $135.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $188.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $1037632.00        | $178681.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $6000.00           | $1029.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $111.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $189.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $2016.00           | $190.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $93.29             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $228.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $7001.00           | $1599.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $246.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $5001.00           | $1934.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $7167.00           | $341.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $4005.00           | $471.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $104.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $204.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $150.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $4096.00           | $343.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1015.00           | $96.11             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $2048.00           | $422.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $3074.00           | $706.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $108.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $188.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $7006.00           | $2082.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $186.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $99993728.00       | $16534175.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $98.97             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $12494736.00       | $2768772.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $250339840.00      | $15201956.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $4352.00           | $409.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $29122048.00       | $4377139.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $8412873.00        | $1654678.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $68.37             | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $125.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1287.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $267.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1048.00           | $138.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $3051.00           | $682.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $1024.00           | $123.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $145380352.00      | $20835054.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $112.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $231.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $143.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.19             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $11405.00          | $1553.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $238.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $240.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $7161.00           | $1314.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $4001.00           | $442.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $183.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $183.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $174.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $145.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $6000.00           | $680.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $179788098.00      | $21924554.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $196261079.00      | $34204630.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $196.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $2000.00           | $263.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $125.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $4028.00           | $424.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $110.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $14018384.00       | $2478059.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $208.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $7005.00           | $752.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $5000.00           | $1306.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $46.29             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $480.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $8000.00           | $1086.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $164.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $91.94             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $9321806.00        | $1278357.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $2286.00           | $47.59             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1044.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3393.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $515.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $6000.00           | $955.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $4001.00           | $234.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-04-01      | 4.0000%  | 0.0000% | $1002.00           | $30.96             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $5000.00           | $475.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $270.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $4000.00           | $776.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $3024.00           | $477.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $322.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $219.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.31              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $7147.00           | $46.35             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $4126.00           | $70.30             | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 6.0000%  | 0.0000% | $1024.00           | $7.41              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3014.00           | $32.26             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $6189.00           | $40.45             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $7993.00           | $59.49             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $2177.00           | $3.04              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1022.00           | $2.89              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6145.00           | $12.35             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $39.30             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6830.00           | $60.58             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6179.00           | $42.54             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6087.00           | $35.48             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $1056.00           | $4.24              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1.46              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $9.73              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $6000.00           | $55.97             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $1066.00           | $17.49             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $3087.00           | $38.01             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $16853344.00       | $229094.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $6144.00           | $62.28             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2122.00           | $4.07              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5040.00           | $17.75             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1025.00           | $11.47             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2059.00           | $5.02              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $6145.00           | $7.03              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $4.47              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $18409920.00       | $133436.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $6.44              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5121.00           | $60.02             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $5120.00           | $27.27             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1024.00           | $6.46              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $747.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1432038.00        | $805553.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $5286840.00        | $2069137.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1011886.00        | $1020982.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4039.00           | $2822.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $6050.00           | $3549.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $1267.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $4000.00           | $3079.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1010928.00        | $608217.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $782.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $995.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1082.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $870.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $8580912.00        | $8201546.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $24615.00          | $21211.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $808.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $740.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1895.00           | $1656.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $744.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $999.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $818.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $919.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $2000.00           | $736.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $921.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1070397.00        | $950988.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3467.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2103.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1043.00           | $929.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $971.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $6187.00           | $5623.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $510.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $4001.00           | $3160.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2020.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $464.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1006.00           | $911.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2132.00           | $2085.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $4032.00           | $4002.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $4000.00           | $3367.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1392.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $944.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $4204.00           | $3573.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1487.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $778.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $734268.00         | $749047.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $958.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2088.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2089.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1613765.00        | $1209187.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2085.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $917.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $983.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $917.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2974.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2002.00           | $2047.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $4047.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2089.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2050.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2069.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2053.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3113.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1127507.00        | $1149098.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2007.00           | $1807.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2123.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $2005.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $894.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2072.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $3941417.00        | $3309298.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2037.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3016.00           | $2781.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1024454.00        | $1084450.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2056.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1180.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3106.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1938.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $3166.00           | $3170.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3648.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1068.00           | $837.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2048.00           | $2051.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1195200.00        | $1243609.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $866.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1260.00           | $1228.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $2331815.00        | $2428106.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1315544.00        | $1340859.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $3148404.00        | $3087795.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $774.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2946910.00        | $3015642.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2391949.00        | $2435922.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $6283688.00        | $6562799.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $34993983.00       | $35545253.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $3989.00           | $4133.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 4.0000%  | 0.0000% | $74515.00          | $70917.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $12269870.00       | $12301573.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $2993449.00        | $3058751.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $6942500.00        | $7071981.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2150364.00        | $2157678.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1001.00           | $165.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $104.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $4000.00           | $621.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $296707.00         | $30574.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $6003.00           | $898.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $3007.00           | $446.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $8540862.00        | $1267546.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $516.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $9000.00           | $1129.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $8000.00           | $2929.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $1001.00           | $289.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $7006.00           | $1101.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $225.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $727.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $2327.00           | $640.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $244.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.5000%  | 0.0000% | $3001.00           | $238.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $2000.00           | $250.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $4025.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $612.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $401.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $8282.00           | $3742.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $10001.00          | $2177.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $212.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $6209.00           | $935.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $73623951.00       | $15308801.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $228000.00         | $90978.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $24005.00          | $8112.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $25002.00          | $7796.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $333.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $308.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $425000.00         | $74136.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $5599000.00        | $1341572.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $331.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $199.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1052734.00        | $232957.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $342.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1426720.00        | $581937.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1723053.00        | $537751.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $438.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $516.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $259.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1273272.00        | $505058.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $420.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $27389600.00       | $12484770.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1005.00           | $562.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $6098339.00        | $3770616.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2257616.00        | $1290353.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $710.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4921133.00        | $4071367.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $895.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $684.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $857.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1105909.00        | $744125.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $495.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $968.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $709.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $118999.00         | $87092.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2451207.00        | $1655917.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $695.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 2.0000%  | 0.0000% | $216959.00         | $154770.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $16847488.00       | $13938532.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $737.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $19492416.00       | $12988437.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1146168.00        | $572905.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $8659000.00        | $7147286.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $735.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $10000.00          | $6349.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $20216071.00       | $14672866.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $685.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2530.00           | $1461.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $933088.00         | $579720.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1018806.00        | $447818.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1452.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $877.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1642864.00        | $1158286.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $11524722.00       | $8155555.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $9979560.00        | $7278930.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $460.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 5.0000%  | 0.0000% | $1376654.00        | $757277.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $452.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1001.00           | $708.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2356890.00        | $1342483.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $809.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $8701303.00        | $6861596.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1070082.00        | $821607.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1917.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1125640.00        | $980711.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $813.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1082224.00        | $874576.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $869.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1093694.00        | $844988.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $670.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $3421804.00        | $3384732.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $684.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $9889011.00        | $9365920.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $980064.00         | $744199.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $75714176.00       | $14471960.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $176.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $5883385.00        | $941880.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $13617648.00       | $3556239.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $10669203.00       | $2519269.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $5948376.00        | $1467913.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $37746200.00       | $9863161.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1027.00           | $197.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $207.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1200.00           | $135.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $1532000.00        | $369130.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $190997195.00      | $14201503.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $331.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.0000%  | 0.0000% | $32238058.00       | $9000951.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $1056.00           | $508.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $199189760.00      | $84915209.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $39542190.00       | $14791694.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 2.5000%  | 0.0000% | $17703360.00       | $7624856.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $5751064.00        | $2226418.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $27653560.00       | $11572274.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $65000.00          | $32900.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1084.00           | $524.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $503.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $485.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $40324209.00       | $19229280.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $190930688.00      | $95800892.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $152297472.00      | $62252314.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $96936576.00       | $60255571.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $2456236.00        | $1259965.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $43450304.00       | $22582263.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $46907740.00       | $24548246.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $2340941.00        | $1257759.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $99000.00          | $55633.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $25567232.00       | $13551079.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $8976336.00        | $4719434.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $11816.00          | $6842.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $684663.00         | $406437.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.5000%  | 0.0000% | $14755424.00       | $7692264.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $716.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $750.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2047.00           | $1496.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $34170558.00       | $26136611.06       | Agency Mortgage-Backed Securities |

### Security 22: FIXED INCOME CLEARING BNYM TREASURY REPO 3.8200 20260102

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 3.8200 20260102 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379885K1, C.5 - Other ID: 3379885K1
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2029-12-31      | 4.3750%  | 0.0000% | $69928400.00       | $71914366.56       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $45082000.00       | $45385664.63       | U.S. Treasuries (including strips) |

### Security 23: FIXED INCOME CLEARING SSBT TREASURY REPO 3.8200 20260102

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.8200 20260102 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379896K8, C.5 - Other ID: 3379896K8
- **C.18 - Value (incl. sponsor support):** $49000000.00
- **C.18.a - Value (excl. sponsor support):** $49000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2043-11-15      | 4.7500%  | 0.0000% | $49383000.00       | $49980140.22       | U.S. Treasuries (including strips) |

### Security 24: GOLDMAN SACHS GROUP INC/THE REPO 3.8200 20260102

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 3.8200 20260102 3.820000%
- **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: 3819879A6, C.5 - Other ID: 3819879A6
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $5655152.00        | $678527.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $7053818.00        | $6461473.32        | Agency Mortgage-Backed Securities |

### Security 25: GOLDMAN SACHS GROUP INC/THE REPO 3.7600 20260107

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 3.7600 20260107 3.760000%
- **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: 3819879B4, C.5 - Other ID: 3819879B4
- **C.18 - Value (incl. sponsor support):** $158000000.00
- **C.18.a - Value (excl. sponsor support):** $158000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2049-05-20      | 4.0000%  | 0.0000% | $3142000.00        | $256148.93         | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-09-15      | 5.5200%  | 0.0000% | $9760000.00        | $10048974.58       | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-12-20      | 3.0000%  | 0.0000% | $934301.00         | $827496.50         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1063253.00        | $1115996.56        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $962732.00         | $989288.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $9290284.00        | $9539164.52        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $62663309.00       | $62584076.94       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $12318165.00       | $12634436.91       | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-27      | 0.0000%  | 0.0000% | $119900.00         | $116202.28         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-18      | 0.0000%  | 0.0000% | $10900.00          | $10721.02          | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $791600.00         | $839621.42         | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 6.1250%  | 0.0000% | $100.00            | $110.87            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $12700.00          | $10692.18          | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $335000.00         | $431130.59         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $550800.00         | $530119.96         | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $640000.00         | $605365.42         | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $1147200.00        | $1212467.68        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $128000.00         | $128052.92         | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $306200.00         | $340349.83         | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 4.0000%  | 0.0000% | $299900.00         | $304461.78         | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $56109000.00       | $57859005.61       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.33            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $779900.00         | $775808.39         | U.S. Treasuries (including strips) |

### Security 26: HSBC SEC USA INC MORTGAGE REPO 3.8400 20260102

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 3.8400 20260102 3.840000%
- **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: 4049896Q3, C.5 - Other ID: 4049896Q3
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2041-03-01      | 2.1500%  | 0.0000% | $176015.00         | $125454.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.3000%  | 0.0000% | $4742000.00        | $3954546.64        | Agency Mortgage-Backed Securities |

### Security 27: JP MORGAN SEC LLC MORTGAGE REPO 3.8300 20260102

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.8300 20260102 3.830000%
- **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: 6169979G9, C.5 - Other ID: 6169979G9
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2037-04-01      | 6.9320%  | 0.0000% | $48003200.00       | $488714.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-11-01      | 3.5000%  | 0.0000% | $6307776.00        | $669125.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-04-01      | 4.0000%  | 0.0000% | $1661906.00        | $269140.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 3.6700%  | 0.0000% | $538900.00         | $496005.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 6.6600%  | 0.0000% | $15575648.00       | $218574.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 6.6850%  | 0.0000% | $1246166.00        | $74018.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 3.1350%  | 0.0000% | $400000.00         | $326490.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-10-01      | 8.0000%  | 0.0000% | $36566144.00       | $179574.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 6.2550%  | 0.0000% | $749947.00         | $5865.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5750%  | 0.0000% | $81396.00          | $59446.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.6330%  | 0.0000% | $97809.00          | $74494.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 6.4550%  | 0.0000% | $15000000.00       | $189097.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.4050%  | 0.0000% | $820000.00         | $9452.39           | Agency Mortgage-Backed Securities |

### Security 28: JP MORGAN SEC LLC TREASURY REPO 3.8200 20260102

- **C.1 - Title:** JP MORGAN SEC LLC TREASURY REPO 3.8200 20260102 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 6169994P0, C.5 - Other ID: 6169994P0
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2041-08-15      | 3.7500%  | 0.0000% | $700.00            | $643.61            | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.81             | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $4104000.00        | $4059395.68        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $800.00            | $767.74            | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $19200.00          | $19141.59          | U.S. Treasuries (including strips) |

### Security 29: ROYAL BANK OF CANADA NY MORTGAGE REPO 3.8000 20260102

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 3.8000 20260102 3.800000%
- **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: 7809754A3, C.5 - Other ID: 7809754A3
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2053-02-15      | 3.6250%  | 0.0000% | $8613400.00        | $7140024.10        | U.S. Treasuries (including strips) |

### Security 30: ROYAL BANK OF CANADA NY TREASURY REPO 3.7600 20260105

- **C.1 - Title:** ROYAL BANK OF CANADA NY TREASURY REPO 3.7600 20260105 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809771T1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809771T1
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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          | 2033-08-15      | 3.8750%  | 0.0000% | $21800.00          | $22008.65          | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $18184300.00       | $18338063.32       | U.S. Treasuries (including strips) |

### Security 31: ROYAL BANK OF CANADA NY TREASURY REPO 3.7800 20260102

- **C.1 - Title:** ROYAL BANK OF CANADA NY TREASURY REPO 3.7800 20260102 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809771W4, C.5 - Other ID: 7809771W4
- **C.18 - Value (incl. sponsor support):** $128000000.00
- **C.18.a - Value (excl. sponsor support):** $128000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2031-10-31      | 4.1250%  | 0.0000% | $41907800.00       | $42950506.58       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $84439700.00       | $87609566.34       | U.S. Treasuries (including strips) |

### Security 32: RBC DS MORTGAGE REPO 3.8300 20260102

- **C.1 - Title:** RBC DS MORTGAGE REPO 3.8300 20260102 3.830000%
- **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: 7809798C7, C.5 - Other ID: 7809798C7
- **C.18 - Value (incl. sponsor support):** $66000000.00
- **C.18.a - Value (excl. sponsor support):** $66000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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          | 2035-01-01      | 5.0000%  | 0.0000% | $12488.00          | $231.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $2955.00           | $122.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $1285.00           | $45.38             | Agency Mortgage-Backed Securities |
| FMAC          | 2031-09-01      | 5.5000%  | 0.0000% | $2670.00           | $7.68              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $1420.00           | $13.01             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $16838.00          | $3273.74           | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $782226.00         | $87562.37          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $399852.00         | $70374.75          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 2.5000%  | 0.0000% | $224000.00         | $39686.80          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1060.00           | $53.76             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-08-01      | 4.0000%  | 0.0000% | $500000.00         | $68994.77          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 3.5000%  | 0.0000% | $90022.00          | $9375.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $784794.00         | $92091.84          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1692005.00        | $358118.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $22449000.00       | $4745686.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $778490.00         | $72675.95          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.0000%  | 0.0000% | $1111.00           | $275.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $651.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $677.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $127794.00         | $90352.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $8806195.00        | $6407560.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $781.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $24000.00          | $20685.24          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $937.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $100553.00         | $75544.07          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $30419780.00       | $26080361.46       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $8796449.00        | $7872402.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $739.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $796.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $914.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $196220.00         | $180179.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $200000.00         | $191229.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $900000.00         | $853721.64         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $938.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $1040000.00        | $680980.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $867.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1160.00           | $1064.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1180670.00        | $984484.64         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $413000.00         | $355432.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $21566064.00       | $17970108.33       | Agency Mortgage-Backed Securities |

### Security 33: TD SECURITIES USA LLC TREASURY REPO 3.8200 20260102

- **C.1 - Title:** TD SECURITIES USA LLC TREASURY REPO 3.8200 20260102 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8919927Q6, C.5 - Other ID: 8919927Q6
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $5032500.00        | $5100064.46        | U.S. Treasuries (including strips) |

### Security 34: TD SECURITIES USA LLC MORTGAGE REPO 3.7800 20260102

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.7800 20260102 3.780000%
- **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: 8919942D6, C.5 - Other ID: 8919942D6
- **C.18 - Value (incl. sponsor support):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $25537100.00       | $17895475.13       | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $25009000.00       | $18008167.49       | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $2297500.00        | $1837951.00        | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $22412200.00       | $18578453.11       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $8128300.00        | $7940018.09        | U.S. Treasuries (including strips) |

### 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: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247974045.50
- **C.18.a - Value (excl. sponsor support):** $247974045.50
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $109656509.09
- **C.18.a - Value (excl. sponsor support):** $109656509.09
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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 37: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124521231.24
- **C.18.a - Value (excl. sponsor support):** $124521231.24
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119458659.83
- **C.18.a - Value (excl. sponsor support):** $119458659.83
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: 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: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149219201.78
- **C.18.a - Value (excl. sponsor support):** $149219201.78
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **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 40: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $273381241.54
- **C.18.a - Value (excl. sponsor support):** $273381241.54
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 41: 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.18 - Value (incl. sponsor support):** $345261995.93
- **C.18.a - Value (excl. sponsor support):** $345261995.93
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 42: 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.18 - Value (incl. sponsor support):** $168612473.19
- **C.18.a - Value (excl. sponsor support):** $168612473.19
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 43: 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.18 - Value (incl. sponsor support):** $396568864.32
- **C.18.a - Value (excl. sponsor support):** $396568864.32
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 44: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $93886718.75
- **C.18.a - Value (excl. sponsor support):** $93886718.75
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 45: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40463476.56
- **C.18.a - Value (excl. sponsor support):** $40463476.56
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 46: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $53012421.88
- **C.18.a - Value (excl. sponsor support):** $53012421.88
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 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: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $159434765.63
- **C.18.a - Value (excl. sponsor support):** $159434765.63
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 48: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.847149%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $106009820.54
- **C.18.a - Value (excl. sponsor support):** $106009820.54
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.752149%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100015426.29
- **C.18.a - Value (excl. sponsor support):** $100015426.29
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135701367.19
- **C.18.a - Value (excl. sponsor support):** $135701367.19
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 51: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.784149%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $320119696.00
- **C.18.a - Value (excl. sponsor support):** $320119696.00
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40042187.50
- **C.18.a - Value (excl. sponsor support):** $40042187.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 53: 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.18 - Value (incl. sponsor support):** $35246093.75
- **C.18.a - Value (excl. sponsor support):** $35246093.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 54: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.761149%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $330230403.79
- **C.18.a - Value (excl. sponsor support):** $330230403.79
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.792149%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100088014.57
- **C.18.a - Value (excl. sponsor support):** $100088014.57
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: WELLS FARGO SECURITIES MORTGAGE REPO 3.7600 20260102

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.7600 20260102 3.760000%
- **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: 9499842D9, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499842D9
- **C.18 - Value (incl. sponsor support):** $212000000.00
- **C.18.a - Value (excl. sponsor support):** $212000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $695000.00         | $13128.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $329345.00         | $25023.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.0000%  | 0.0000% | $157796547.00      | $26185630.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $18722765.00       | $15213329.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 5.5000%  | 0.0000% | $2127841.00        | $2071214.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $19639889.00       | $20314856.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $99937401.00       | $21833522.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.0000%  | 0.0000% | $250000.00         | $31989.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 1.5000%  | 0.0000% | $14000000.00       | $5604704.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 1.5000%  | 0.0000% | $5000000.00        | $2473033.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $2060726.00        | $1667312.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $50533.00          | $38969.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $12186060.00       | $3432701.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $30000.00          | $20228.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $2345000.00        | $1633986.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $52458025.00       | $33773849.15       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $6977605.00        | $7010111.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $5056144.00        | $5257389.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $35841297.00       | $37864597.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 2.0000%  | 0.0000% | $2157000.00        | $923946.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 2.5000%  | 0.0000% | $48880.00          | $36384.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $29323790.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1365000.00        | $1105762.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 7.0000%  | 0.0000% | $160000.00         | $2671.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 4.5000%  | 0.0000% | $1595288.00        | $80392.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 4.0000%  | 0.0000% | $198168.00         | $105573.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 7.0000%  | 0.0000% | $300046.00         | $195898.86         | Agency Mortgage-Backed Securities |

### Security 57: WELLS FARGO SECURITIES TREASURY REPO 3.8200 20260102

- **C.1 - Title:** WELLS FARGO SECURITIES TREASURY REPO 3.8200 20260102 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 9499866R9, C.5 - Other ID: 9499866R9
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $24251900.00       | $24480089.86       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-01-08

**By:** Alan S. Dupski

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

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