# EDGAR Filing Document

**Accession Number:** 0001034386
**File Stem:** 0001193125-26-210470
**Filing Date:** 2026-5
**Character Count:** 176983
**Document Hash:** 2e69bf0922b27702cbc2d80f841d0a1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-210470.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001193125-26-210470

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26951047

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**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:** 33 days

- **WAL:** 65 days

- **Total Value of Portfolio Securities:** $15919880666.57

- **Amortized Cost of Portfolio Securities:** $15921353917.69

- **Cash:** $33221.64

- **Total Other Assets:** $18552369.43

- **Total Liabilities:** $243155349.79

- **Net Assets of Series:** $15696784158.97

- **Number of Shares Outstanding (Series):** 15691491831.4700

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

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

- **Is cash management vehicle an affiliated fund?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $14238432943.23           | $14338432943.23            | 92.3100%                  | 92.9600%                   |
| 2026-04-02 | $13971877075.59           | $14321877075.59            | 90.6600%                  | 92.9300%                   |
| 2026-04-06 | $14829603013.13           | $15179603013.13            | 91.1700%                  | 93.3200%                   |
| 2026-04-07 | $14144975380.12           | $14394975380.12            | 90.6900%                  | 92.2900%                   |
| 2026-04-08 | $13953891976.68           | $14072891976.68            | 91.3500%                  | 92.1300%                   |
| 2026-04-09 | $12610002796.98           | $12941002796.98            | 89.1600%                  | 91.5000%                   |
| 2026-04-10 | $13059806371.75           | $13390806371.75            | 89.4700%                  | 91.7400%                   |
| 2026-04-13 | $13033435320.89           | $13364435320.89            | 89.4600%                  | 91.7300%                   |
| 2026-04-14 | $12793914042.96           | $13005914042.96            | 90.0300%                  | 91.5200%                   |
| 2026-04-15 | $13283928520.90           | $13397928520.90            | 90.9700%                  | 91.7500%                   |
| 2026-04-16 | $13063547915.24           | $13419547915.24            | 89.3300%                  | 91.7600%                   |
| 2026-04-17 | $12881079259.58           | $13237079259.58            | 89.1700%                  | 91.6400%                   |
| 2026-04-20 | $13226743835.91           | $13582743835.91            | 89.4400%                  | 91.8400%                   |
| 2026-04-21 | $13604536563.80           | $13846536563.80            | 90.3800%                  | 91.9800%                   |
| 2026-04-22 | $13667546999.31           | $13783546999.31            | 91.1700%                  | 91.9500%                   |
| 2026-04-23 | $13390243601.47           | $13758243601.47            | 89.4700%                  | 91.9300%                   |
| 2026-04-24 | $13039308001.01           | $13407308001.01            | 89.2000%                  | 91.7200%                   |
| 2026-04-27 | $13748018258.30           | $14116018258.30            | 89.4200%                  | 91.8100%                   |
| 2026-04-28 | $13391106344.72           | $13643106344.72            | 89.8700%                  | 91.5600%                   |
| 2026-04-29 | $14673728974.39           | $14770728974.39            | 91.5400%                  | 92.1500%                   |
| 2026-04-30 | $14406402082.72           | $14890402082.72            | 90.3800%                  | 93.4200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7100%             |
| 2026-04-02 | 3.7200%             |
| 2026-04-06 | 3.7200%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7100%             |
| 2026-04-09 | 3.7100%             |
| 2026-04-10 | 3.6900%             |
| 2026-04-13 | 3.6900%             |
| 2026-04-14 | 3.7000%             |
| 2026-04-15 | 3.7000%             |
| 2026-04-16 | 3.7100%             |
| 2026-04-17 | 3.7200%             |
| 2026-04-20 | 3.7200%             |
| 2026-04-21 | 3.7200%             |
| 2026-04-22 | 3.7100%             |
| 2026-04-23 | 3.7100%             |
| 2026-04-24 | 3.7200%             |
| 2026-04-27 | 3.7200%             |
| 2026-04-28 | 3.7200%             |
| 2026-04-29 | 3.7200%             |
| 2026-04-30 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0003                      |
|  |  |
| 2026-04-02 | 1.0003                      |
|  |  |
| 2026-04-06 | 1.0002                      |
|  |  |
| 2026-04-07 | 1.0003                      |
|  |  |
| 2026-04-08 | 1.0003                      |
|  |  |
| 2026-04-09 | 1.0003                      |
|  |  |
| 2026-04-10 | 1.0003                      |
|  |  |
| 2026-04-13 | 1.0003                      |
|  |  |
| 2026-04-14 | 1.0003                      |
|  |  |
| 2026-04-15 | 1.0003                      |
|  |  |
| 2026-04-16 | 1.0003                      |
|  |  |
| 2026-04-17 | 1.0003                      |
|  |  |
| 2026-04-20 | 1.0003                      |
|  |  |
| 2026-04-21 | 1.0003                      |
|  |  |
| 2026-04-22 | 1.0003                      |
|  |  |
| 2026-04-23 | 1.0003                      |
|  |  |
| 2026-04-24 | 1.0003                      |
|  |  |
| 2026-04-27 | 1.0003                      |
|  |  |
| 2026-04-28 | 1.0003                      |
|  |  |
| 2026-04-29 | 1.0002                      |
|  |  |
| 2026-04-30 | 1.0002                      |
|  |  |

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

### Class: 00

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $15696784158.97

- **Number of Shares Outstanding:** 15691491831.4700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0003          |
|  |  |
| 2026-04-02 | 1.0003          |
|  |  |
| 2026-04-06 | 1.0002          |
|  |  |
| 2026-04-07 | 1.0003          |
|  |  |
| 2026-04-08 | 1.0003          |
|  |  |
| 2026-04-09 | 1.0003          |
|  |  |
| 2026-04-10 | 1.0003          |
|  |  |
| 2026-04-13 | 1.0003          |
|  |  |
| 2026-04-14 | 1.0003          |
|  |  |
| 2026-04-15 | 1.0003          |
|  |  |
| 2026-04-16 | 1.0003          |
|  |  |
| 2026-04-17 | 1.0003          |
|  |  |
| 2026-04-20 | 1.0003          |
|  |  |
| 2026-04-21 | 1.0003          |
|  |  |
| 2026-04-22 | 1.0003          |
|  |  |
| 2026-04-23 | 1.0003          |
|  |  |
| 2026-04-24 | 1.0003          |
|  |  |
| 2026-04-27 | 1.0003          |
|  |  |
| 2026-04-28 | 1.0003          |
|  |  |
| 2026-04-29 | 1.0002          |
|  |  |
| 2026-04-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1562424377.14            | $750933806.21           |
| 2026-04-02 | $771919427.76             | $790412823.53           |
| 2026-04-06 | $1542595015.58            | $689131948.89           |
| 2026-04-07 | $483247782.11             | $1269110969.24          |
| 2026-04-08 | $615471968.00             | $823869354.64           |
| 2026-04-09 | $347286778.27             | $1480540244.14          |
| 2026-04-10 | $948958917.92             | $500497799.39           |
| 2026-04-13 | $632990034.26             | $662467608.94           |
| 2026-04-14 | $616352909.15             | $975994908.32           |
| 2026-04-15 | $925163297.28             | $534333452.81           |
| 2026-04-16 | $442064532.79             | $421673909.34           |
| 2026-04-17 | $610998570.54             | $794859199.72           |
| 2026-04-20 | $875673313.43             | $533023414.12           |
| 2026-04-21 | $656173764.01             | $393528245.49           |
| 2026-04-22 | $376783744.92             | $441048352.54           |
| 2026-04-23 | $477278235.68             | $503937218.20           |
| 2026-04-24 | $452834367.65             | $805255304.53           |
| 2026-04-27 | $1225770113.80            | $520120929.71           |
| 2026-04-28 | $912697737.57             | $1337536878.94          |
| 2026-04-29 | $1605028111.29            | $676250058.28           |
| 2026-04-30 | $935783272.84             | $1026756562.50          |

**Total Gross Subscriptions (Month):** $17017496271.99

**Total Gross Redemptions (Month):** $15931282989.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.7100%           |
| 2026-04-02 | 3.7200%           |
| 2026-04-06 | 3.7200%           |
| 2026-04-07 | 3.7100%           |
| 2026-04-08 | 3.7100%           |
| 2026-04-09 | 3.7000%           |
| 2026-04-10 | 3.6900%           |
| 2026-04-13 | 3.6900%           |
| 2026-04-14 | 3.7000%           |
| 2026-04-15 | 3.7000%           |
| 2026-04-16 | 3.7100%           |
| 2026-04-17 | 3.7200%           |
| 2026-04-20 | 3.7200%           |
| 2026-04-21 | 3.7200%           |
| 2026-04-22 | 3.7100%           |
| 2026-04-23 | 3.7100%           |
| 2026-04-24 | 3.7200%           |
| 2026-04-27 | 3.7200%           |
| 2026-04-28 | 3.7200%           |
| 2026-04-29 | 3.7200%           |
| 2026-04-30 | 3.7200%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC TREASURY REPO 3.6400 20260501

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609973V3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0609973V3
- **C.18 - Value (incl. sponsor support):** $83000000.00
- **C.18.a - Value (excl. sponsor support):** $83000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-09-03      | 0.0000%  | 0.0000% | $472700.00         | $466743.98         | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $43639000.00       | $41086563.64       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $42491000.00       | $43106722.99       | U.S. Treasuries (including strips) |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639926P1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639926P1
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2045-05-15      | 5.0000%  | 0.0000% | $2980900.00        | $3060067.27        | U.S. Treasuries (including strips) |

### Security 3: BANK OF MONTREAL TREASURY REPO 3.6400 20260501

- **C.1 - Title:** BANK OF MONTREAL TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0639973Z1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639973Z1
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-05-21      | 0.0000%  | 0.0000% | $15687100.00       | $15654313.96       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-18      | 0.0000%  | 0.0000% | $2795500.00        | $2705764.45        | U.S. Treasuries (including strips) |

### Security 4: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360984Y3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1360984Y3
- **C.18 - Value (incl. sponsor support):** $44000000.00
- **C.18.a - Value (excl. sponsor support):** $44000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $906.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $54196.00          | $32221.99          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $5997000.00        | $904625.68         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-06-16      | 0.0000%  | 0.0000% | $1759600.00        | $1751512.88        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $200.00            | $165.37            | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.77             | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $42200.00          | $33400.82          | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $12305200.00       | $11347805.66       | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $104.73            | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $43700.00          | $43789.79          | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $133.87            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $4522400.00        | $5844466.72        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $17999900.00       | $19594586.41       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $1600.00           | $1611.46           | U.S. Treasuries (including strips) |
| USTR          | 2032-12-31      | 3.8750%  | 0.0000% | $5353200.00        | $5323700.14        | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |

### Security 5: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729911L5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729911L5
- **C.18 - Value (incl. sponsor support):** $198000000.00
- **C.18.a - Value (excl. sponsor support):** $198000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2043-08-15      | 4.5000%  | 0.0000% | $500590.00         | $109277.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-15      | 3.0000%  | 0.0000% | $765944.00         | $75368.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $2982500.00        | $258453.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-15      | 3.0000%  | 0.0000% | $1000.00           | $119.65            | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.0000%  | 0.0000% | $9400000.00        | $1276833.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 3.0000%  | 0.0000% | $4975000.00        | $752395.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $641000.00         | $87183.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-20      | 3.0000%  | 0.0000% | $1286044.00        | $144367.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.0000%  | 0.0000% | $3250000.00        | $304846.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.0000%  | 0.0000% | $505781.00         | $96722.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-15      | 4.0000%  | 0.0000% | $1425260.00        | $181971.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $1130000.00        | $157734.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-15      | 3.0000%  | 0.0000% | $1005178.00        | $192711.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-15      | 3.5000%  | 0.0000% | $23825.00          | $3568.08           | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-15      | 3.5000%  | 0.0000% | $908920.00         | $64116.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-15      | 3.5000%  | 0.0000% | $1757025.00        | $328112.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 3.0000%  | 0.0000% | $2610000.00        | $270410.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 4.0000%  | 0.0000% | $3849000.00        | $314342.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-20      | 3.5000%  | 0.0000% | $33015365.00       | $2808304.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $1277882.00        | $116379.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-20      | 4.0000%  | 0.0000% | $2260000.00        | $196483.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-20      | 3.0000%  | 0.0000% | $530000.00         | $70486.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-20      | 4.0000%  | 0.0000% | $7100000.00        | $388561.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-20      | 4.5000%  | 0.0000% | $1014765.00        | $65078.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-03-20      | 4.0000%  | 0.0000% | $1605292.00        | $83540.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.0000%  | 0.0000% | $1877000.00        | $190614.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 4.5000%  | 0.0000% | $1243736.00        | $62318.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 5.0000%  | 0.0000% | $2120312.00        | $102086.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 2.5000%  | 0.0000% | $865000.00         | $130174.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-20      | 3.0000%  | 0.0000% | $4766307.00        | $487218.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-07-20      | 3.0000%  | 0.0000% | $691156.00         | $75224.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 3.0000%  | 0.0000% | $3925785.00        | $437519.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 4.0000%  | 0.0000% | $13301177.00       | $743379.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 5.0000%  | 0.0000% | $2806735.00        | $142916.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 3.5000%  | 0.0000% | $60100000.00       | $5475185.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-20      | 3.0000%  | 0.0000% | $1098886.00        | $140090.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-20      | 4.0000%  | 0.0000% | $39137826.00       | $2051465.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-20      | 4.5000%  | 0.0000% | $1084967.00        | $52350.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-11-20      | 4.5000%  | 0.0000% | $325000000.00      | $17996036.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-12-20      | 4.0000%  | 0.0000% | $12677000.00       | $753682.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-12-20      | 4.5000%  | 0.0000% | $300937000.00      | $19743356.23       | Agency Mortgage-Backed Securities |
| GNMA          | 2044-05-20      | 4.0000%  | 0.0000% | $1069000.00        | $58184.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-06-20      | 4.0000%  | 0.0000% | $1489160.00        | $85009.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-06-20      | 4.5000%  | 0.0000% | $2612199.00        | $165200.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-03-20      | 4.5000%  | 0.0000% | $85062.00          | $63168.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-08-20      | 3.0000%  | 0.0000% | $3074132.00        | $336926.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-08-20      | 4.0000%  | 0.0000% | $33995977.00       | $2082669.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-20      | 3.5000%  | 0.0000% | $509561000.00      | $36764029.33       | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-20      | 4.0000%  | 0.0000% | $5604000.00        | $351077.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 4.5000%  | 0.0000% | $3899000.00        | $203847.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 5.0000%  | 0.0000% | $1410000.00        | $60794.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 3.0000%  | 0.0000% | $7650000.00        | $578677.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 4.0000%  | 0.0000% | $790000.00         | $55645.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-01-20      | 4.0000%  | 0.0000% | $20266111.00       | $1486091.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-01-20      | 4.5000%  | 0.0000% | $100000000.00      | $5654623.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 5.0000%  | 0.0000% | $2766600.00        | $187911.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-20      | 3.0000%  | 0.0000% | $790000.00         | $66729.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-20      | 4.0000%  | 0.0000% | $865504.00         | $71874.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.0000%  | 0.0000% | $4644664.00        | $410378.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 4.0000%  | 0.0000% | $29536501.00       | $2571492.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.0000%  | 0.0000% | $4700000.00        | $164339.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.0000%  | 0.0000% | $2915000.00        | $194359.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.0000%  | 0.0000% | $1550000.00        | $124691.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 3.0000%  | 0.0000% | $1605000.00        | $79395.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 4.5000%  | 0.0000% | $621600.00         | $272806.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $1300000.00        | $683626.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.0000%  | 0.0000% | $2000000.00        | $165549.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $1600000.00        | $128625.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 2.5000%  | 0.0000% | $450000.00         | $56944.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $705088.00         | $79572.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 4.0000%  | 0.0000% | $2500971.00        | $470529.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 3.0000%  | 0.0000% | $481983.00         | $73242.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 4.0000%  | 0.0000% | $505666.00         | $87927.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 4.0000%  | 0.0000% | $1423440.00        | $173084.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $1199000.00        | $647097.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.5000%  | 0.0000% | $11304165.00       | $6703451.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 5.5000%  | 0.0000% | $1326762.00        | $634331.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $97522.00          | $72820.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $147017.00         | $79560.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $3065770.00        | $1984418.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-12-20      | 3.5000%  | 0.0000% | $8048779.00        | $5064657.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 4.0000%  | 0.0000% | $668283.00         | $445660.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 5.0000%  | 0.0000% | $1012930.00        | $796764.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $166454.00         | $88244.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $1250569.00        | $962014.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 5.0000%  | 0.0000% | $4394486.00        | $2522466.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $1436314.00        | $1001675.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.5000%  | 0.0000% | $5129782.00        | $2808917.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 3.0000%  | 0.0000% | $2255068.00        | $1365389.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-11-20      | 4.0000%  | 0.0000% | $1150298.00        | $576097.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 3.0000%  | 0.0000% | $4048367.00        | $1608668.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 5.0000%  | 0.0000% | $6379909.00        | $2074687.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 2.5000%  | 0.0000% | $219393.00         | $119335.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 5.0000%  | 0.0000% | $1919450.00        | $625104.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 5.5000%  | 0.0000% | $1099919.00        | $236819.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $1412798.00        | $763884.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 4.0000%  | 0.0000% | $1524412.00        | $632431.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 5.0000%  | 0.0000% | $2717554.00        | $1503735.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $2362858.00        | $1476079.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-07-20      | 4.0000%  | 0.0000% | $3881951.00        | $2026424.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 4.0000%  | 0.0000% | $4659325.00        | $2385941.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 3.5000%  | 0.0000% | $1793636.00        | $930925.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $1013708.00        | $474700.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-07-20      | 3.5000%  | 0.0000% | $2607808.00        | $1226393.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-01-20      | 3.5000%  | 0.0000% | $1043066.00        | $674063.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-08-20      | 4.0000%  | 0.0000% | $453275.00         | $297140.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $819337.00         | $501123.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $4911406.00        | $3494798.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 3.5000%  | 0.0000% | $10997557.00       | $6616665.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 4.5000%  | 0.0000% | $2249898.00        | $1393004.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $1300000.00        | $185003.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $3040000.00        | $341582.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 3.5000%  | 0.0000% | $498993.00         | $66891.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-15      | 3.0000%  | 0.0000% | $785981.00         | $83484.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 4.5000%  | 0.0000% | $633299.00         | $57473.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $783500.00         | $78631.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $622137.00         | $71483.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $672000.00         | $56695.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $4114286.00        | $453352.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-15      | 3.5000%  | 0.0000% | $500000.00         | $51210.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.0000%  | 0.0000% | $1500000.00        | $260854.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $651720.00         | $69145.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-15      | 4.0000%  | 0.0000% | $2688518.00        | $240955.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-20      | 3.0000%  | 0.0000% | $865216.00         | $129768.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $147181.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.0000%  | 0.0000% | $943000.00         | $88421.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-01-20      | 4.5000%  | 0.0000% | $2382676.00        | $245871.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-15      | 3.5000%  | 0.0000% | $18590000.00       | $2458500.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-15      | 3.5000%  | 0.0000% | $925000.00         | $65825.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.0000%  | 0.0000% | $1667571.00        | $499946.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-15      | 3.5000%  | 0.0000% | $11891224.00       | $718509.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 3.5000%  | 0.0000% | $2170000.00        | $406383.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-20      | 4.0000%  | 0.0000% | $500000.00         | $96579.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-05-15      | 3.5000%  | 0.0000% | $1081541.00        | $255134.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-07-15      | 4.0000%  | 0.0000% | $5555711.00        | $220981.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.0000%  | 0.0000% | $1061320.00        | $105769.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-15      | 2.7500%  | 0.0000% | $290338.00         | $112501.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 2.7500%  | 0.0000% | $969389.00         | $92789.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-15      | 3.2500%  | 0.0000% | $1944608.00        | $495331.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 3.2500%  | 0.0000% | $1898767.00        | $214403.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-20      | 3.5000%  | 0.0000% | $500000.00         | $77636.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-20      | 3.5000%  | 0.0000% | $1200000.00        | $188424.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 4.5000%  | 0.0000% | $1328000.00        | $113556.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-15      | 3.5000%  | 0.0000% | $1899000.00        | $110180.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-15      | 3.2500%  | 0.0000% | $685428.00         | $120576.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 3.2500%  | 0.0000% | $2988978.00        | $353363.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 3.2500%  | 0.0000% | $1087332.00        | $261492.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 2.7500%  | 0.0000% | $384575.00         | $139006.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 2.7500%  | 0.0000% | $995795.00         | $78613.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 3.6250%  | 0.0000% | $149035.00         | $53117.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-15      | 4.3750%  | 0.0000% | $317639.00         | $98683.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-15      | 3.3750%  | 0.0000% | $476734.00         | $69271.48          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-15      | 3.7500%  | 0.0000% | $1446927.00        | $97198.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-15      | 3.1250%  | 0.0000% | $234035.00         | $90116.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-15      | 3.2500%  | 0.0000% | $2442738.00        | $471031.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-15      | 4.2500%  | 0.0000% | $895733.00         | $118149.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-02-15      | 3.0000%  | 0.0000% | $2898917.00        | $401945.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-15      | 3.5000%  | 0.0000% | $2155020.00        | $169931.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-15      | 3.0000%  | 0.0000% | $1348045.00        | $53722.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-02-15      | 3.5000%  | 0.0000% | $3260473.00        | $699080.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-15      | 3.5000%  | 0.0000% | $2192011.00        | $339289.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-15      | 3.0000%  | 0.0000% | $2022383.00        | $166372.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-15      | 3.5000%  | 0.0000% | $6026060.00        | $667604.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-15      | 3.5000%  | 0.0000% | $600000.00         | $79638.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-15      | 3.5000%  | 0.0000% | $2397333.00        | $175643.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-15      | 3.0000%  | 0.0000% | $1320633.00        | $539770.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-15      | 3.0000%  | 0.0000% | $1460955.00        | $564855.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-15      | 3.0000%  | 0.0000% | $1386553.00        | $824408.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-15      | 3.0000%  | 0.0000% | $505343.00         | $78744.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $65607.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-15      | 3.5000%  | 0.0000% | $5877630.00        | $501439.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-15      | 3.0000%  | 0.0000% | $625678.00         | $55807.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-15      | 3.0000%  | 0.0000% | $799000.00         | $133119.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-05-20      | 7.0000%  | 0.0000% | $1042601.00        | $207684.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-15      | 5.7500%  | 0.0000% | $3220100.00        | $2363773.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-06-15      | 5.4000%  | 0.0000% | $1038199.00        | $167002.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-15      | 3.0000%  | 0.0000% | $500000.00         | $86767.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-02-15      | 3.0000%  | 0.0000% | $972500.00         | $202858.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.0000%  | 0.0000% | $4660000.00        | $474404.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-15      | 3.5000%  | 0.0000% | $1130999.00        | $399877.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-15      | 3.5000%  | 0.0000% | $545035.00         | $175892.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-07-15      | 3.0000%  | 0.0000% | $384756.00         | $56798.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-07-20      | 5.5000%  | 0.0000% | $915000.00         | $85029.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 4.0000%  | 0.0000% | $159705197.00      | $13618937.96       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $399000.00         | $109389.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-01-15      | 3.0000%  | 0.0000% | $406634.00         | $169429.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-15      | 3.5000%  | 0.0000% | $2040000.00        | $530070.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 3.0000%  | 0.0000% | $700000.00         | $304141.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-01-15      | 3.0000%  | 0.0000% | $3031216.00        | $343242.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-15      | 3.0000%  | 0.0000% | $4113700.00        | $581115.95         | Agency Mortgage-Backed Securities |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6400 20260507

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6400 20260507 3.640000%
- **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: 1729911M3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729911M3
- **C.18 - Value (incl. sponsor support):** $44000000.00
- **C.18.a - Value (excl. sponsor support):** $44000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1; 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          | 2028-06-30      | 1.2500%  | 0.0000% | $17800.00          | $16883.81          | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $300.00            | $304.35            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $853700.00         | $862031.80         | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $43937900.00       | $43959878.66       | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $41800.00          | $40711.11          | U.S. Treasuries (including strips) |

### Security 7: CITIGROUP GLBL MKT INC TREASURY REPO 3.6400 20260501

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729953M2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729953M2
- **C.18 - Value (incl. sponsor support):** $344000000.00
- **C.18.a - Value (excl. sponsor support):** $344000000.00
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2030-05-15      | 6.2500%  | 0.0000% | $163248300.00      | $181325636.55      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $4054600.00        | $3555422.06        | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $71100.00          | $69727.77          | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $1300.00           | $1293.05           | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $104.16            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $163370500.00      | $165927804.83      | U.S. Treasuries (including strips) |

### Security 8: CREDIT AGRICOLE TREASURY REPO 3.6400 20260501

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258968T9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258968T9
- **C.18 - Value (incl. sponsor support):** $1131280000.00
- **C.18.a - Value (excl. sponsor support):** $1131280000.00
- **C.19 - Percentage of Net Assets:** 7.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2041-11-15      | 3.1250%  | 0.0000% | $75333700.00       | $62197017.72       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 2.7500%  | 0.0000% | $65993100.00       | $50392169.28       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $56538200.00       | $38885305.92       | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $15900000.00       | $9853539.22        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $98814300.00       | $59283584.69       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $52632700.00       | $32103864.66       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $61359700.00       | $44666485.12       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $12888800.00       | $10769999.49       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $56953000.00       | $52166814.62       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.06             | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $400.00            | $355.51            | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $47769700.00       | $42456814.67       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.41             | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $1265200.00        | $1191198.70        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $3823200.00        | $3468033.59        | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $381700.00         | $360307.76         | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 2.3750%  | 0.0000% | $61418700.00       | $57795769.81       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $24233700.00       | $28772644.61       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $50068500.00       | $43856487.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $44951700.00       | $51847531.69       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $28111800.00       | $28218610.24       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $58867400.00       | $62964873.41       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $15687300.00       | $16732211.19       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $42862200.00       | $46983767.18       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $200.00            | $199.85            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $44830500.00       | $45427696.50       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $1499800.00        | $1519779.15        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $49999800.00       | $50544510.53       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $41668100.00       | $41909597.71       | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $197.47            | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $1004300.00        | $1064166.84        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $49900.00          | $50740.42          | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $32834900.00       | $34956837.58       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $23082200.00       | $23203096.16       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $200.74            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $55544600.00       | $56414062.21       | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $24524600.00       | $25107739.06       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 3.6250%  | 0.0000% | $27399900.00       | $26928895.72       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $58998200.00       | $59299664.50       | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 3.8750%  | 0.0000% | $42735300.00       | $42510351.19       | U.S. Treasuries (including strips) |

### Security 9: CREDIT AGRICOLE MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258984A0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258984A0
- **C.18 - Value (incl. sponsor support):** $824410000.00
- **C.18.a - Value (excl. sponsor support):** $824410000.00
- **C.19 - Percentage of Net Assets:** 5.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2055-03-01      | 5.5000%  | 0.0000% | $63757086.00       | $58988271.26       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $8767232.00        | $7871270.57        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $32087643.00       | $25247826.95       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1302282.00        | $944036.06         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1519.00           | $1006.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $333641895.00      | $327112112.52      | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $2475964.00        | $2580040.17        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $1108.00           | $126.04            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $67946379.00       | $11088868.22       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 2.0000%  | 0.0000% | $65251900.00       | $39894731.44       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $40352640.00       | $24928080.53       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $1024.00           | $723.54            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $8756276.00        | $3476551.16        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 7.0000%  | 0.0000% | $1077.00           | $351.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $323.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-09-20      | 4.0000%  | 0.0000% | $435396.00         | $214328.88         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $5681664.00        | $5111238.86        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $98528512.00       | $86260775.20       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.5000%  | 0.0000% | $2427764.00        | $1999914.58        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $1044.00           | $930.12            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $686890.00         | $610439.99         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $6162670.00        | $5071389.78        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $745.85            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1008.00           | $609.10            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 8.0000%  | 0.0000% | $778639.00         | $376867.73         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1005.79           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $1312408.00        | $1365013.65        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $2468212.00        | $2636487.34        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1054968.00        | $1131276.60        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $1350.00           | $1424.27           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $792276.00         | $847119.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1190088.00        | $1272470.78        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $237535744.00      | $171317621.32      | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $13712800.00       | $13375291.17       | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $23850317.00       | $24080321.03       | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $52468.00          | $55905.70          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $2130560.00        | $141407.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-12-15      | 3.5000%  | 0.0000% | $1088.00           | $46.67             | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $77362.00          | $6410.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-09-15      | 5.0000%  | 0.0000% | $157662.00         | $8211.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-07-15      | 5.5000%  | 0.0000% | $24972160.00       | $2160136.17        | Agency Mortgage-Backed Securities  |
| USTR          | 2026-07-02      | 0.0000%  | 0.0000% | $4480900.00        | $4452670.33        | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $17754300.00       | $16262273.75       | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $178.79            | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $100.60            | U.S. Treasuries (including strips) |

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AVBC5, C.4 - ISIN: US3130AVBC52, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $6036330.94
- **C.18.a - Value (excl. sponsor support):** $6036330.94
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $175095406.78
- **C.18.a - Value (excl. sponsor support):** $175095406.78
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75044077.64
- **C.18.a - Value (excl. sponsor support):** $75044077.64
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WK4, C.4 - ISIN: US3130B8WK49, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $249415036.50
- **C.18.a - Value (excl. sponsor support):** $249415036.50
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJ65, C.4 - ISIN: US3130BAJ659, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49954554.57
- **C.18.a - Value (excl. sponsor support):** $49954554.57
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-28
- **C.13 - Final Legal Maturity Date:** 2028-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $499948206.25
- **C.18.a - Value (excl. sponsor support):** $499948206.25
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15004513.55
- **C.18.a - Value (excl. sponsor support):** $15004513.55
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15001153.45
- **C.18.a - Value (excl. sponsor support):** $15001153.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $7002394.40
- **C.18.a - Value (excl. sponsor support):** $7002394.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.822877%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30127091.87
- **C.18.a - Value (excl. sponsor support):** $30127091.87
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTQ2, C.4 - ISIN: US3134HCTQ25, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199379588.36
- **C.18.a - Value (excl. sponsor support):** $199379588.36
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWL9, C.4 - ISIN: US3134HCWL90, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $127591607.04
- **C.18.a - Value (excl. sponsor support):** $127591607.04
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** 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 22: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCXP9, C.4 - ISIN: US3134HCXP95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49786551.07
- **C.18.a - Value (excl. sponsor support):** $49786551.07
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; 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 23: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCZQ1, C.4 - ISIN: US3136GCZQ18, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $114886469.70
- **C.18.a - Value (excl. sponsor support):** $114886469.70
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+; 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 24: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.915000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GD3B7, C.4 - ISIN: US3136GD3B75, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $114787167.74
- **C.18.a - Value (excl. sponsor support):** $114787167.74
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL RESERVE BK OF NY TREASURY REPO 3.5000 20260501

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 3.5000 20260501 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: 3139936L6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3139936L6
- **C.18 - Value (incl. sponsor support):** $1785000000.00
- **C.18.a - Value (excl. sponsor support):** $1785000000.00
- **C.19 - Percentage of Net Assets:** 11.3700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2032-02-15      | 1.8750%  | 0.0000% | $2012522500.00     | $1785173615.01     | U.S. Treasuries (including strips) |

### Security 26: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3379858L2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379858L2
- **C.18 - Value (incl. sponsor support):** $605000000.00
- **C.18.a - Value (excl. sponsor support):** $605000000.00
- **C.19 - Percentage of Net Assets:** 3.8500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2053-11-01      | 6.5000%  | 0.0000% | $15000.00          | $6777.08           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $2724.00           | $2034.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $2104000.00        | $1936648.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1236000.00        | $1010793.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $302372.00         | $98425.20          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $16823425.00       | $8450068.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $54899.91          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.5000%  | 0.0000% | $300000.00         | $150198.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 4.5000%  | 0.0000% | $2000.00           | $917.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $717006.00         | $462645.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $7309560.00        | $5350935.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7372880.00        | $4967502.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $7419920.00        | $5202957.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1518.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $2560200.00        | $2111385.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $5215928.00        | $3388870.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $3292968.00        | $2588704.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $382.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $13169.00          | $11113.54          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $5018512.00        | $3459684.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $9404976.00        | $8139301.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1348514.00        | $1020630.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2625544.00        | $1676661.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $3347987.00        | $2523464.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1269350.00        | $891395.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $10125584.00       | $8675999.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 2.0000%  | 0.0000% | $37010.00          | $16855.46          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $3432791.00        | $2400141.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $237016.00         | $173213.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $10478983.00       | $7781282.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1654.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-25      | 2.5000%  | 0.0000% | $231000.00         | $170025.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $3766428.00        | $2643250.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $11625536.00       | $1199541.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $29137664.00       | $5589203.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $2447808.00        | $477212.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $2089836.00        | $1682366.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $979394.00         | $968325.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1515307.00        | $1498330.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $701246.00         | $633571.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $10066048.00       | $7021775.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $5180864.00        | $4157146.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2872308.00        | $2933999.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $946662.00         | $909428.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1203050.00        | $1247743.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $548197.00         | $199773.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $175.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $19015271.00       | $4840723.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1169000.00        | $233807.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $470.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $2345000.00        | $1279592.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4784752.00        | $3615864.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2612876.00        | $1876497.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $4165920.00        | $4198754.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $408000.00         | $289520.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1363.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1125542.00        | $1059389.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $122000.00         | $85270.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $23000.00          | $13552.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 5.5000%  | 0.0000% | $995413.00         | $1009949.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $4832544.00        | $3785373.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1461738.00        | $1045183.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $2615820.00        | $1882854.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $2535280.00        | $560448.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 2.5000%  | 0.0000% | $1303000.00        | $202419.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 3.0000%  | 0.0000% | $7893910.00        | $3512446.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1092.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 1.5000%  | 0.0000% | $1868628.00        | $918579.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $294217.00         | $170175.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $685992.00         | $405044.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $430496.00         | $279203.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1288.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 3.0000%  | 0.0000% | $42242.00          | $25137.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $7457752.00        | $5688411.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $718.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $45000.00          | $36153.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $8000.00           | $7344.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $2252998.00        | $2116337.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2015336.00        | $2046736.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $281772.00         | $283807.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1082866.00        | $1039854.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1890.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $179719.00         | $171442.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1971.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $963.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1580600.00        | $1534159.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $2982988.00        | $3061070.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $2196506.00        | $2193215.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1006272.00        | $1005416.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $7825512.00        | $7904546.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $4539484.00        | $4506512.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $649000.00         | $575450.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $3884528.00        | $2725088.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 5.0000%  | 0.0000% | $4265480.00        | $3790705.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-03-01      | 2.0000%  | 0.0000% | $3178451.00        | $2543234.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $221020.00         | $165680.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $827021.00         | $699597.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 4.0000%  | 0.0000% | $888520.00         | $813675.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $8875225.00        | $7770255.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $491119.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 1.5000%  | 0.0000% | $997000.00         | $497059.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $5506120.00        | $3247277.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $92000.00          | $40114.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $87000.00          | $49676.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $85000.00          | $57876.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $88000.00          | $70382.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 5.5000%  | 0.0000% | $55000.00          | $42029.44          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1953.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $2041892.00        | $2147574.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1317110.00        | $1199209.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $20169.00          | $18673.63          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $367170.00         | $340163.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $840.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2007.00           | $1787.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $2309629.00        | $1405728.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $6127.00           | $5159.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1040368.00        | $784144.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $4862334.00        | $4690389.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $52086.00          | $51614.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $8916220.00        | $8605289.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 7.0000%  | 0.0000% | $2910770.00        | $3090820.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $6364708.00        | $6448178.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $7299624.00        | $5642170.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $2813380.00        | $2355791.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $116392.00         | $111536.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $10000000.00       | $7801050.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1964000.00        | $1846758.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $868.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $128287.00         | $121399.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $8279946.00        | $7986535.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $5100000.00        | $4951672.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $980733.00         | $924438.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $6236500.00        | $6066883.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1343297.00        | $1303005.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $3819669.00        | $3599637.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $24996.00          | $21310.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $285149.00         | $280579.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $3390557.00        | $3337453.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $64979.00          | $65837.60          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $612384.00         | $526866.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $7420000.00        | $7186109.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2964.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $176364.00         | $164197.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $3599000.00        | $2621054.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $7002600.00        | $3868872.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $5616136.00        | $5107459.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1008.00           | $674.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.0000%  | 0.0000% | $12057720.00       | $8669544.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $11489372.00       | $4760983.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1996000.00        | $1403679.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $5723991.00        | $2076175.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $32106.00          | $32668.13          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $6421000.00        | $5381449.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $3061000.00        | $2799767.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $3933309.00        | $2894822.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $308040.00         | $288528.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1822.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $7925568.00        | $4488911.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $131489.00         | $118050.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $2464464.00        | $2422224.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $7023.00           | $6901.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $3151990.00        | $2772558.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1808.22           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1982.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $1113000.00        | $1086151.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 4.5000%  | 0.0000% | $2272467.00        | $2179224.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $886.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $7760109.00        | $7570312.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $7100624.00        | $6924880.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $4211000.00        | $4176240.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $231547.00         | $209273.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $2827000.00        | $2781125.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $6798465.00        | $6589103.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $1002.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $25376.00          | $26010.35          | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $1393845.00        | $1367076.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1445682.00        | $1343068.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $339188.00         | $307376.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $518921.00         | $490837.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.0000%  | 0.0000% | $7749828.00        | $7343881.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $66945.00          | $50286.30          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $278000.00         | $263713.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.0000%  | 0.0000% | $159000.00         | $147242.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $804508.00         | $786111.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $236000.00         | $234152.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $277048.00         | $277238.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 3.5000%  | 0.0000% | $28243.00          | $25767.20          | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $3400797.00        | $3281775.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 4.5000%  | 0.0000% | $1000.00           | $898.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $935.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2040-12-01      | 4.5000%  | 0.0000% | $1261841.00        | $1188236.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-12-01      | 5.5000%  | 0.0000% | $2661820.00        | $2507178.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 3.5000%  | 0.0000% | $462387.00         | $432121.71         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-02-01      | 3.0000%  | 0.0000% | $1000.00           | $941.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-04-01      | 3.5000%  | 0.0000% | $29818.00          | $28489.86          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $5321640.00        | $5077274.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1546626.00        | $1520125.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1007.00           | $1020.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1707683.00        | $1686170.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $6166093.00        | $6398354.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $2864312.00        | $2757097.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $5391190.00        | $5332160.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $3879343.00        | $3895487.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $804119.00         | $530190.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $1065375.00        | $1023339.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 7.0000%  | 0.0000% | $665184.00         | $710627.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $7222422.00        | $7272308.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1001.00           | $945.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1476122.00        | $1566543.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1428580.00        | $1413568.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $1476396.00        | $1537903.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $219235.00         | $215547.15         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $7413675.00        | $7307340.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $1082525.00        | $1032634.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1270155.00        | $1341097.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1305721.00        | $1251797.05        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $2811088.00        | $2927240.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $5055894.00        | $5162308.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $2718800.00        | $2688228.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1826907.00        | $1634338.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $2862077.00        | $2844672.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $2014348.00        | $1975400.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $2322794.00        | $2360853.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1056494.00        | $1083123.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1384893.00        | $1368028.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1717138.00        | $1702753.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $2755507.00        | $2830842.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1170722.00        | $1215004.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $1269651.00        | $1221769.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1189414.00        | $1151236.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $425657.00         | $431699.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $2030286.00        | $2008417.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $2034208.00        | $1960291.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1001.00           | $759.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $2050570.00        | $2024881.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $6802660.00        | $6729637.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1245868.00        | $1285086.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $1105246.00        | $1030159.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $6054928.00        | $5974258.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $4001502.00        | $4041998.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $1001.00           | $1045.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $264734.00         | $261044.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1074089.00        | $1113384.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $5010944.00        | $4758408.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $2021218.00        | $1977880.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1048041.00        | $1064395.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1688012.00        | $1742926.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $1202276.00        | $1265283.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1323053.00        | $1374454.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $4059508.00        | $4005019.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1049108.00        | $1067964.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $2187598.00        | $2234573.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.25           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $5040439.00        | $5194094.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $1656047.00        | $1733306.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $1001.00           | $1048.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $3515970.00        | $3477088.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $6487872.00        | $6179171.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1410708.00        | $1420567.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $4673920.00        | $4726464.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $993.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1829908.00        | $1860985.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1176236.00        | $1199619.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1182870.00        | $1175460.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1211900.00        | $1205258.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1196000.00        | $1189199.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $2629982.00        | $2509272.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $3823415.00        | $3877727.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1015.00           | $944.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $4393538.00        | $4243540.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $4769069.00        | $4813525.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1572842.00        | $1564170.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1550878.00        | $1573233.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1267867.00        | $1260933.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 4.0000%  | 0.0000% | $1449156.00        | $1314380.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1028318.00        | $1021944.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $2837190.00        | $2803317.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1985527.00        | $1968321.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $8140272.00        | $8091964.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $4004949.00        | $4063486.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1105350.00        | $1122734.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $3025023.00        | $3100377.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1316464.00        | $1329933.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1895746.00        | $1885122.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1003.00           | $1004.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $3128167.00        | $3108084.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $2810712.00        | $2662845.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1137631.00        | $1160600.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1144297.00        | $1181246.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1275266.00        | $1268277.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1100713.00        | $1092796.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $2021250.00        | $2000594.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1027.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1001.00           | $1026.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $3502341.00        | $3680027.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $1001.00           | $785.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1242166.00        | $1235356.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $4237385.00        | $4372077.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $2029594.00        | $2122247.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1003.00           | $1013.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 6.0000%  | 0.0000% | $4116283.00        | $4252074.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1478922.00        | $1547788.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1449445.00        | $1475644.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.90           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1943782.00        | $1978509.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 6.0000%  | 0.0000% | $2625767.00        | $2710588.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10001.36          | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $295179.00         | $291973.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $142866.00         | $145500.39         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $989.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1025.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $6000.00           | $5934.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1703572.00        | $1684948.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $1002.00           | $1014.68           | Agency Mortgage-Backed Securities |

### Security 27: FIXED INCOME CLEARING BNYM TREASURY REPO 3.6400 20260501

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379882J7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379882J7
- **C.18 - Value (incl. sponsor support):** $1798000000.00
- **C.18.a - Value (excl. sponsor support):** $1798000000.00
- **C.19 - Percentage of Net Assets:** 11.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $1169094800.00     | $1614524316.07     | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $205155800.00      | $219435697.49      | U.S. Treasuries (including strips) |

### Security 28: FIXED INCOME CLEARING SSBT TREASURY REPO 3.6400 20260501

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379896L6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379896L6
- **C.18 - Value (incl. sponsor support):** $1132000000.00
- **C.18.a - Value (excl. sponsor support):** $1132000000.00
- **C.19 - Percentage of Net Assets:** 7.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2027-11-15      | 4.1250%  | 0.0000% | $1129912500.00     | $1154640138.00     | U.S. Treasuries (including strips) |

### Security 29: FIXED INCOME CLEARING SSBT TREASURY REPO 3.6200 20260501

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.6200 20260501 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379896P7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379896P7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 9.5600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2027-10-15      | 1.6250%  | 0.0000% | $14463400.00       | $16225928.87       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $285888400.00      | $286174923.10      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $154225000.00      | $157600144.70      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $1076601700.00     | $1069999160.00     | U.S. Treasuries (including strips) |

### Security 30: GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260506

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260506 3.640000%
- **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: 3819874V5, C.4 - ISIN: N/A, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819874V5
- **C.18 - Value (incl. sponsor support):** $97000000.00
- **C.18.a - Value (excl. sponsor support):** $97000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2041-10-01      | 2.0000%  | 0.0000% | $100000.00         | $58694.86          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $17000.00          | $11565.95          | Agency Mortgage-Backed Securities  |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $104719000.00      | $98869749.58       | U.S. Treasuries (including strips) |

### Security 31: GOLDMAN SACHS & CO MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819874X1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819874X1
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2044-12-09      | 5.4700%  | 0.0000% | $10000.00          | $10002.35          | Agency Mortgage-Backed Securities |
| FHLB          | 2028-10-20      | 4.0000%  | 0.0000% | $10000.00          | $9980.11           | Agency Mortgage-Backed Securities |
| GNMA          | 2057-06-15      | 3.2300%  | 0.0000% | $30121536.00       | $26241338.59       | Agency Mortgage-Backed Securities |
| GNMA          | 2057-04-15      | 2.5400%  | 0.0000% | $436735.00         | $355742.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-06-15      | 2.6600%  | 0.0000% | $1460318.00        | $1231016.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.9300%  | 0.0000% | $1060162.00        | $828620.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $802250.00         | $816836.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-10-15      | 4.0700%  | 0.0000% | $1201152.00        | $1106463.30        | Agency Mortgage-Backed Securities |

### Security 32: GOLDMAN SACHS & CO TREASURY REPO 3.6400 20260501

- **C.1 - Title:** GOLDMAN SACHS & CO TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819912R8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819912R8
- **C.18 - Value (incl. sponsor support):** $370000000.00
- **C.18.a - Value (excl. sponsor support):** $370000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $150000000.00      | $147364510.77      | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $195183400.00      | $206324293.39      | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $24061000.00       | $23711208.89       | U.S. Treasuries (including strips) |

### Security 33: HSBC SEC USA INC TREASURY REPO 3.6400 20260501

- **C.1 - Title:** HSBC SEC USA INC TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049916L0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 4049916L0
- **C.18 - Value (incl. sponsor support):** $92000000.00
- **C.18.a - Value (excl. sponsor support):** $92000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2045-02-15      | 2.5000%  | 0.0000% | $91801600.00       | $64293296.20       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $31145200.00       | $29546735.41       | U.S. Treasuries (including strips) |

### Security 34: JP MORGAN SEC LLC MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 6169974L3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169974L3
- **C.18 - Value (incl. sponsor support):** $87000000.00
- **C.18.a - Value (excl. sponsor support):** $87000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $50940672.00       | $13820007.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 2.5250%  | 0.0000% | $361304.00         | $88035.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.5000%  | 0.0000% | $2816996.00        | $412597.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1262478.00        | $1273309.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $5839543.00        | $5905813.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $4339680.00        | $3867448.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $2021504.00        | $1776985.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $675075.00         | $677320.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $65358.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 4.4800%  | 0.0000% | $41380000.00       | $41357112.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.1300%  | 0.0000% | $4245900.00        | $4230389.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $50179264.00       | $15178317.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.6740%  | 0.0000% | $29703132.00       | $87305.10          | Agency Mortgage-Backed Securities |

### Security 35: JP MORGAN SEC LLC TREASURY REPO 3.6400 20260501

- **C.1 - Title:** JP MORGAN SEC LLC TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 6169998T8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169998T8
- **C.18 - Value (incl. sponsor support):** $232000000.00
- **C.18.a - Value (excl. sponsor support):** $232000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2032-07-31      | 4.0000%  | 0.0000% | $236353800.00      | $236640084.54      | U.S. Treasuries (including strips) |

### Security 36: RBC DS TREASURY REPO 3.6400 20260501

- **C.1 - Title:** RBC DS TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809975N8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809975N8
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $11000.00          | $10330.26          | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $18261600.00       | $18285430.88       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $64100.00          | $64238.96          | U.S. Treasuries (including strips) |

### Security 37: TD SECURITIES USA LLC TREASURY REPO 3.6400 20260501

- **C.1 - Title:** TD SECURITIES USA LLC TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8919922N8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919922N8
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2029-02-28      | 1.8750%  | 0.0000% | $18864400.00       | $17875113.44       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $39666600.00       | $39244897.70       | U.S. Treasuries (including strips) |

### Security 38: TD SECURITIES USA LLC MORTGAGE REPO 3.6400 20260507

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.6400 20260507 3.640000%
- **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: 8919943C7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919943C7
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $24141500.00       | $23872255.00       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $9529700.00        | $9787790.61        | U.S. Treasuries (including strips) |

### 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: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $162946963.61
- **C.18.a - Value (excl. sponsor support):** $162946963.61
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $284829555.78
- **C.18.a - Value (excl. sponsor support):** $284829555.78
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $349304949.56
- **C.18.a - Value (excl. sponsor support):** $349304949.56
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $481090007.41
- **C.18.a - Value (excl. sponsor support):** $481090007.41
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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 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: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $197610910.00
- **C.18.a - Value (excl. sponsor support):** $197610910.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $94751367.19
- **C.18.a - Value (excl. sponsor support):** $94751367.19
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40804609.38
- **C.18.a - Value (excl. sponsor support):** $40804609.38
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52993789.06
- **C.18.a - Value (excl. sponsor support):** $52993789.06
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $159068320.31
- **C.18.a - Value (excl. sponsor support):** $159068320.31
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $115327929.69
- **C.18.a - Value (excl. sponsor support):** $115327929.69
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $135195117.19
- **C.18.a - Value (excl. sponsor support):** $135195117.19
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.825246%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $320126877.76
- **C.18.a - Value (excl. sponsor support):** $320126877.76
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 51: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39995312.50
- **C.18.a - Value (excl. sponsor support):** $39995312.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 52: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35113476.56
- **C.18.a - Value (excl. sponsor support):** $35113476.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 53: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $110309375.00
- **C.18.a - Value (excl. sponsor support):** $110309375.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100101562.50
- **C.18.a - Value (excl. sponsor support):** $100101562.50
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.802246%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $330340497.66
- **C.18.a - Value (excl. sponsor support):** $330340497.66
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 56: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.833246%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100165442.72
- **C.18.a - Value (excl. sponsor support):** $100165442.72
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 57: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.742246%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125054452.83
- **C.18.a - Value (excl. sponsor support):** $125054452.83
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: WELLS FARGO SECURITIES MORTGAGE REPO 3.6400 20260507

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.6400 20260507 3.640000%
- **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: 9499843C0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 9499843C0
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $194372204.00      | $112200000.02      | Agency Mortgage-Backed Securities |

### Security 59: WELLS FARGO SECURITIES TREASURY REPO 3.6400 20260501

- **C.1 - Title:** WELLS FARGO SECURITIES TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 9499861N3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 9499861N3
- **C.18 - Value (incl. sponsor support):** $321000000.00
- **C.18.a - Value (excl. sponsor support):** $321000000.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2030-08-15      | 0.6250%  | 0.0000% | $101463800.00      | $88180324.12       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $266557400.00      | $239239706.64      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-05-07

**By:** Alan S. Dupski

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

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