# EDGAR Filing Document

**Accession Number:** 0001034386
**File Stem:** 0001193125-25-308751
**Filing Date:** 2025-12
**Character Count:** 262926
**Document Hash:** 89a883fb25338b9d8317b22fa4fc5e2c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-308751.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-308751

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251551292

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

**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:** 26 days

- **WAL:** 65 days

- **Total Value of Portfolio Securities:** $12610483040.58

- **Amortized Cost of Portfolio Securities:** $12608854922.92

- **Cash:** $812.01

- **Total Other Assets:** $14909993.84

- **Total Liabilities:** $34936647.04

- **Net Assets of Series:** $12588829081.73

- **Number of Shares Outstanding (Series):** 12583683134.4500

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $13948420958.66           | $14837627243.79            | 91.5900%                  | 97.4300%                   |
| 2025-11-04 | $13310419406.31           | $14286668497.41            | 90.6900%                  | 97.3400%                   |
| 2025-11-05 | $13241368210.60           | $14159695363.38            | 91.0000%                  | 97.3100%                   |
| 2025-11-06 | $13882682128.28           | $14550051919.95            | 92.9400%                  | 97.4100%                   |
| 2025-11-07 | $13590720528.12           | $14252193444.79            | 92.8200%                  | 97.3400%                   |
| 2025-11-10 | $13319074729.94           | $14044582021.60            | 92.2900%                  | 97.3100%                   |
| 2025-11-11 | $13319356508.76           | $14044898175.43            | 92.2800%                  | 97.3100%                   |
| 2025-11-12 | $8843891061.08            | $9669467102.75             | 87.9400%                  | 96.1500%                   |
| 2025-11-13 | $9311441794.54            | $9917052211.20             | 90.3600%                  | 96.2400%                   |
| 2025-11-14 | $9264940642.14            | $9872654183.80             | 90.2800%                  | 96.2000%                   |
| 2025-11-17 | $9372842028.70            | $10154589945.37            | 88.9100%                  | 96.3200%                   |
| 2025-11-18 | $9871079565.67            | $10552861857.34            | 90.2200%                  | 96.4500%                   |
| 2025-11-19 | $12275331834.13           | $13191105679.05            | 90.8000%                  | 97.5700%                   |
| 2025-11-20 | $12682052679.57           | $13389861336.46            | 92.4500%                  | 97.6100%                   |
| 2025-11-21 | $12137374595.73           | $12744287688.49            | 92.8300%                  | 97.4700%                   |
| 2025-11-24 | $11927570531.62           | $12620495519.66            | 92.1100%                  | 97.4600%                   |
| 2025-11-25 | $11703447731.55           | $12162424814.88            | 93.6900%                  | 97.3600%                   |
| 2025-11-26 | $11520494754.67           | $11780494754.67            | 94.6600%                  | 96.7900%                   |
| 2025-11-28 | $11784893750.13           | $12231893750.13            | 93.3500%                  | 96.9000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1000%             |
| 2025-11-04 | 4.0600%             |
| 2025-11-05 | 4.0300%             |
| 2025-11-06 | 4.0200%             |
| 2025-11-07 | 3.9700%             |
| 2025-11-10 | 3.9600%             |
| 2025-11-11 | 3.9600%             |
| 2025-11-12 | 3.9700%             |
| 2025-11-13 | 3.9700%             |
| 2025-11-14 | 3.9800%             |
| 2025-11-17 | 3.9800%             |
| 2025-11-18 | 3.9700%             |
| 2025-11-19 | 3.9700%             |
| 2025-11-20 | 3.9600%             |
| 2025-11-21 | 3.9600%             |
| 2025-11-24 | 3.9600%             |
| 2025-11-25 | 3.9700%             |
| 2025-11-26 | 3.9900%             |
| 2025-11-28 | 4.0200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0004                      |
|  |  |
| 2025-11-04 | 1.0004                      |
|  |  |
| 2025-11-05 | 1.0004                      |
|  |  |
| 2025-11-06 | 1.0005                      |
|  |  |
| 2025-11-07 | 1.0005                      |
|  |  |
| 2025-11-10 | 1.0005                      |
|  |  |
| 2025-11-11 | 1.0005                      |
|  |  |
| 2025-11-12 | 1.0007                      |
|  |  |
| 2025-11-13 | 1.0006                      |
|  |  |
| 2025-11-14 | 1.0006                      |
|  |  |
| 2025-11-17 | 1.0006                      |
|  |  |
| 2025-11-18 | 1.0006                      |
|  |  |
| 2025-11-19 | 1.0005                      |
|  |  |
| 2025-11-20 | 1.0005                      |
|  |  |
| 2025-11-21 | 1.0005                      |
|  |  |
| 2025-11-24 | 1.0005                      |
|  |  |
| 2025-11-25 | 1.0005                      |
|  |  |
| 2025-11-26 | 1.0005                      |
|  |  |
| 2025-11-28 | 1.0005                      |
|  |  |

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

### Class: 00

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $12588829081.73

- **Number of Shares Outstanding:** 12583683134.4500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0004          |
|  |  |
| 2025-11-04 | 1.0004          |
|  |  |
| 2025-11-05 | 1.0004          |
|  |  |
| 2025-11-06 | 1.0005          |
|  |  |
| 2025-11-07 | 1.0005          |
|  |  |
| 2025-11-10 | 1.0005          |
|  |  |
| 2025-11-11 | 1.0005          |
|  |  |
| 2025-11-12 | 1.0007          |
|  |  |
| 2025-11-13 | 1.0006          |
|  |  |
| 2025-11-14 | 1.0006          |
|  |  |
| 2025-11-17 | 1.0006          |
|  |  |
| 2025-11-18 | 1.0006          |
|  |  |
| 2025-11-19 | 1.0005          |
|  |  |
| 2025-11-20 | 1.0005          |
|  |  |
| 2025-11-21 | 1.0005          |
|  |  |
| 2025-11-24 | 1.0005          |
|  |  |
| 2025-11-25 | 1.0005          |
|  |  |
| 2025-11-26 | 1.0005          |
|  |  |
| 2025-11-28 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $932416013.59             | $601610506.84           |
| 2025-11-04 | $447828635.76             | $435392105.77           |
| 2025-11-05 | $699906394.06             | $798318260.77           |
| 2025-11-06 | $1129296443.11            | $744635965.52           |
| 2025-11-07 | $842554311.87             | $1142556086.86          |
| 2025-11-10 | $365692358.65             | $576843157.06           |
| 2025-11-11 | $44511531.90              | $44511531.90            |
| 2025-11-12 | $662222449.77             | $5040104753.00          |
| 2025-11-13 | $842871486.82             | $592117975.57           |
| 2025-11-14 | $663719582.66             | $709759518.96           |
| 2025-11-17 | $754741635.72             | $475906143.00           |
| 2025-11-18 | $834639661.90             | $437271170.06           |
| 2025-11-19 | $2846918405.79            | $682850738.78           |
| 2025-11-20 | $1046967779.63            | $702341604.20           |
| 2025-11-21 | $269437302.95             | $818901319.14           |
| 2025-11-24 | $524830248.72             | $651532501.10           |
| 2025-11-25 | $410153076.49             | $701579925.11           |
| 2025-11-26 | $274824070.05             | $598282404.00           |
| 2025-11-28 | $645487932.31             | $196874687.84           |

**Total Gross Subscriptions (Month):** $14239019321.75

**Total Gross Redemptions (Month):** $15951390355.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.1000%           |
| 2025-11-04 | 4.0600%           |
| 2025-11-05 | 4.0300%           |
| 2025-11-06 | 4.0100%           |
| 2025-11-07 | 3.9700%           |
| 2025-11-10 | 3.9600%           |
| 2025-11-11 | 3.9600%           |
| 2025-11-12 | 3.9700%           |
| 2025-11-13 | 3.9700%           |
| 2025-11-14 | 3.9700%           |
| 2025-11-17 | 3.9700%           |
| 2025-11-18 | 3.9700%           |
| 2025-11-19 | 3.9600%           |
| 2025-11-20 | 3.9600%           |
| 2025-11-21 | 3.9600%           |
| 2025-11-24 | 3.9600%           |
| 2025-11-25 | 3.9600%           |
| 2025-11-26 | 3.9900%           |
| 2025-11-28 | 4.0200%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP PARIBAS PARIS MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** BNP PARIBAS PARIS MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 0559733D1, C.5 - Other ID: 0559733D1
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $4012397.00        | $1739935.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 4.0000%  | 0.0000% | $743731.00         | $168899.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $5394992.00        | $1823809.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $898574.00         | $275164.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1000000.00        | $550005.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $79981.00          | $30750.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1960546.00        | $1054110.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $610000.00         | $306682.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $393985.00         | $204052.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2256168.00        | $1295034.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1621277.00        | $983901.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $30704.00          | $21205.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $235000.00         | $150793.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $150179.00         | $101331.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $143167.00         | $101118.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $15980.00          | $10067.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $1381433.00        | $1035213.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $47383958.00       | $36047923.88       | Agency Mortgage-Backed Securities |

### Security 2: BANK OF AMERICA SEC MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 0609948D5, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609948D5
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-02-01      | 5.5000%  | 0.0000% | $1622000.00        | $61514.45          | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 3.5000%  | 0.0000% | $45000.00          | $6879.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 3.5000%  | 0.0000% | $500000.00         | $125287.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2045-01-01      | 4.0000%  | 0.0000% | $195000.00         | $30204.25          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $550000.00         | $58247.20          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $1772548.00        | $1708463.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $30000.00          | $16744.63          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $91658.00          | $72120.55          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $245605.00         | $211049.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $1277000.00        | $872996.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 4.5000%  | 0.0000% | $411488.00         | $16211.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $145142.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1044524.00        | $1108902.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $62112.00          | $12899.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.5900%  | 0.0000% | $1048544.00        | $995936.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $528851.00         | $20787.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $702483.00         | $453328.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 1.5000%  | 0.0000% | $4602256.00        | $3020274.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $600000.00         | $408397.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1132798.00        | $812512.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 3.0000%  | 0.0000% | $363872.00         | $277533.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $1035000.00        | $717385.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $4366848.00        | $2993832.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 5.0000%  | 0.0000% | $250000.00         | $101135.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $335000.00         | $211017.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $3274000.00        | $2648465.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $841423.00         | $695191.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 4.5000%  | 0.0000% | $161975.00         | $5936.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $10039300.00       | $10194628.05       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $4954104.00        | $5142047.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 3.5000%  | 0.0000% | $1000.00           | $116.01            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 5.5000%  | 0.0000% | $6995.00           | $745.29            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $1999.00           | $1417.12           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 3.5000%  | 0.0000% | $4369510.00        | $3004244.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 3.0000%  | 0.0000% | $49992.00          | $32888.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $6060064.00        | $6172904.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $15050256.00       | $15564839.30       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $317318.00         | $217771.61         | Agency Mortgage-Backed Securities |

### Security 3: BMO CAPITAL MARKETS MORTGAGE REPO 4.0800 20251201

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.0800 20251201 4.080000%
- **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: 0639921V3, C.5 - Other ID: 0639921V3
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2026-09-30      | 1.6250%  | 0.0000% | $397400.00         | $391771.19         | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $3155500.00        | $2954963.09        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $2580200.00        | $2530524.19        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 0.3750%  | 0.0000% | $513100.00         | $513929.95         | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $6000900.00        | $5880024.33        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $5000700.00        | $5140972.02        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $1000700.00        | $1037957.19        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $1000500.00        | $1010014.37        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $40400.00          | $40579.35          | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $500200.00         | $512600.26         | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $5000800.00        | $5129951.88        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $5000000.00        | $5205243.48        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $2563800.00        | $2731745.13        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $800000.00         | $822669.09         | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $1000000.00        | $1043529.59        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $1025000.00        | $1043558.52        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $1077000.00        | $1113118.66        | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $400500.00         | $407443.45         | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $745000.00         | $753330.81         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $534000.00         | $538307.08         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $421800.00         | $424125.41         | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 3.5000%  | 0.0000% | $618000.00         | $620954.52         | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 3.6250%  | 0.0000% | $1592000.00        | $1599822.88        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $961600.00         | $964126.30         | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $602000.00         | $603463.19         | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $844000.00         | $845341.51         | U.S. Treasuries (including strips) |

### Security 4: BANK OF MONTREAL MORTGAGE REPO 4.0800 20251201

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.0800 20251201 4.080000%
- **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: 0639954X9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0639954X9
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2060-10-15      | 5.2200%  | 0.0000% | $7661020.00        | $7878138.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.1500%  | 0.0000% | $9180000.00        | $9399314.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.1500%  | 0.0000% | $8496000.00        | $8698973.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $6047552.00        | $6237502.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 4.6300%  | 0.0000% | $8212200.00        | $8110249.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.3400%  | 0.0000% | $9240000.00        | $9593134.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.3400%  | 0.0000% | $7920000.00        | $8222686.56        | Agency Mortgage-Backed Securities |

### Security 5: CANADIAN IMPERIAL BANK NY REPO REPO 4.1200 20251201

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 4.1200 20251201 4.120000%
- **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: 1360989B8, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 1360989B8
- **C.18 - Value (incl. sponsor support):** $294000000.00
- **C.18.a - Value (excl. sponsor support):** $294000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $128579.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $10158768.00       | $8671107.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $41321888.00       | $22700919.43       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $4594000.00        | $3611124.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $46868842.00       | $40878592.30       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $679.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1576662.00        | $1085926.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1218430.00        | $1034831.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1161734.00        | $957852.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2099396.00        | $1804597.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $71098352.00       | $3556025.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $36998260.00       | $624814.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1413662.00        | $1039419.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2334711.00        | $2082628.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1277150.00        | $1184348.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1321650.00        | $1402977.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $1010.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $4576520.00        | $4666567.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $758727.00         | $109159.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $1865112.00        | $946013.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $129365.00         | $79469.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 3.9700%  | 0.0000% | $45482.00          | $45580.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 3.9300%  | 0.0000% | $18113643.00       | $18118941.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 3.9800%  | 0.0000% | $14450000.00       | $14487931.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 3.9800%  | 0.0000% | $28105000.00       | $28178775.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 3.9000%  | 0.0000% | $2586.00           | $2583.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 3.8500%  | 0.0000% | $29640000.00       | $29604921.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 4.0800%  | 0.0000% | $26779000.00       | $26974245.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 3.8100%  | 0.0000% | $8532617.00        | $8506579.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 4.0400%  | 0.0000% | $18791999.00       | $18609942.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-03-01      | 4.0000%  | 0.0000% | $18569785.00       | $3954938.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $379.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $527.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $3409000.00        | $3375272.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1008.00           | $891.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $945.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 4.5000%  | 0.0000% | $3059952.00        | $3054658.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $8934275.00        | $9196638.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $449.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $744.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $152496.00         | $123293.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $4300071.00        | $3299934.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $772.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $783.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1008.00           | $778.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $14732384.00       | $10729782.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $791.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $904.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $1024.00           | $852.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $19000640.00       | $15938938.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $96101.00          | $95430.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1047.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $199774.00         | $9658.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 8.0000%  | 0.0000% | $1000.00           | $18.95             | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $58.11             | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 3.0000%  | 0.0000% | $1008.00           | $6.72              | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $12609040.00       | $2323249.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $105.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 4.5000%  | 0.0000% | $1000.00           | $10.16             | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.0000%  | 0.0000% | $695370.00         | $33886.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $108.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-10-01      | 4.0000%  | 0.0000% | $1024.00           | $107.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $121.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 3.0000%  | 0.0000% | $1000.00           | $185.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $233.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $247.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 2.5000%  | 0.0000% | $2424000.00        | $941671.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $453.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 3.0000%  | 0.0000% | $1000.00           | $470.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $767.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $731.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $5795072.00        | $4904286.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $454004.00         | $399447.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $900.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $426146.00         | $385285.51         | Agency Mortgage-Backed Securities |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.9600 20251201

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.9600 20251201 3.960000%
- **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: 1729914L2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729914L2
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $227500.00         | $234680.24         | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $86785400.00       | $87485383.86       | U.S. Treasuries (including strips) |

### Security 7: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 1729914Q1, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729914Q1
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2026-07-15      | 4.5000%  | 0.0000% | $104860200.00      | $107100059.52      | U.S. Treasuries (including strips) |

### Security 8: CITIGROUP GLBL MKT INC TREASURY REPO 4.0800 20251201

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 4.0800 20251201 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729955Q1, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729955Q1
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $900.00            | $1107.00           | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $57100.00          | $53695.28          | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $185545800.00      | $173754077.42      | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $136363800.00      | $139744341.50      | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $2607500.00        | $2740095.16        | U.S. Treasuries (including strips) |

### Security 9: CREDIT AGRICOLE TREASURY REPO 4.0800 20251201

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 4.0800 20251201 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258962D0, C.5 - Other ID: 2258962D0
- **C.18 - Value (incl. sponsor support):** $254240000.00
- **C.18.a - Value (excl. sponsor support):** $254240000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2025-12-02      | 0.0000%  | 0.0000% | $12962400.00       | $12956696.54       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-01      | 0.0000%  | 0.0000% | $2866500.00        | $2780791.65        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 4.3750%  | 0.0000% | $41662100.00       | $41756178.54       | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $386000.00         | $256702.70         | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $27617600.00       | $26313764.85       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $16800.00          | $16098.55          | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $400.00            | $352.16            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $62121700.00       | $63765766.40       | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $1781900.00        | $1823393.73        | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $59993700.00       | $61883350.26       | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $27005000.00       | $27857317.72       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $860000.00         | $911544.94         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $11480800.00       | $11531765.24       | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $5163600.00        | $5521897.49        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $1897100.00        | $1949185.14        | U.S. Treasuries (including strips) |

### Security 10: CREDIT AGRICOLE MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 2258988C2, C.5 - Other ID: 2258988C2
- **C.18 - Value (incl. sponsor support):** $747430000.00
- **C.18.a - Value (excl. sponsor support):** $747430000.00
- **C.19 - Percentage of Net Assets:** 5.9400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2041-01-01      | 6.7260%  | 0.0000% | $10198.00          | $91.55             | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $747538000.00      | $68791446.79       | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 5.0000%  | 0.0000% | $1007.00           | $67.30             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $1024.00           | $176.62            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $1024.00           | $607.16            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $12703840.00       | $9369147.01        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $36802560.00       | $26089840.66       | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $21586016.00       | $12186928.41       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 6.0000%  | 0.0000% | $4051504.00        | $3394563.85        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 5.5000%  | 0.0000% | $3694336.00        | $3610995.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 5.5000%  | 0.0000% | $342997.00         | $273461.59         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1283.00           | $246.92            | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-11-20      | 3.5000%  | 0.0000% | $12888100.00       | $8367427.42        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-15      | 6.5000%  | 0.0000% | $2205304.00        | $2346729.69        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-15      | 6.5000%  | 0.0000% | $1015670.00        | $1020567.92        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $8678224.00        | $7681788.19        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 6.5000%  | 0.0000% | $1237736.00        | $1096680.69        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $798.98            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $2579592.00        | $2386413.88        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $6174768.00        | $5309275.17        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $44681520.00       | $36583918.82       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $489.91            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1020332.00        | $532379.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 6.5000%  | 0.0000% | $6074824.00        | $3061730.58        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $2447828.00        | $2093795.06        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $4003128.00        | $4076837.16        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $11792200.00       | $10280072.16       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $8317792.00        | $6909889.13        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $9820720.00        | $7820352.58        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $1646530.00        | $1319548.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 6.5000%  | 0.0000% | $2266584.00        | $2278481.89        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1200.00           | $980.13            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $2944530.00        | $2873405.40        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2785964.00        | $2940160.89        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $5435104.00        | $5746586.99        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $21201472.00       | $21376430.08       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1008.00           | $1067.27           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $24640256.00       | $26097046.24       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.20           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $7707750.00        | $8066247.22        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $20757056.00       | $21420644.53       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $2629920.00        | $2831294.51        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $1024.00           | $1102.56           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $4482232.00        | $4744927.51        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1783420.00        | $1880807.27        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1037128.00        | $1087828.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $2383960.00        | $2503310.95        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 3.5000%  | 0.0000% | $11666768.00       | $10461936.44       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $9997000.00        | $9893164.48        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2343890.00        | $2385519.57        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1024.00           | $1031.59           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $269674880.00      | $275043903.04      | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $4904160.00        | $4999574.99        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $23874400.00       | $23973908.50       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $4385704.00        | $4407845.71        | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-02-20      | 4.0000%  | 0.0000% | $37675320.00       | $1907934.71        | Agency Mortgage-Backed Securities  |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $36761600.00       | $36659068.65       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $2298900.00        | $2354316.38        | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $600.00            | $618.69            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $60132700.00       | $61832174.96       | U.S. Treasuries (including strips) |

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60000060.00
- **C.18.a - Value (excl. sponsor support):** $60000060.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175193550.00
- **C.18.a - Value (excl. sponsor support):** $175193550.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75088275.00
- **C.18.a - Value (excl. sponsor support):** $75088275.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 14: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15016410.00
- **C.18.a - Value (excl. sponsor support):** $15016410.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 15: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15018315.00
- **C.18.a - Value (excl. sponsor support):** $15018315.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 16: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7007798.00
- **C.18.a - Value (excl. sponsor support):** $7007798.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 17: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.980394%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30005010.00
- **C.18.a - Value (excl. sponsor support):** $30005010.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 18: FEDERAL RESERVE BK OF NY TREASURY REPO 3.7500 20251201

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 3.7500 20251201 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3139934X2, C.5 - Other ID: 3139934X2
- **C.18 - Value (incl. sponsor support):** $2184000000.00
- **C.18.a - Value (excl. sponsor support):** $2184000000.00
- **C.19 - Percentage of Net Assets:** 17.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2031-02-15      | 1.1250%  | 0.0000% | $2459746300.00     | $2184682510.10     | U.S. Treasuries (including strips) |

### Security 19: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 3379853G8, C.5 - Other ID: 3379853G8
- **C.18 - Value (incl. sponsor support):** $816000000.00
- **C.18.a - Value (excl. sponsor support):** $816000000.00
- **C.19 - Percentage of Net Assets:** 6.4800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2036-12-01      | 7.5000%  | 0.0000% | $39626.00          | $776.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $5598.00           | $234.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-09-01      | 6.0000%  | 0.0000% | $1008.00           | $46.89             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 5.5000%  | 0.0000% | $1038.00           | $22.42             | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $28727.00          | $99.01             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.41              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $1024.00           | $5.87              | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 6.5000%  | 0.0000% | $1024.00           | $3.16              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 4.5000%  | 0.0000% | $1457.00           | $1.13              | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $261.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $234.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1002.00           | $257.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $2047.00           | $512.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $8098269.00        | $2388311.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $230.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $250.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $173.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $76.33             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $240.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 3.0000%  | 0.0000% | $2153132.00        | $948117.39         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $969251.00         | $605555.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $315535.00         | $196338.64         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $951.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $964.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $194.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $957.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $1567000.00        | $872021.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 4.5000%  | 0.0000% | $1304818.00        | $1087111.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $10485000.00       | $8802977.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1041962.00        | $580895.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $895172.00         | $625736.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $890.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3271.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1570.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $89.54             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 4.0000%  | 0.0000% | $6490798.00        | $639660.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $193.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $5079.00           | $630.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $143.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $349.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $5000.00           | $692.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 4.0000%  | 0.0000% | $1054.00           | $213.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $3092.00           | $410.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1027.00           | $82.24             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $223.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1003.00           | $119.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.5000%  | 0.0000% | $9009107.00        | $1726600.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $160.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $40000.00          | $4399.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2046-03-01      | 4.0000%  | 0.0000% | $1212551.00        | $142437.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $352.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $214.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $213.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1001.00           | $213.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $119.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $55.17             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $294.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $7211.00           | $2263.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $242.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $292.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2003.00           | $387.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $4937712.00        | $1396231.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $7888.00           | $2783.33           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $9000.00           | $2839.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $370.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $56.63             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1412.00           | $529.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $138.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $182.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $138.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-11-01      | 4.0000%  | 0.0000% | $2000.00           | $518.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $8000.00           | $2025.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1594.96           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $2315.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1510.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $317.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $727.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $9000.00           | $2351.42           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $294.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $314.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $3653.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $193.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1612.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1002.00           | $385.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $380.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1025.00           | $220.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $8000.00           | $2530.25           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $8000.00           | $2189.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2097.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1001.00           | $432.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $275.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $8000.00           | $1926.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1648.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $349.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $3072.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $5998.00           | $1951.58           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $249.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1071.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1984.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2294.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $3188.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1122.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2495.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $2377.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $7000.00           | $726.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1993.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $8000.00           | $2124.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $602.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $127.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $1731.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $6000.00           | $1733.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $480.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1871.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $644.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $6000.00           | $2383.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $199.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $6001.00           | $1724.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1509.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1231.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7003.00           | $1661.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1288.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1548.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 5.0000%  | 0.0000% | $6000.00           | $1005.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1772.74           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $488.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1065.57           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1981.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2386.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $2169.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $217.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $4000.00           | $742.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $2284.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1631.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $447.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1170.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1480.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $7000.00           | $2355.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $527.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2226.54           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1791.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2697.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $7001.00           | $980.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2284.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $6000.00           | $564.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2510.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $812.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $456.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2828.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $4005.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $304.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $8022.00           | $3676.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2539.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $767069.00         | $435196.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4628.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4525.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $622.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2016.00           | $1231.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $3333.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $590.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1033.00           | $685.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1007966.00        | $667960.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $50000.00          | $36432.40          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $3764.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $869.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $787.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4659.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $5148.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $3721.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1009.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4600.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $813.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4359.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4316.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $729.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4565.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2426.00           | $1536.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $568.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7001.00           | $4886.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $1963.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $933.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2644.41           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $532.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $519.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4805.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $3456.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4884.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $4889.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $833.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1431.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4815.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $766.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4051.58           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $4565.51           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $604.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $6001.00           | $3947.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $5619.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $697.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $539.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $4844.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1001.00           | $244.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $826.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $7000.00           | $4579.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $763.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $7000.00           | $4664.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $5001.00           | $3499.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $7000.00           | $3753.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4048.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $8000.00           | $4919.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1646250.00        | $1486180.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1111.65           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1659.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $3800.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $592.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4369.50           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $1884.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $5003.00           | $3739.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $8000.00           | $3188.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $846.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $519.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $7000.00           | $4816.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $582.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $7001.00           | $3667.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $545.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2059.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $982.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $1001.00           | $942.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $682.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $703.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4926.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $7000.00           | $3966.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $686.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1095.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $970.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $774.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $727.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2096.00           | $1301.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $7001.00           | $2051.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3050.51           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3435.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $10001.00          | $4367.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1002.00           | $923.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1103.00           | $920.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $6001.00           | $4514.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $5001.00           | $2572.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $974.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $4041.00           | $3550.22           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $6000.00           | $5170.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3535.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $986.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $5002.00           | $3142.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $836.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3512.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $759.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1987.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $26908.00          | $27878.20          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $5001.00           | $3713.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1992.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1518.32           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1656.74           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $3500776.00        | $3291732.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1818.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $934.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $725517.00         | $439454.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1264068.00        | $901108.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $509000.00         | $380333.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $625.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $740.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $776.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $11297280.00       | $9705145.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2032.00           | $1639.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $2112.00           | $1676.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $823.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $907.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1040.00           | $834.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-11-01      | 5.0000%  | 0.0000% | $1237541.00        | $1115245.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 6.0000%  | 0.0000% | $1000.00           | $652.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 2.0000%  | 0.0000% | $199768.00         | $112902.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $574.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $9987728.00        | $8421291.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $3050.00           | $2968.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1008.00           | $811.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $769.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $6001.00           | $5017.14           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2008.00           | $1803.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1067.00           | $871.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $893.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1001.00           | $940.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 4.5000%  | 0.0000% | $1127557.00        | $1109254.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $6003.00           | $1537.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $1220.00           | $2.91              | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $1634.00           | $0.69              | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $1034.00           | $1.16              | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 7.0000%  | 0.0000% | $3030.00           | $1.93              | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $5001.00           | $205.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $4184.00           | $259.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $2000.00           | $123.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1495444.00        | $204256.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $11016.00          | $413.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $2052.00           | $187.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $4314193.00        | $100916.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 4.0000%  | 0.0000% | $7000.00           | $669.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $115.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $6006.00           | $953.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1085.00           | $78.65             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1081.00           | $82.19             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $514507895.00      | $40133303.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 4.5000%  | 0.0000% | $1000.00           | $75.79             | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $5134.00           | $275.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $155998000.00      | $17925359.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $166.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $1000.00           | $75.07             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $6155.00           | $616.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $390214.00         | $29777.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $191.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $2000.00           | $407.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $5042.00           | $360.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $68274100.00       | $10975485.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $118.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $7056.00           | $851.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1283.00           | $120.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $164.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $128.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $93.50             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $817.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $135.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $6058.00           | $917.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $6999.00           | $723.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $1012.00           | $34.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $1055.00           | $134.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1097000.00        | $123047.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1002.00           | $112.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $10000.00          | $952.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $51.22             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $191.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $65.81             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $10000.00          | $2422.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $7000.00           | $6419.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1024.00           | $137.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $189.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $1037632.00        | $180066.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $6000.00           | $1035.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $111.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $190.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $2016.00           | $191.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $93.70             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $230.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $7001.00           | $1612.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $248.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $5001.00           | $1948.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $7167.00           | $343.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $4005.00           | $481.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $105.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2000.00           | $322.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $207.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $150.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $4096.00           | $349.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1016.00           | $96.63             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $2048.00           | $427.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $3074.00           | $713.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $109.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $189.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $7006.00           | $2089.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $188.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $99993728.00       | $16598355.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $99.34             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $250339840.00      | $15629622.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $4352.00           | $423.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $29122048.00       | $4392860.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $8412873.00        | $1682088.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $68.84             | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $126.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1427.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $269.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1048.00           | $141.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $167.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $3051.00           | $691.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $1024.00           | $124.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $145380352.00      | $21096759.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $114.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $234.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $145.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.79             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $11405.00          | $1560.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $240.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $243.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $7161.00           | $1340.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $4001.00           | $445.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $189.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $185.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $175.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $146.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $6000.00           | $687.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $179788098.00      | $22207416.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $196261079.00      | $34706324.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $198.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $2000.00           | $266.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $126.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $4028.00           | $429.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $111.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $210.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $7005.00           | $759.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $5000.00           | $1316.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $46.59             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $1000.00           | $109.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $242.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $8000.00           | $1097.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $165.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $92.22             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $9321806.00        | $1290109.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $2286.00           | $47.95             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1051.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3425.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $519.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $6000.00           | $960.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $4001.00           | $237.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-04-01      | 4.0000%  | 0.0000% | $1002.00           | $31.43             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $5000.00           | $515.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $271.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $4000.00           | $797.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $3024.00           | $485.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $363.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $219.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.48              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $7172.00           | $46.75             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $4126.00           | $70.81             | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 6.0000%  | 0.0000% | $1024.00           | $7.57              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3014.00           | $32.43             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $6189.00           | $40.60             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $7993.00           | $59.78             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $2177.00           | $3.05              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1022.00           | $2.90              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6145.00           | $12.52             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $39.54             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6830.00           | $61.01             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6179.00           | $42.70             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6087.00           | $35.60             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $1056.00           | $4.27              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1.48              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $9.80              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $6000.00           | $56.53             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $1064.00           | $17.55             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $3087.00           | $38.19             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $16853344.00       | $231057.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $6144.00           | $62.72             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2122.00           | $4.09              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5040.00           | $18.21             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1025.00           | $11.54             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2059.00           | $5.07              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $6145.00           | $7.09              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $4.51              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $18409920.00       | $134057.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $6.47              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5121.00           | $60.23             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $5120.00           | $27.53             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1024.00           | $6.50              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $747.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1432038.00        | $808564.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1011886.00        | $1019378.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4039.00           | $2824.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $6050.00           | $3545.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $781.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $1264.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $4000.00           | $3334.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $805.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1017.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1076.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $872.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $8580912.00        | $8425497.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $24615.00          | $21938.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $812.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $739.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1895.00           | $1659.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $742.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $999.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $815.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $917.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $2000.00           | $950.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1058503.00        | $1102924.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $919.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3462.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2100.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1043.00           | $928.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $974.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $6155.00           | $5701.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $509.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $4001.00           | $3155.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2020.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $653025.00         | $662862.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $463.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1006.00           | $912.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2132.00           | $2087.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $4032.00           | $4012.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $4000.00           | $3546.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1568.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $877.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $944.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $4204.00           | $4113.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1492.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $898.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $779.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $981.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2084.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2086.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2079.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $916.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $982.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $916.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2976.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2002.00           | $2042.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $4046.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2085.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2044.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2066.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2051.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3107.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2007.00           | $1896.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2121.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $2006.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $985.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2070.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $3941417.00        | $3547595.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2036.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3016.00           | $2940.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2050.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1385.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3099.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1997.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1938.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2142.00           | $2142.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3907.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1006.00           | $790.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2048.00           | $2084.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $866.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1260.00           | $1229.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1013882.00        | $1058972.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $773.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $6283688.00        | $6545615.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $34993983.00       | $35512150.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $3989.00           | $4131.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $484336.00         | $507790.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $12270005.00       | $12666277.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1125000.00        | $1134525.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $6942500.00        | $7065534.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1001.00           | $167.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $106.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $4000.00           | $633.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $296707.00         | $30787.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $6003.00           | $904.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $3007.00           | $450.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $8540862.00        | $1275640.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $519.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $9000.00           | $1131.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $8000.00           | $2939.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $1001.00           | $290.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $7006.00           | $1136.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $230.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $732.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $2327.00           | $646.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $246.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.5000%  | 0.0000% | $3001.00           | $239.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $2000.00           | $253.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $4039.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $613.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $404.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $8282.00           | $3766.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $10001.00          | $2184.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $216.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $6209.00           | $940.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $73622927.00       | $15574335.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $228000.00         | $91937.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $24005.00          | $8130.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $24462825.00       | $7466990.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $334.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $309.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $425000.00         | $74535.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $331.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $312.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $421.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1005.00           | $570.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 4.5000%  | 0.0000% | $14994.00          | $9877.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $944.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $673611.00         | $438560.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $497.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $970.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $714.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $727.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 2.0000%  | 0.0000% | $216959.00         | $155613.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $16847488.00       | $14000072.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $738.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $19492416.00       | $13023879.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $8659000.00        | $7162639.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $736.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $20216071.00       | $14714165.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $578.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $440.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $726.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $877.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $9979560.00        | $7283677.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $459.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1001.00           | $709.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $8701303.00        | $6850595.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $959.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $822.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $866.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $781.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $3421804.00        | $3382467.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $682.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $9889011.00        | $9362289.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $75714176.00       | $14535812.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $177.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $5883385.00        | $947120.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $10669203.00       | $2533860.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $37746200.00       | $9929050.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1027.00           | $199.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $209.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1200.00           | $135.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $1532000.00        | $371981.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $5278931.00        | $974806.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $190997195.00      | $14265964.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 3.5000%  | 0.0000% | $1008.00           | $251.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $336.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.0000%  | 0.0000% | $32238058.00       | $9135940.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $1056.00           | $510.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $447.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $39542190.00       | $14946411.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 2.5000%  | 0.0000% | $17703360.00       | $7699229.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $1076.00           | $437.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $27653560.00       | $11733219.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $498.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $489.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $133750240.00      | $64966736.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $17513832.00       | $8789633.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $410.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $559.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $568.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $82724245.00       | $45205017.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $629.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1008.00           | $516.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $538.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $543.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $16165400.00       | $8613617.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $688781.00         | $401622.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.5000%  | 0.0000% | $14398600.00       | $7551830.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $16714093.00       | $12079932.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $60887.00          | $38252.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $530.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $798.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $779.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $771.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $702.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $21785160.00       | $15950795.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $1024.00           | $810.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $810.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $880.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $64278656.00       | $53971080.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1040.00           | $771.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $742.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $747.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $45002.00          | $34631.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $790.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $20639630.00       | $16547931.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2047.00           | $1693.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $917.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $894.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $915.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1024.00           | $818.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $897.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $797.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $65617435.00       | $55194154.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $803.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $818.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $826.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $12314176.00       | $9629254.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $948.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $796.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $12703878.00       | $10712619.31       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $6000.00           | $5459.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $6763491.00        | $6490223.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $12285728.00       | $11586584.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $689.92            | Agency Mortgage-Backed Securities |

### Security 20: FIXED INCOME CLEARING BNYM TREASURY REPO 4.0800 20251201

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 4.0800 20251201 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379883X5, C.5 - Other ID: 3379883X5
- **C.18 - Value (incl. sponsor support):** $1838000000.00
- **C.18.a - Value (excl. sponsor support):** $1838000000.00
- **C.19 - Percentage of Net Assets:** 14.6000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2030-06-30      | 3.8750%  | 0.0000% | $1821716900.00     | $1874760078.23     | U.S. Treasuries (including strips) |

### Security 21: FIXED INCOME CLEARING SSBT TREASURY REPO 4.0800 20251201

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 4.0800 20251201 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379894G9, C.5 - Other ID: 3379894G9
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2027-05-31      | 2.6250%  | 0.0000% | $73470700.00       | $73440142.80       | U.S. Treasuries (including strips) |

### Security 22: GOLDMAN SACHS & CO MORTGAGE REPO 4.0300 20251203

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.0300 20251203 4.030000%
- **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: 3819877S9, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819877S9
- **C.18 - Value (incl. sponsor support):** $174000000.00
- **C.18.a - Value (excl. sponsor support):** $174000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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          | 2047-08-01      | 5.0000%  | 0.0000% | $1688770.00        | $219493.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-12-01      | 6.0000%  | 0.0000% | $51931902.00       | $435332.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.0000%  | 0.0000% | $95000.00          | $17636.71          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-02-01      | 5.5000%  | 0.0000% | $603500.00         | $12229.91          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 3.5000%  | 0.0000% | $30000.00          | $5105.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-05-01      | 3.0000%  | 0.0000% | $13000000.00       | $1777184.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-09-01      | 3.5000%  | 0.0000% | $7607000.00        | $486862.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-09-01      | 2.0000%  | 0.0000% | $2148948.00        | $1175683.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-06-01      | 3.0000%  | 0.0000% | $17655520.00       | $16388049.20       | Agency Mortgage-Backed Securities |
| FMAC          | 2042-01-01      | 2.0000%  | 0.0000% | $800000.00         | $552242.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-05-01      | 3.5000%  | 0.0000% | $1057570.00        | $236206.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $98468.00          | $90705.54          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $40709952.00       | $32848282.13       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $139235.00         | $127823.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $711854.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-07-01      | 6.0000%  | 0.0000% | $267335.00         | $153206.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 4.0000%  | 0.0000% | $280643.00         | $258620.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 6.0000%  | 0.0000% | $1960000.00        | $11105.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 6.0000%  | 0.0000% | $6697656.00        | $198486.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $289167.00         | $9526.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 5.9020%  | 0.0000% | $2897000.00        | $339473.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.5000%  | 0.0000% | $222753.00         | $13859.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-09-01      | 3.0000%  | 0.0000% | $776000.00         | $26774.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-02-01      | 3.5000%  | 0.0000% | $195521.00         | $8598.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 6.0000%  | 0.0000% | $10655982.00       | $15039.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1059614.00        | $868694.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $7129912.00        | $6993953.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $35325.00          | $33786.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $15133952.00       | $15175140.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-25      | 3.5000%  | 0.0000% | $34507008.00       | $27971114.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $495000.00         | $346454.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 2.5000%  | 0.0000% | $60000.00          | $34803.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $225000.00         | $140254.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $9932000.00        | $9665356.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 4.0000%  | 0.0000% | $1450000.00        | $365395.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.5000%  | 0.0000% | $2156624.00        | $672845.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $808000.00         | $413730.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 2.5000%  | 0.0000% | $100000.00         | $65069.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $500000.00         | $434142.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.0000%  | 0.0000% | $12354480.00       | $11166153.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $43658560.00       | $36884053.48       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-11-01      | 6.0000%  | 0.0000% | $2398496.00        | $26820.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-11-01      | 3.5000%  | 0.0000% | $568000.00         | $40847.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-07-01      | 3.5000%  | 0.0000% | $2431500.00        | $352279.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1765192.00        | $1183815.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $7806744.00        | $5783766.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2616844.00        | $2742136.91        | Agency Mortgage-Backed Securities |

### Security 23: GOLDMAN SACHS & CO MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 3819877T7, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819877T7
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2576590.00        | $2657406.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $54772096.00       | $41718474.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $17849437.00       | $15101877.96       | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $152465583.00      | $13684576.57       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 6.5000%  | 0.0000% | $259849.00         | $268846.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-04-20      | 6.0000%  | 0.0000% | $700000.00         | $8817.88           | Agency Mortgage-Backed Securities |

### Security 24: HSBC SEC USA INC MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 4049895Q4, C.5 - Other ID: 4049895Q4
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $368000.00         | $282452.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $20960768.00       | $14120850.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.0000%  | 0.0000% | $14472000.00       | $9009464.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-06-01      | 5.5000%  | 0.0000% | $1399428.00        | $889715.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $948373.00         | $190848.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1873770.00        | $1894752.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1767388.00        | $86602.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2661624.00        | $2707564.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 4.8800%  | 0.0000% | $10432000.00       | $10835645.38       | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 4.0000%  | 0.0000% | $2605668.00        | $532416.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $2085000.00        | $380864.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1236138.00        | $893405.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $5434032.00        | $3567594.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $14508000.00       | $12815739.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $2250000.00        | $1095232.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $376000.00         | $218942.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $63244.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $2426752.00        | $1518188.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $65000.00          | $42088.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.5000%  | 0.0000% | $115000.00         | $69756.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $133019.00         | $84275.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 3.0000%  | 0.0000% | $907184.00         | $596429.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $40000.00          | $28114.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 1.5000%  | 0.0000% | $720868.00         | $441793.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 1.5000%  | 0.0000% | $101472.00         | $58751.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.0000%  | 0.0000% | $1159882.00        | $716821.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.5000%  | 0.0000% | $149000.00         | $101522.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $1268143.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $3083256.00        | $3215749.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $4469616.00        | $4593117.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $1378900.00        | $1453676.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1070858.00        | $1099691.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $258800.00         | $272713.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $290655.00         | $305349.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $294768.00         | $307674.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $12455522.00       | $11960807.25       | Agency Mortgage-Backed Securities |

### Security 25: JP MORGAN SEC LLC MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 6169978G0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169978G0
- **C.18 - Value (incl. sponsor support):** $218000000.00
- **C.18.a - Value (excl. sponsor support):** $218000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2039-12-01      | 5.5000%  | 0.0000% | $166625000.00      | $2668344.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 4.5000%  | 0.0000% | $900000.00         | $115536.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 3.5000%  | 0.0000% | $10545680.00       | $1591116.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 3.0000%  | 0.0000% | $14582592.00       | $505411.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $26053.00          | $6720.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 5.5000%  | 0.0000% | $2106904.00        | $262214.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 7.5000%  | 0.0000% | $701797.00         | $25895.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $181005.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 6.0000%  | 0.0000% | $1617440.00        | $1540491.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1256200.00        | $1280622.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1343402.00        | $1397683.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1619638.00        | $1700584.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1080902.00        | $1080613.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $11218752.00       | $11021437.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 5.5000%  | 0.0000% | $1212992.00        | $1223946.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3065430.00        | $3173495.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1654902.00        | $1701426.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $783979.00         | $827488.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $973832.00         | $1023387.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 6.5000%  | 0.0000% | $1046488.00        | $1066164.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $2974932.00        | $3146267.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1606134.00        | $1579619.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1671906.00        | $1685331.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $312526.00         | $329163.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $228794.00         | $226526.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-08-01      | 3.0000%  | 0.0000% | $699761.00         | $26555.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $15000000.00       | $3480590.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 2.0000%  | 0.0000% | $3202444.00        | $1699769.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $14018.00          | $9680.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1583364.00        | $799970.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $105770.00         | $8111.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $550000.00         | $109453.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $72502272.00       | $45248499.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 6.0000%  | 0.0000% | $2350428.00        | $1378111.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $15000.00          | $14088.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $6725000.00        | $6284402.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $4200000.00        | $3944812.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $135000.00         | $135937.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $114731904.00      | $117889129.72      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0060%  | 0.0000% | $1912638.00        | $1970392.30        | Agency Mortgage-Backed Securities |

### Security 26: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 7809753A4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809753A4
- **C.18 - Value (incl. sponsor support):** $143000000.00
- **C.18.a - Value (excl. sponsor support):** $143000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2026-02-15      | 6.0000%  | 0.0000% | $11960800.00       | $12212569.64       | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $10658900.00       | $11006440.62       | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $5780400.00        | $5812661.17        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $2000000.00        | $1590406.70        | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $2991000.00        | $2353322.83        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $1299800.00        | $1060718.71        | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $1819200.00        | $1190920.79        | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $1517000.00        | $929918.75         | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $21727500.00       | $13045984.52       | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $1251900.00        | $870418.79         | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $14494200.00       | $10364515.90       | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $6438500.00        | $6544064.37        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $1330000.00        | $1364069.02        | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $3648500.00        | $3457184.91        | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $1025300.00        | $1001847.31        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $4837800.00        | $4881612.72        | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $7469500.00        | $7604815.98        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $1221000.00        | $1286901.74        | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $106000.00         | $105852.97         | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $58093700.00       | $59175824.61       | U.S. Treasuries (including strips) |

### Security 27: ROYAL BANK OF CANADA NY TREASURY REPO 4.0800 20251201

- **C.1 - Title:** ROYAL BANK OF CANADA NY TREASURY REPO 4.0800 20251201 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809779Q9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809779Q9
- **C.18 - Value (incl. sponsor support):** $415000000.00
- **C.18.a - Value (excl. sponsor support):** $415000000.00
- **C.19 - Percentage of Net Assets:** 3.3000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2025-11-30      | 2.8750%  | 0.0000% | $1419200.00        | $1439292.89        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $1575600.00        | $1649441.96        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 3.9624%  | 0.0000% | $36100.00          | $36214.84          | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $357122300.00      | $361533579.21      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $57271600.00       | $58641471.31       | U.S. Treasuries (including strips) |

### Security 28: RBC DS MORTGAGE REPO 4.0900 20251201

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.0900 20251201 4.090000%
- **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: 7809797A2, C.5 - Other ID: 7809797A2
- **C.18 - Value (incl. sponsor support):** $502000000.00
- **C.18.a - Value (excl. sponsor support):** $502000000.00
- **C.19 - Percentage of Net Assets:** 3.9900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $2710.00           | $50.65             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $2413.00           | $100.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 5.5000%  | 0.0000% | $4904727.00        | $25722.78          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $16838.00          | $3294.58           | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $782163.00         | $88318.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $399852.00         | $71739.54          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 2.5000%  | 0.0000% | $224000.00         | $40176.21          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1060.00           | $54.29             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-08-01      | 4.0000%  | 0.0000% | $500000.00         | $69567.05          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 3.5000%  | 0.0000% | $88999.00          | $9321.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $1850000.00        | $219047.87         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1692005.00        | $361769.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $778490.00         | $72833.07          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 4.0000%  | 0.0000% | $1111.00           | $277.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-10-01      | 5.5000%  | 0.0000% | $182091.00         | $109129.30         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $660.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $681.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $127794.00         | $91276.32          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $8806195.00        | $6440524.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $783.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $947.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $30419780.00       | $26061932.12       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $43233.00          | $31533.16          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $8796359.00        | $7904188.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $774.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $925.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $196220.00         | $182965.07         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $200000.00         | $193541.71         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $900000.00         | $855668.28         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $22257075.00       | $21231642.69       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $1040000.00        | $688579.29         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 3.0000%  | 0.0000% | $75000.00          | $55470.87          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $864.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1040.00           | $690.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $647.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $640.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $892.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $600.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $666.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $515.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $530.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $948.50            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $769.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $975.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.0000%  | 0.0000% | $5498450.00        | $5198153.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $823.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $870.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1476356.00        | $1242916.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1045.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $959.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $983.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $809.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.17           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $954.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 7.5000%  | 0.0000% | $1050132.00        | $1113641.99        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $858.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $812.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $954.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $891.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $989.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1309574.00        | $1292909.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $991.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $63000.00          | $56123.76          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $984.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $872.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $904.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1082.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1825340.00        | $1661829.41        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1008.00           | $913.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-04-01      | 2.5000%  | 0.0000% | $1000.00           | $531.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $325000.00         | $120407.47         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $475.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $453.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 4.0000%  | 0.0000% | $1024.00           | $728.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $743.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $775.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $823.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $720.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $981.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1124585.00        | $1002378.56        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $886.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $918.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $843.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $858.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $834.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1001.00           | $178.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1041.00           | $232.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 3.0000%  | 0.0000% | $1000.00           | $95.66             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $244604.00         | $61298.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1088350.00        | $389661.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $2731528.00        | $2476052.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1793182.00        | $1511406.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $917.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $885.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $2428450.00        | $2595306.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $871.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1232278.00        | $1287450.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1468885.00        | $1532494.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1831683.00        | $1907724.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3643416.00        | $3760529.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1534717.00        | $1631302.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $3561.00           | $3676.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $99000.00          | $66317.89          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $98000.00          | $81909.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $980.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $789.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $100810.00         | $34079.42          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $543.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $556.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $644.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $650.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1025.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $669.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $744.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $56000.00          | $41609.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $779.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $779.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.0000%  | 0.0000% | $38841.00          | $32453.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $69999.00          | $54924.26          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $894.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $70287080.00       | $53960882.06       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 4.5000%  | 0.0000% | $1008.00           | $819.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $848.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $983.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $894.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $931.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $999000.00         | $933297.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $62803456.00       | $59999415.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $5698272.00        | $5455787.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $968.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $905.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.0000%  | 0.0000% | $21000.00          | $17992.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $940.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $33606133.00       | $32644688.06       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $7000.00           | $5636.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1022.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1019.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1058.00           | $879.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $3699.00           | $1271.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $401.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $642.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $699.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $711.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $651.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $811.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $849.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $1070.00           | $898.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $892.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1265000.00        | $1107856.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $809.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $720.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1080.00           | $843.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $669.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $855.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $56271883.00       | $57377270.82       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1056.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1126.00           | $1097.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $8036912.00        | $8191267.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1024.00           | $906.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $10848167.00       | $11067652.72       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $846.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $910.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $995.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1302398.00        | $1374135.74        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.17           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $924.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $913.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $3440140.00        | $2974344.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $3103836.00        | $3148760.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2157350.00        | $2002165.05        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $906.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $1002.00           | $1025.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $749.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $901.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $3371180.00        | $3523376.44        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $983.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $2301404.00        | $2360751.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $985.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1032.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1975948.00        | $2035450.44        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.94           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1034.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $3006832.00        | $3170697.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1001.00           | $1036.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $935.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1024.00           | $959.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.0000%  | 0.0000% | $1024.00           | $951.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $880.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-07-20      | 3.5000%  | 0.0000% | $1000.00           | $76.31             | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-12-20      | 3.5000%  | 0.0000% | $1000.00           | $71.89             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 3.0000%  | 0.0000% | $1154.00           | $180.23            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $1040.00           | $172.10            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $1024.00           | $652.76            | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-12-20      | 3.0000%  | 0.0000% | $1410.00           | $911.93            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $1022.88           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1031.59           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1024.00           | $1055.96           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.60           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $2309960.00        | $2061189.31        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $1006.86           | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-10-20      | 4.0000%  | 0.0000% | $1000.00           | $48.06             | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $1000.00           | $35.69             | Agency Mortgage-Backed Securities  |
| USTR          | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| USTR          | 2026-01-27      | 0.0000%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $400.00            | $289.38            | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $17288900.00       | $12531383.00       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.56            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $806600.00         | $798705.98         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $12690100.00       | $13375030.13       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $198.54            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $42681200.00       | $42282507.96       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $300.00            | $285.93            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $12614400.00       | $11105699.80       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $1100.00           | $1080.10           | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $800.00            | $823.60            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $40373000.00       | $43647780.03       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $33068000.00       | $35454592.55       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.73            | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $5192600.00        | $5326391.86        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $103.35            | U.S. Treasuries (including strips) |

### Security 29: RBC DS TREASURY REPO 4.0800 20251201

- **C.1 - Title:** RBC DS TREASURY REPO 4.0800 20251201 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809971C6, C.5 - Other ID: 7809971C6
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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          | 2028-05-31      | 1.2500%  | 0.0000% | $27825100.00       | $26520066.47       | U.S. Treasuries (including strips) |

### Security 30: TD SECURITIES USA LLC MORTGAGE REPO 4.0600 20251205

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 4.0600 20251205 4.060000%
- **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: 8919941X3, C.5 - Other ID: 8919941X3
- **C.18 - Value (incl. sponsor support):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $40633609.00       | $29540920.09       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $1929000.00        | $870977.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $50000000.00       | $26355360.31       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.0000%  | 0.0000% | $194920.00         | $106371.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $6000.00           | $3304.68           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $2000.00           | $1007.46           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $12936715.00       | $7382058.68        | Agency Mortgage-Backed Securities |

### Security 31: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9789342.50
- **C.18.a - Value (excl. sponsor support):** $9789342.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247033160.00
- **C.18.a - Value (excl. sponsor support):** $247033160.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84615210.10
- **C.18.a - Value (excl. sponsor support):** $84615210.10
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $271860936.38
- **C.18.a - Value (excl. sponsor support):** $271860936.38
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248331110.00
- **C.18.a - Value (excl. sponsor support):** $248331110.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124081683.75
- **C.18.a - Value (excl. sponsor support):** $124081683.75
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119036700.00
- **C.18.a - Value (excl. sponsor support):** $119036700.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148686042.00
- **C.18.a - Value (excl. sponsor support):** $148686042.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $272392694.75
- **C.18.a - Value (excl. sponsor support):** $272392694.75
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $343923562.50
- **C.18.a - Value (excl. sponsor support):** $343923562.50
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 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: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $167968813.26
- **C.18.a - Value (excl. sponsor support):** $167968813.26
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $93589843.75
- **C.18.a - Value (excl. sponsor support):** $93589843.75
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 43: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40325742.29
- **C.18.a - Value (excl. sponsor support):** $40325742.29
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52960663.93
- **C.18.a - Value (excl. sponsor support):** $52960663.93
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 45: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $159347812.50
- **C.18.a - Value (excl. sponsor support):** $159347812.50
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 46: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.025394%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $105986455.32
- **C.18.a - Value (excl. sponsor support):** $105986455.32
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.930394%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99982216.00
- **C.18.a - Value (excl. sponsor support):** $99982216.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135659179.35
- **C.18.a - Value (excl. sponsor support):** $135659179.35
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 49: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.962394%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $319985414.40
- **C.18.a - Value (excl. sponsor support):** $319985414.40
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 50: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40009374.80
- **C.18.a - Value (excl. sponsor support):** $40009374.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 51: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.939394%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $329917665.00
- **C.18.a - Value (excl. sponsor support):** $329917665.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 52: WELLS FARGO SECURITIES MORTGAGE REPO 4.0900 20251205

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 4.0900 20251205 4.090000%
- **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: 9499841Y4, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499841Y4
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2037-01-01      | 5.5000%  | 0.0000% | $375000.00         | $930.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.0000%  | 0.0000% | $20939709.00       | $4415922.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $891798.00         | $860687.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $2129982.00        | $1611729.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1092428.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1018209.00        | $939955.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1082041.00        | $772725.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1966300.00        | $1732403.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $2599233.00        | $2624253.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1127341.00        | $1188750.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1868423.00        | $1895182.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $2053551.00        | $2167072.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $4941149.00        | $5038036.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $24000.00          | $4765.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $15898557.00       | $10277723.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2539063.00        | $2419525.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $69449.00          | $44355.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 5.0000%  | 0.0000% | $230000.00         | $25166.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 1.5000%  | 0.0000% | $14227.00          | $6993.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $3266285.00        | $2032932.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 5.0000%  | 0.0000% | $10455330.00       | $9725577.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 6.5000%  | 0.0000% | $5081028.00        | $5151534.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 2.5000%  | 0.0000% | $49760773.00       | $42653491.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 3.0000%  | 0.0000% | $140000.00         | $39701.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 3.5000%  | 0.0000% | $5860565.00        | $1259894.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 5.5000%  | 0.0000% | $2007622.00        | $726183.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $115000.00         | $56191.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $464009.00         | $296930.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1351.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $5155221.00        | $3743829.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $17701.54          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $6000.00           | $4718.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2038-11-01      | 6.0000%  | 0.0000% | $990000.00         | $10184.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $845000.00         | $107140.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 5.5000%  | 0.0000% | $25000000.00       | $14931000.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $77360798.00       | $72132678.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 3.5000%  | 0.0000% | $2403748.00        | $2247193.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $21974922.00       | $21934709.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-10-01      | 6.0000%  | 0.0000% | $764941.00         | $8446.12           | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2025-12-05

**By:** Alan S. Dupski

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

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