# EDGAR Filing Document

**Accession Number:** 0001034386
**File Stem:** 0001193125-26-258759
**Filing Date:** 2026-6
**Character Count:** 296988
**Document Hash:** fd14b8831b5a3f9a2237dafdda37fcdd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-258759.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-258759

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 261067526

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0001034386

**LEI of Registrant:** 549300OHDX5YN5HMNT85

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

**LEI of Series:** 5493002Y0IYARJVQ5N24

**EDGAR Series Identifier:** S000002153

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

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | T. Rowe Price Associates, Inc.                             | 801-00856         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Baltimore<br>State: MD |  |
| Administrator                 | None                                                       |  |
| Transfer Agent                | T. Rowe Price Services, Inc.<br>CIK: 0000703220            | 084-01079         |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 37 days

- **WAL:** 74 days

- **Total Value of Portfolio Securities:** $12806646673.20

- **Amortized Cost of Portfolio Securities:** $12808667494.27

- **Cash:** $7986.97

- **Total Other Assets:** $27928679.37

- **Total Liabilities:** $43303685.92

- **Net Assets of Series:** $12793300474.69

- **Number of Shares Outstanding (Series):** 12787929853.1000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $14613202670.32           | $14897202670.32            | 90.4800%                  | 92.2400%                   |
| 2026-05-04 | $14413060753.74           | $14697060753.74            | 90.3700%                  | 92.1600%                   |
| 2026-05-05 | $13987816449.12           | $14174816449.12            | 90.6800%                  | 91.8900%                   |
| 2026-05-06 | $13006447239.07           | $13053447239.07            | 90.9200%                  | 91.2500%                   |
| 2026-05-07 | $12739928064.67           | $13006928064.67            | 89.3500%                  | 91.2200%                   |
| 2026-05-08 | $13196248425.83           | $13463248425.83            | 89.6600%                  | 91.4800%                   |
| 2026-05-11 | $12991236238.44           | $13258236238.44            | 89.5300%                  | 91.3700%                   |
| 2026-05-12 | $13644738421.45           | $13864738421.45            | 89.8100%                  | 91.2600%                   |
| 2026-05-13 | $13578041499.18           | $13611041499.18            | 90.8900%                  | 91.1100%                   |
| 2026-05-14 | $12414586220.33           | $12706586220.33            | 88.4500%                  | 90.5300%                   |
| 2026-05-15 | $12177614926.03           | $12469614926.03            | 88.2400%                  | 90.3600%                   |
| 2026-05-18 | $12014908599.06           | $12434908599.06            | 88.1100%                  | 91.1900%                   |
| 2026-05-19 | $11451704682.25           | $11838704682.25            | 87.8200%                  | 90.7900%                   |
| 2026-05-20 | $11664609305.12           | $11839609305.12            | 89.4500%                  | 90.7900%                   |
| 2026-05-21 | $11422393647.37           | $11879393647.37            | 87.4200%                  | 90.9200%                   |
| 2026-05-22 | $11210863675.85           | $11539863675.85            | 88.0600%                  | 90.6500%                   |
| 2026-05-26 | $11383397042.45           | $11650397042.45            | 87.7900%                  | 89.8500%                   |
| 2026-05-27 | $10611269203.93           | $10710218355.83            | 88.6000%                  | 89.4300%                   |
| 2026-05-28 | $9569751922.03            | $9933701238.49             | 85.4500%                  | 88.7000%                   |
| 2026-05-29 | $11203689294.09           | $11567639104.22            | 87.2800%                  | 90.1100%                   |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0002                      |
|  |  |
| 2026-05-04 | 1.0002                      |
|  |  |
| 2026-05-05 | 1.0002                      |
|  |  |
| 2026-05-06 | 1.0003                      |
|  |  |
| 2026-05-07 | 1.0003                      |
|  |  |
| 2026-05-08 | 1.0003                      |
|  |  |
| 2026-05-11 | 1.0003                      |
|  |  |
| 2026-05-12 | 1.0002                      |
|  |  |
| 2026-05-13 | 1.0002                      |
|  |  |
| 2026-05-14 | 1.0002                      |
|  |  |
| 2026-05-15 | 1.0002                      |
|  |  |
| 2026-05-18 | 1.0002                      |
|  |  |
| 2026-05-19 | 1.0003                      |
|  |  |
| 2026-05-20 | 1.0003                      |
|  |  |
| 2026-05-21 | 1.0002                      |
|  |  |
| 2026-05-22 | 1.0002                      |
|  |  |
| 2026-05-26 | 1.0002                      |
|  |  |
| 2026-05-27 | 1.0003                      |
|  |  |
| 2026-05-28 | 1.0003                      |
|  |  |
| 2026-05-29 | 1.0003                      |
|  |  |

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

### Class: 00

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $12793300474.69

- **Number of Shares Outstanding:** 12787929853.1000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0002          |
|  |  |
| 2026-05-04 | 1.0002          |
|  |  |
| 2026-05-05 | 1.0002          |
|  |  |
| 2026-05-06 | 1.0003          |
|  |  |
| 2026-05-07 | 1.0003          |
|  |  |
| 2026-05-08 | 1.0003          |
|  |  |
| 2026-05-11 | 1.0003          |
|  |  |
| 2026-05-12 | 1.0002          |
|  |  |
| 2026-05-13 | 1.0002          |
|  |  |
| 2026-05-14 | 1.0002          |
|  |  |
| 2026-05-15 | 1.0002          |
|  |  |
| 2026-05-18 | 1.0002          |
|  |  |
| 2026-05-19 | 1.0003          |
|  |  |
| 2026-05-20 | 1.0003          |
|  |  |
| 2026-05-21 | 1.0002          |
|  |  |
| 2026-05-22 | 1.0002          |
|  |  |
| 2026-05-26 | 1.0002          |
|  |  |
| 2026-05-27 | 1.0003          |
|  |  |
| 2026-05-28 | 1.0003          |
|  |  |
| 2026-05-29 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1216842152.69            | $1024189756.98          |
| 2026-05-04 | $454303837.70             | $599840105.07           |
| 2026-05-05 | $553857090.31             | $880046678.36           |
| 2026-05-06 | $299025534.44             | $1421658291.30          |
| 2026-05-07 | $596753266.40             | $793620142.50           |
| 2026-05-08 | $920556302.04             | $316549943.74           |
| 2026-05-11 | $625660186.57             | $833791791.51           |
| 2026-05-12 | $1102226426.33            | $496841998.22           |
| 2026-05-13 | $820622647.98             | $1000573856.02          |
| 2026-05-14 | $456147258.07             | $1361884680.08          |
| 2026-05-15 | $817151946.97             | $1056418899.92          |
| 2026-05-18 | $997147473.22             | $1162689066.52          |
| 2026-05-19 | $492908386.91             | $1090130971.20          |
| 2026-05-20 | $555994592.06             | $556210929.24           |
| 2026-05-21 | $697437222.96             | $673761506.49           |
| 2026-05-22 | $566833470.21             | $907653787.31           |
| 2026-05-26 | $761704752.19             | $526620559.48           |
| 2026-05-27 | $246866886.75             | $1238478095.29          |
| 2026-05-28 | $553789277.44             | $1331365704.85          |
| 2026-05-29 | $2250527424.73            | $617591350.26           |

**Total Gross Subscriptions (Month):** $14986356135.97

**Total Gross Redemptions (Month):** $17889918114.34

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

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC TREASURY REPO 3.6200 20260601

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609974T7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0609974T7
- **C.18 - Value (incl. sponsor support):** $49000000.00
- **C.18.a - Value (excl. sponsor support):** $49000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2038-02-15      | 4.3750%  | 0.0000% | $9000.00           | $9007.94           | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $48945600.00       | $49971047.09       | U.S. Treasuries (including strips) |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639927M7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639927M7
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $12827100.00       | $13259857.45       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $202.07            | U.S. Treasuries (including strips) |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639952K9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639952K9
- **C.18 - Value (incl. sponsor support):** $17000000.00
- **C.18.a - Value (excl. sponsor support):** $17000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2052-04-20      | 3.5000%  | 0.0000% | $3054020.00        | $1990437.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $5193188.00        | $5086273.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $18558.00          | $19153.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $4897985.00        | $5110928.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $5051446.00        | $5133207.58        | Agency Mortgage-Backed Securities |

### Security 4: BANK OF MONTREAL TREASURY REPO 3.6100 20260601

- **C.1 - Title:** BANK OF MONTREAL TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0639975C0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639975C0
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2026-06-30      | 4.6250%  | 0.0000% | $5388000.00        | $5494664.09        | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 3.8750%  | 0.0000% | $5748500.00        | $5725415.09        | U.S. Treasuries (including strips) |

### Security 5: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360985Y2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1360985Y2
- **C.18 - Value (incl. sponsor support):** $144000000.00
- **C.18.a - Value (excl. sponsor support):** $144000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $116.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $26081998.00       | $9692668.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $743.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $729.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $701.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $695.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $676.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $640.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $272000.00         | $209502.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $11634352.00       | $9192769.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-08-01      | 2.5000%  | 0.0000% | $1024.00           | $560.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-04-01      | 5.0000%  | 0.0000% | $299669.00         | $125409.07         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.5000%  | 0.0000% | $1000.00           | $280.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-25      | 4.0000%  | 0.0000% | $1000.00           | $887.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $41600000.00       | $3893912.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $173.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1003204.00        | $934833.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1938990.00        | $1529623.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1734660.00        | $1809105.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $1018330.00        | $915421.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1238412.00        | $1262800.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $239.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2060-07-01      | 3.0000%  | 0.0000% | $1024.00           | $468.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.1400%  | 0.0000% | $69989.00          | $63514.91          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 3.0000%  | 0.0000% | $1008.00           | $739.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 4.4200%  | 0.0000% | $1000.00           | $1001.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $233000.00         | $52215.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $219.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1040.00           | $708.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $753.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $666.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $860.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $399242.00         | $210587.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $805.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $969.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $927.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $26146656.00       | $25971653.87       | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $908.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $945.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $229.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $433.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $727.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $881.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $749.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $929.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $848.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $201.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 2.5000%  | 0.0000% | $1024.00           | $539.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-09-01      | 2.0000%  | 0.0000% | $1023.00           | $426.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 4.0000%  | 0.0000% | $265000.00         | $221704.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $598.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $667.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1008.00           | $878.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $950.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $21067939.00       | $20530847.47       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $4720.00           | $4616.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $557.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $951.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $3655556.00        | $2803016.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1026.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $464.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $811.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $894.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $828.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $939.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $814.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $945.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $862.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $3442250.00        | $3196578.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $844.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $932.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $725.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1008.00           | $864.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1088.00           | $923.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $959.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $834.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $964.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1026.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $4279336.00        | $4338466.92        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.93           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $31906752.00       | $23542648.13       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $914.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $800.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $727.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $879.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $865.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $33093296.00       | $32412499.27       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 6.5000%  | 0.0000% | $1023.00           | $1056.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.51           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $944.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $4055184.00        | $3885050.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.05           | Agency Mortgage-Backed Securities  |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.83             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $14800.00          | $14157.75          | U.S. Treasuries (including strips) |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6200 20260604

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6200 20260604 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729912N0, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729912N0
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2026-11-20      | 0.0000%  | 0.0000% | $63125000.00       | $61999860.00       | Agency Mortgage-Backed Securities |
| FHLB          | 2026-11-25      | 0.0000%  | 0.0000% | $100000.00         | $98165.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2026-08-26      | 0.0000%  | 0.0000% | $1153000.00        | $1142611.47        | Agency Mortgage-Backed Securities |

### Security 7: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729912P5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729912P5
- **C.18 - Value (incl. sponsor support):** $289000000.00
- **C.18.a - Value (excl. sponsor support):** $289000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2026-11-03      | 0.0000%  | 0.0000% | $100000.00         | $98392.00          | Agency Mortgage-Backed Securities |
| FHLB          | 2026-11-20      | 0.0000%  | 0.0000% | $258432000.00      | $253825708.00      | Agency Mortgage-Backed Securities |
| FHLB          | 2026-11-25      | 0.0000%  | 0.0000% | $802000.00         | $787283.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2026-08-26      | 0.0000%  | 0.0000% | $40433000.00       | $40068698.67       | Agency Mortgage-Backed Securities |

### Security 8: CITIGROUP GLBL MKT INC TREASURY REPO 3.6100 20260601

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729954S8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729954S8
- **C.18 - Value (incl. sponsor support):** $257000000.00
- **C.18.a - Value (excl. sponsor support):** $257000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2029-01-15      | 0.8750%  | 0.0000% | $1500.00           | $1939.04           | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $264831600.00      | $256999979.44      | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $4700.00           | $4677.40           | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $5315100.00        | $5034619.09        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $97700.00          | $98782.29          | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $100.00            | $99.89             | U.S. Treasuries (including strips) |

### Security 9: CREDIT AGRICOLE TREASURY REPO 3.6300 20260603

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 3.6300 20260603 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258961A7, C.4 - ISIN: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: 2258961A7
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** 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          | 2030-01-15      | 0.1250%  | 0.0000% | $536100.00         | $654660.15         | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $417600.00         | $365415.02         | U.S. Treasuries (including strips) |

### Security 10: CREDIT AGRICOLE TREASURY REPO 3.6100 20260601

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258961F6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258961F6
- **C.18 - Value (incl. sponsor support):** $533740000.00
- **C.18.a - Value (excl. sponsor support):** $533740000.00
- **C.19 - Percentage of Net Assets:** 4.1700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2030-11-30      | 3.5000%  | 0.0000% | $108617400.00      | $107615262.44      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-13      | 0.0000%  | 0.0000% | $5300300.00        | $5260229.73        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $204225000.00      | $166006508.87      | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $9600.00           | $7841.42           | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $21558600.00       | $13627482.81       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $50229200.00       | $49137444.42       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $45421600.00       | $45552953.75       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $31507900.00       | $31669399.39       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $15731300.00       | $16845877.43       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $75082500.00       | $76165959.04       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $400.00            | $393.88            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $32390700.00       | $32525496.31       | U.S. Treasuries (including strips) |

### Security 11: CREDIT AGRICOLE TREASURY REPO 3.5900 20260601

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 3.5900 20260601 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258961G4, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258961G4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $16661700.00       | $16537051.65       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $206453600.00      | $183089647.55      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $728200.00         | $741576.82         | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $990200.00         | $1001078.47        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $35742000.00       | $35933484.85       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $30972200.00       | $30789887.36       | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $86081600.00       | $85956225.71       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $3000.00           | $2988.11           | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.8180%  | 0.0000% | $37889800.00       | $38060323.70       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $2000.00           | $1976.34           | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $16063500.00       | $15885853.05       | U.S. Treasuries (including strips) |

### Security 12: CREDIT AGRICOLE MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258984Z5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258984Z5
- **C.18 - Value (incl. sponsor support):** $1177070000.00
- **C.18.a - Value (excl. sponsor support):** $1177070000.00
- **C.19 - Percentage of Net Assets:** 9.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2054-08-01      | 6.5000%  | 0.0000% | $18020704.00       | $11227001.63       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $7621456.00        | $4188548.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $1694034.00        | $352303.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.3410%  | 0.0000% | $26562688.00       | $20890761.10       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.0600%  | 0.0000% | $1000.00           | $974.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $906583.00         | $376484.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $18071872.00       | $9555346.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $4689824.00        | $4641326.99        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $100408064.00      | $96197514.31       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $26301088.00       | $25498947.83       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $2498890.00        | $2099931.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $29103648.00       | $28710184.55       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $3930264.00        | $3875458.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $236900.00         | $239174.67         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1155106.00        | $1128208.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $231315.00         | $245789.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $290254336.00      | $137824938.76      | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 2.0000%  | 0.0000% | $48650240.00       | $29444420.93       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $363909120.00      | $185217644.58      | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $291443200.00      | $209625877.65      | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 5.5000%  | 0.0000% | $48998.00          | $34708.19          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $6998.00           | $6335.75           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $3129204.00        | $1565577.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $5096056.00        | $5311275.46        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $104840244.00      | $92307448.99       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $66687712.00       | $47137963.13       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $7230.00           | $7042.42           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $505470.00         | $483929.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $50262948.00       | $49771495.29       | Agency Mortgage-Backed Securities  |
| GNMA          | 2033-08-15      | 5.0000%  | 0.0000% | $3000000.00        | $25854.43          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-02-20      | 3.5000%  | 0.0000% | $345683.00         | $85814.04          | Agency Mortgage-Backed Securities  |
| USTR          | 2026-07-30      | 0.0000%  | 0.0000% | $23239800.00       | $23095016.05       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $800.00            | $604.74            | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $1700.00           | $1379.85           | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $41482900.00       | $26221902.46       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.14             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $68373200.00       | $38926818.76       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $1500.00           | $1066.49           | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $26896200.00       | $26912172.48       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $56271000.00       | $78043671.61       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $173.42            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.68             | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $200.00            | $211.84            | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $39940900.00       | $39329947.40       | U.S. Treasuries (including strips) |

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AVBC5, C.4 - ISIN: US3130AVBC52, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $6028006.27
- **C.18.a - Value (excl. sponsor support):** $6028006.27
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $175067578.82
- **C.18.a - Value (excl. sponsor support):** $175067578.82
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75032470.51
- **C.18.a - Value (excl. sponsor support):** $75032470.51
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WK4, C.4 - ISIN: US3130B8WK49, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $249432032.75
- **C.18.a - Value (excl. sponsor support):** $249432032.75
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJ65, C.4 - ISIN: US3130BAJ659, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49984954.96
- **C.18.a - Value (excl. sponsor support):** $49984954.96
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-28
- **C.13 - Final Legal Maturity Date:** 2028-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQ91, C.4 - ISIN: US3130BAQ910, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74946886.72
- **C.18.a - Value (excl. sponsor support):** $74946886.72
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **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 19: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15003928.25
- **C.18.a - Value (excl. sponsor support):** $15003928.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $7003036.38
- **C.18.a - Value (excl. sponsor support):** $7003036.38
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **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 21: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.827969%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30126879.51
- **C.18.a - Value (excl. sponsor support):** $30126879.51
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 22: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTQ2, C.4 - ISIN: US3134HCTQ25, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199421280.74
- **C.18.a - Value (excl. sponsor support):** $199421280.74
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWL9, C.4 - ISIN: US3134HCWL90, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $127614470.96
- **C.18.a - Value (excl. sponsor support):** $127614470.96
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCXP9, C.4 - ISIN: US3134HCXP95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49783490.89
- **C.18.a - Value (excl. sponsor support):** $49783490.89
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCZQ1, C.4 - ISIN: US3136GCZQ18, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $114866917.40
- **C.18.a - Value (excl. sponsor support):** $114866917.40
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.915000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GD3B7, C.4 - ISIN: US3136GD3B75, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $114734213.48
- **C.18.a - Value (excl. sponsor support):** $114734213.48
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL RESERVE BK OF NY TREASURY REPO 3.5000 20260601

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 3.5000 20260601 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3139936Q5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3139936Q5
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 6.0600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $224500.00         | $214125.52         | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $832092100.00      | $775011928.96      | U.S. Treasuries (including strips) |

### Security 28: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3379859M9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379859M9
- **C.18 - Value (incl. sponsor support):** $1245000000.00
- **C.18.a - Value (excl. sponsor support):** $1245000000.00
- **C.19 - Percentage of Net Assets:** 9.7300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2036-11-01      | 5.5000%  | 0.0000% | $1023.00           | $20.56             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 6.0000%  | 0.0000% | $1004.00           | $18.14             | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $1127.00           | $3.58              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-01-01      | 5.5000%  | 0.0000% | $1023.00           | $10.08             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 6.5000%  | 0.0000% | $1061.00           | $13.34             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 7.0000%  | 0.0000% | $1024.00           | $10.96             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 6.0000%  | 0.0000% | $1120.00           | $10.53             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.0000%  | 0.0000% | $5292.00           | $56.96             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $129.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $88.10             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 3.0000%  | 0.0000% | $1500000.00        | $185276.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-08-01      | 4.5000%  | 0.0000% | $1024.00           | $30.84             | Agency Mortgage-Backed Securities |
| FMAC          | 2040-01-01      | 5.5000%  | 0.0000% | $1024.00           | $51.70             | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 4.5000%  | 0.0000% | $1044.00           | $25.35             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $1024.00           | $37.12             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $1024.00           | $108.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $1008.00           | $73.34             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 5.5000%  | 0.0000% | $1054.00           | $17.06             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $126.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $162.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $251.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $247.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $1595.00           | $870.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $1008.00           | $286.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $155.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $314.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $223.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $279.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $231.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $329.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $206.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $208.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $304.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $242.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $413.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $224.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $253.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $285.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $359.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $237.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $433.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $70.63             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $93.74             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $239.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $71.51             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $313.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2039-07-01      | 6.0000%  | 0.0000% | $167130.00         | $111598.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 6.0000%  | 0.0000% | $1000.00           | $815.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-11-01      | 5.5000%  | 0.0000% | $1000.00           | $469.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $597.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $179.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $728.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $1024.00           | $591.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $664.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $442.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $292000.00         | $153408.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2024.00           | $1810.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $716.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $14927.00          | $6468.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $9327649.00        | $4330465.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $5682482.00        | $2823780.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $158180767.00      | $80268304.75       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $167936.00         | $90849.68          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $2104000.00        | $1917683.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 7.0000%  | 0.0000% | $2016.00           | $1576.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1236000.00        | $991194.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2636357.00        | $1875693.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $289.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $227.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $1008.00           | $93.19             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $1000.00           | $95.29             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $79.01             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 3.5000%  | 0.0000% | $1009.00           | $100.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-11-01      | 3.5000%  | 0.0000% | $2048.00           | $338.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $84.97             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $1013.00           | $97.13             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 3.5000%  | 0.0000% | $2000.00           | $366.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $179.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $267.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $2048.00           | $284.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $102.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 4.0000%  | 0.0000% | $1054.00           | $204.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $2016.00           | $251.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $1016.00           | $108.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $2048.00           | $157.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-04-01      | 4.0000%  | 0.0000% | $2048.00           | $289.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $2048.00           | $279.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $332.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $113.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.5000%  | 0.0000% | $1005.00           | $154.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $2048.00           | $287.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $132.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $2016.00           | $317.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-02-01      | 4.0000%  | 0.0000% | $2016.00           | $335.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-01-01      | 4.0000%  | 0.0000% | $2000.00           | $237.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $150.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $341.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $326.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $155.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1011.00           | $231.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $233.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $294.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $299.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $203.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1003.00           | $277.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $234.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $412.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $253.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $342.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $307.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1002.00           | $354.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $346.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $333.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $619.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 3.5000%  | 0.0000% | $1004.00           | $130.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-11-01      | 3.5000%  | 0.0000% | $1006.00           | $219.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $1024.00           | $152.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $2016.00           | $504.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $481.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $269.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $301.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $229.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $335.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $252.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $210.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $223.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $342.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $360.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $1008.00           | $261.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $278.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $258.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $1001.00           | $229.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $329.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $165.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $240.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $539.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $1008.00           | $240.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $437.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $194.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1003.00           | $229.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $412.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $247.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $261.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $259.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $310.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $183.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $180.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $350.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $322.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $134.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1008.00           | $366.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $433.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $388.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $429.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $372.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $271.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $416.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $554.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $423.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $423.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $342.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $630.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $25303.00          | $10891.18          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $16823423.00       | $8442458.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $331.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $54450.75          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.5000%  | 0.0000% | $300000.00         | $148411.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $588.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $1001.00           | $591.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $517.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 4.5000%  | 0.0000% | $1999.00           | $883.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $716994.00         | $460926.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $467.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1253.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $602.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $7309560.00        | $5326802.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $609.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $481.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $843.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $638.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $664.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $655.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $745.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $687.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $833.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $937.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $541.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $603.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $825.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $849.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $554.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $659.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $938.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $587.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $890.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $814.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $750.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $493.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $938.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $554.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $685.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $932.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $945.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $708.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $564.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $544.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $830.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $806.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $608.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $554.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $835.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $726.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $593.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $672.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $661.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $847.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $749.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $684.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $273.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $909.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $859.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $598.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $914.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7372880.00        | $4866569.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $603.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $465.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $937.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $706.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $7419920.00        | $5180056.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $590.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $639.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1680.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $517.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $704.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1397425.00        | $544732.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $571.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $757.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $686.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $939.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $655.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $776.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $725.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $947.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $754.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $749.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1010.00           | $636.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $559.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $559.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $936.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $577.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $745.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $653.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $709.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $636.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $724.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $615.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $604.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $680.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $591.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $682.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $669.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $242.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $769.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $644.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $726.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $2560200.00        | $2018121.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $5215928.00        | $3375086.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $3292974.00        | $2555869.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $731.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $692.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $8371500.00        | $5381864.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $381.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $637.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $520.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $421.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $697.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $526.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $796.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $6635426.00        | $4842008.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $674.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $13169.00          | $11089.34          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $653.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $533.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $493.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $10290937.00       | $5856649.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1001.00           | $702.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $323.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $719.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $5018512.00        | $3443383.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $555.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $848.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1001.00           | $745.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $575.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $517.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $551.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $830.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $779.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $9404976.00        | $7891603.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $727.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $966.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $500.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $700.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $7703360.00        | $5435916.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $572.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $857.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $5036200.00        | $4479927.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1020.00           | $712.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $706.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $832.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $805.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $832.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $719.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1348514.00        | $986330.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $837.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $862.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $741.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $949.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $582.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $616.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $736.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $762.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $409410.00         | $220304.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2625544.00        | $1663683.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $603.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $719.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $685.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $866.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $692.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2777.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $903.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $749.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $586.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $985.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $826.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $864.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $714.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $765.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1001.00           | $430.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $512.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1001.00           | $745.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $596.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $747.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1001.00           | $794.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1001.00           | $774.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $760.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $811.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $641.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $998.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $757.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $831.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $732.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $608.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $785.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $684.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $967.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $749.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1019.51           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $595.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $3347984.00        | $2274200.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $11644304.00       | $9842325.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $438.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $608.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $7461553.00        | $5284851.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $852.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $23574256.00       | $18242005.75       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $881.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1269350.00        | $891489.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $784.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $830.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 1.5000%  | 0.0000% | $1000.00           | $455.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $586.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 4.0000%  | 0.0000% | $1024.00           | $328.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $3432791.00        | $2392684.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $237016.00         | $171537.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $812.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $10478983.00       | $7674414.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $747.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1699.00           | $1286.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 5.0000%  | 0.0000% | $4992277.00        | $4272290.24        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-25      | 2.5000%  | 0.0000% | $177000.00         | $129281.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $831.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $693.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $857.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $835.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $704.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $473.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.5000%  | 0.0000% | $1016.00           | $6.09              | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-25      | 3.0000%  | 0.0000% | $1024.00           | $746.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $17788343.00       | $1788215.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $5117.00           | $311.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $140.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $68.50             | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $25.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.5000%  | 0.0000% | $1000.00           | $108.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $17373419.00       | $1658899.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.5000%  | 0.0000% | $76813956.00       | $8808752.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-08-01      | 7.5000%  | 0.0000% | $4660000.00        | $429028.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $59235000.00       | $12679388.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $1011.00           | $69.11             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $24993100.00       | $2520867.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $12466493.00       | $1434913.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $11625536.00       | $1193186.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $97.91             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $182.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $227.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $4924471.00        | $1149248.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $11171519.00       | $1023862.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $18237030.00       | $2743989.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $1000.00           | $208.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2547010.00        | $666101.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $11297819.00       | $1302966.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $150095647.00      | $6746582.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $49914353.00       | $6496465.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $2140000.00        | $132335.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $201.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1040.00           | $198.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $150308864.00      | $11935016.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $30307302.00       | $4057009.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $3721146.00        | $1061972.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $54383700.00       | $9410767.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1040.00           | $218.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $29137664.00       | $5530215.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $49981699.00       | $12859778.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1040.00           | $138.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 4.5000%  | 0.0000% | $7717492.00        | $1871500.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $102.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $218.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $1024.00           | $128.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $1120.00           | $185.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $119.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $2447808.00        | $474410.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 4.0000%  | 0.0000% | $15301969.00       | $2416345.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $102.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $228.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 4.5000%  | 0.0000% | $41487421.00       | $1304116.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $42.33             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $9314757.00        | $1228258.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1008.00           | $96.57             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $14830158.00       | $1484350.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $8474152.00        | $1131057.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $2080.00           | $373.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $126.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $254.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $4585268.00        | $1457354.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $8.62              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $8.07              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1784530.00        | $1087925.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1144261.00        | $1207214.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2337749.00        | $1640461.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $2089836.00        | $1683683.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1148340.00        | $1028110.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2705064.00        | $1142296.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $643.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2225433.00        | $1406327.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $979394.00         | $964642.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1935607.00        | $1867489.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $761.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3473936.00        | $3440480.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $825.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $821025.00         | $448638.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1978093.00        | $2059658.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1006218.00        | $1000974.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $773.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1639238.00        | $1262569.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3132500.00        | $2360687.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3473265.00        | $3527409.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $882.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1515307.00        | $1492723.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $425000.00         | $383846.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $799.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1068.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $559.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $701246.00         | $630841.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $974.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $7475055.00        | $5290436.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $12113261.00       | $11853616.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $3224115.00        | $2877529.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2872308.00        | $2924534.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $3981128.00        | $4024594.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $999.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1268000.00        | $1248087.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $176.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $979.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $5102610.00        | $5085361.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1490105.00        | $1378887.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $946662.00         | $905944.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1203050.00        | $1245173.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $987.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.5000%  | 0.0000% | $1000.00           | $285.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.5000%  | 0.0000% | $9255031.00        | $1396285.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 4.0000%  | 0.0000% | $24421973.00       | $3427380.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $548197.00         | $199037.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $180.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $42442844.00       | $9226904.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $782.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $47081689.00       | $10269117.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1023.00           | $202.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $16102.00          | $1680.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 2.5000%  | 0.0000% | $1002.00           | $177.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $227.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $255.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $8410255.00        | $1018630.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $149.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 4.0000%  | 0.0000% | $1000.00           | $220.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $172.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 3.5000%  | 0.0000% | $2048.00           | $414.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $1747.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $321.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $2000.00           | $673.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $388.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 4.0000%  | 0.0000% | $14419161.00       | $7691412.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $772.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $7799086.00        | $1148806.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $250.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $5473792.00        | $1103835.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $16861598.00       | $4961309.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $333.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $31.65             | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $142.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $1998.00           | $406.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $8627190.00        | $1408487.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $336.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1165727.00        | $1080555.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $407.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $181.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $140.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $432.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $17089575.00       | $3121048.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $26602957.00       | $4391783.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $1003.00           | $311.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1510611.00        | $1033216.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $461.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $4126785.00        | $1114551.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $6717391.00        | $1225435.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $468.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $376.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $26777240.00       | $5225737.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $27740484.00       | $4271124.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $367.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $3292238.00        | $993067.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $416.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $480.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4430878.00        | $1049385.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $516.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $292.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $466.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $384.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $19981111.00       | $3484949.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $26981911.00       | $2823638.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $3769850.00        | $1127926.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $283.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $312.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $352.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $5535240.00        | $1385836.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $1022.00           | $136.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.5000%  | 0.0000% | $3000.00           | $478.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $211.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $19015271.00       | $4739437.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $271.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $1000.00           | $174.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1169000.00        | $232343.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1849.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $2027053.00        | $1369806.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 5.0000%  | 0.0000% | $1000.00           | $712.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $562.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $137.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $284.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $632.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $298.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $254.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $4207548.00        | $1085496.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $259.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $243.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $273.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $240.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4782991.00        | $1686619.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $155.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $360.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $117.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $5758206.00        | $1221785.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $425.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $399.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $4683374.00        | $1064185.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $215.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $8433218.00        | $1039975.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $4887884.00        | $1567295.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1003.00           | $233.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $3266153.00        | $1053106.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $3480780.00        | $1003125.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $65.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1003.00           | $356.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.5000%  | 0.0000% | $2633822.00        | $1194341.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2327573.00        | $1286204.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3514024.00        | $1504771.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $170.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2951499.00        | $1183026.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $15777831.00       | $2612466.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $3219535.00        | $1004928.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $346.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $410.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $442.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.0000%  | 0.0000% | $30272895.00       | $12604773.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $211.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $433.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $433.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 5.0000%  | 0.0000% | $1777942.00        | $361762.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $443.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $460.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $504.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $559.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $469.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $468.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $2345000.00        | $1275348.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $6771303.00        | $3566242.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1061.00           | $474.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $532.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1354297.00        | $953710.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $6272388.00        | $4475334.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $5104014.00        | $4305310.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $5103523.00        | $3966302.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $4985462.00        | $2793783.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4907133.00        | $3739809.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $918.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $9872544.00        | $7498278.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $748.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $860.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $7516235.00        | $5124819.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4784752.00        | $3581243.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2612876.00        | $1871237.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1270.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $23506336.00       | $19039447.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $736.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1477690.00        | $1033576.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $9565595.00        | $9309670.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1494027.00        | $1034462.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $4165920.00        | $4181045.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $5775669.00        | $3830959.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $8066498.00        | $5264997.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1891324.00        | $1201248.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1001.00           | $729.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $75000.00          | $37309.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $408000.00         | $288730.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1104421.00        | $1044722.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $705.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1696800.00        | $1350709.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $650.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $4739978.00        | $2831815.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $673.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $3488252.00        | $1904977.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $9449563.00        | $5362062.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1321150.00        | $1243051.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1128021.00        | $1064187.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1125542.00        | $1055436.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $7856.00           | $5431.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1338687.00        | $1058376.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $638.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1444560.00        | $1040193.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1689493.00        | $1037160.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1010.00           | $715.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $1307407.00        | $1197271.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $600.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $706.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $753.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1679092.00        | $1007270.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $798.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1144929.00        | $1003898.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $759.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $3222665.00        | $1703119.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $917.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 6.0000%  | 0.0000% | $1000.00           | $363.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5803826.00        | $3644047.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4362.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5040.00           | $2284.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $487.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $465.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $2815.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $586.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3275.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2791.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $266.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $504.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $938.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5080.00           | $3230.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $517.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3707.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $4832544.00        | $3762881.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $751.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $681.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3545.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $768.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $668.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $2472.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3028.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $627.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4280.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4715.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3761.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3001.00           | $2597.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3780.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $739.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3894.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $678.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3981.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2638.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3687.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $755.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4002.00           | $3759.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $565.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $938.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2429.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $3579.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $3673.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3605.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $4002.00           | $2973.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $750.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4712.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $3001.00           | $1979.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $580.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3853.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2694.00           | $2540.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3618.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $830.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2690.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $5000.00           | $3631.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3001.00           | $1757.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $429.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1417.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $597.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4328.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2804.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $4000.00           | $3413.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4010.00           | $3770.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $5000.00           | $3643.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $524.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $744.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $570.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2648.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $5000.00           | $3548.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $520.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1001.00           | $660.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $5000.00           | $3289.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $595.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4375.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $519.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $938.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $760.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $757.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $753.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $4556.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2425.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $722.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.0000%  | 0.0000% | $4338978.00        | $3151048.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4838.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $742.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4898.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $2631.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $1008.00           | $644.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4538.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $5000.00           | $3290.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $584.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $476.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $800.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $526.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $4000.00           | $2114.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $807.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $652.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $755.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $690.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3000.00           | $1917.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $5000.00           | $4051.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $855.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2460.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $750.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $621.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $638.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1008.00           | $800.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4609.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3791.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2804.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1451.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2677.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2453.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2355.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3232.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $531.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $2798.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2846.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2760.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2157.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $995.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $577.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2821.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $602.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3819.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $4000.00           | $2785.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $3001.00           | $2237.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3706.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $571.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $870.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $757.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2379.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $815.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $785.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2670.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $576.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $859.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $772.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $964.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $729.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $4000.00           | $1725.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1027.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1461738.00        | $1043120.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3149.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $792.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3004.00           | $2608.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3270.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $878.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $4029.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $2615820.00        | $1881157.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $602.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $701.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $721.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $3095.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $3001.00           | $1380.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3285.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $649.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $706.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3913.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $674.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $908.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $664.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $812.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2539.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2627.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $523.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $744.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $684.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $752.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 8.0000%  | 0.0000% | $2000.00           | $1820.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $1025.00           | $143.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $184.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $2535280.00        | $542142.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $332.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $242.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $94.34             | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $1000.00           | $238.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $198.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $4096.00           | $500.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $116.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 3.0000%  | 0.0000% | $1000.00           | $154.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $205.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $3110.00           | $195.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $136.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $4096.00           | $1025.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $4096.00           | $1089.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $219.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $128.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $259.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $300.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $64000.00          | $14179.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $212.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 2.5000%  | 0.0000% | $1000.00           | $370.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 2.5000%  | 0.0000% | $1303000.00        | $200020.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $4000.00           | $1567.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $1543.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 3.0000%  | 0.0000% | $7893910.00        | $3470355.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $1053.00           | $522.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $413.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $384.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $380.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $373.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $65722881.00       | $30335097.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $367.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 2.0000%  | 0.0000% | $5000.00           | $1783.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $482.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $504.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 2.5000%  | 0.0000% | $1000.00           | $477.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1072.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $437.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $558.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $547.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $668.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 1.5000%  | 0.0000% | $1868628.00        | $906320.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $294217.00         | $168787.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $591.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $3032.00           | $1711.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $585.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $382.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $685992.00         | $402029.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1020.00           | $664.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1325.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $643.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $570.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 4.0000%  | 0.0000% | $1000.00           | $538.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $699.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $677.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 5.0000%  | 0.0000% | $1013.00           | $701.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $430496.00         | $275131.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1008.00           | $786.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $643.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1280.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1008.00           | $630.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $739.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $730.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $649.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $751.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $100000000.00      | $71888603.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $719.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $795.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $743.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $786.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $816.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $26574119.00       | $20261453.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $754.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $493.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 2.5000%  | 0.0000% | $1000.00           | $573.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $732.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1024.00           | $639.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $45000.00          | $35681.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.0000%  | 0.0000% | $1000.00           | $783.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1023.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $649.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $769.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $870.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $866.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $628.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $745.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $834.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $825.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $794.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $747.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $724.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $10594288.00       | $9056567.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $772.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1120.00           | $737.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1040.00           | $794.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $768.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $739.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $809.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $725.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1040.00           | $746.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $801.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $767.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $913.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $832.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $85839187.00       | $71109238.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $735.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-10-01      | 5.0000%  | 0.0000% | $1000.00           | $720.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $121161834.00      | $72014526.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $3131.00           | $2601.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $772.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $94021889.00       | $72161197.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $29297248.00       | $19069724.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $2048.00           | $981.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $398.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $1024.00           | $837.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $747.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $913.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $637.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $837.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $737.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $629.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $1024.00           | $574.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $538.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $719.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $862.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $884.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $715.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $901.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $914.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $866.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $795.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $862.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $874.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $908.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $900.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $134574873.00      | $72259425.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $3331008.00        | $2632595.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $881.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $901.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $531.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1081.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $42572809.00       | $35076087.31       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $799.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $55254959.00       | $51702267.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $913.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1120.00           | $1030.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1029.00           | $915.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $895.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $737.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $9747400.00        | $9324958.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $956.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $894.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $957.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1014.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1942.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $989.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $931.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $863.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $8976336.00        | $9097577.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $1020.00           | $980.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1006.00           | $1011.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1002.00           | $997.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $985.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $982.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $992.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $987.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $928.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1989.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1680.00           | $1654.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1923.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $682.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1018.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1001.00           | $1023.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $5151888.00        | $5213724.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1979.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $9404888.00        | $9282134.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $743.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $873.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $952.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $692.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $619.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $906.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $926.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1758.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $1024.00           | $761.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $784.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $944.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $876.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $842.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $883.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1754.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-03-01      | 5.5000%  | 0.0000% | $1000.00           | $740.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $710.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $812.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $742.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $962.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $907.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $835.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-03-01      | 2.0000%  | 0.0000% | $1000.00           | $790.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $908.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $708.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1120.00           | $881.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $857.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $827.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $549.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $945.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $6936107.00        | $6303349.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $14057375.00       | $12101100.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $9706904.00        | $9111256.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $31920288.00       | $23549038.52       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $34241728.00       | $24230641.89       | Agency Mortgage-Backed Securities |

### Security 29: FIXED INCOME CLEARING BNYM TREASURY REPO 3.6200 20260601

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379883N7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379883N7
- **C.18 - Value (incl. sponsor support):** $1227000000.00
- **C.18.a - Value (excl. sponsor support):** $1227000000.00
- **C.19 - Percentage of Net Assets:** 9.5900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2041-11-15      | 2.0000%  | 0.0000% | $1053714900.00     | $725203336.80      | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $491512600.00      | $526336730.88      | U.S. Treasuries (including strips) |

### Security 30: FIXED INCOME CLEARING BNYM TREASURY REPO 3.6000 20260601

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 3.6000 20260601 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379883P2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379883P2
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 5.8600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $20000000.00       | $43031237.24       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $138403200.00      | $141461785.28      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 3.8750%  | 0.0000% | $582847600.00      | $580506991.76      | U.S. Treasuries (including strips) |

### Security 31: FIXED INCOME CLEARING SSBT TREASURY REPO 3.6200 20260601

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379898T7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379898T7
- **C.18 - Value (incl. sponsor support):** $510000000.00
- **C.18.a - Value (excl. sponsor support):** $510000000.00
- **C.19 - Percentage of Net Assets:** 3.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2027-12-15      | 4.0000%  | 0.0000% | $510896600.00      | $520200052.60      | U.S. Treasuries (including strips) |

### Security 32: GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260603

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260603 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819875X0, C.4 - ISIN: N/A, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819875X0
- **C.18 - Value (incl. sponsor support):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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          | 2047-12-01      | 3.0000%  | 0.0000% | $92000.00          | $12994.23          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $494028.00         | $54577.59          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 6.0000%  | 0.0000% | $202808.00         | $5573.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-11-01      | 4.5000%  | 0.0000% | $6335944.00        | $174377.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.5000%  | 0.0000% | $1512280.00        | $179797.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-03-01      | 6.0000%  | 0.0000% | $48990592.00       | $198166.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-08-01      | 4.0000%  | 0.0000% | $3000000.00        | $340231.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 6.0000%  | 0.0000% | $79360247.00       | $147390.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 5.0000%  | 0.0000% | $5600000.00        | $235575.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2030-11-01      | 2.5000%  | 0.0000% | $10664512.00       | $812031.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-03-01      | 3.5000%  | 0.0000% | $1879480.00        | $145966.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $475000.00         | $230882.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $1434352.00        | $1350008.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $325699.00         | $234338.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-09-01      | 5.0000%  | 0.0000% | $310290.00         | $39406.57          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $200000.00         | $123516.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $404776.00         | $295061.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 5.0000%  | 0.0000% | $286887.00         | $29484.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1570998.00        | $1242063.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1208204.00        | $1195730.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 6.0000%  | 0.0000% | $2675644.00        | $15601.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.5000%  | 0.0000% | $940000.00         | $81670.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $2883256.00        | $195751.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 3.5000%  | 0.0000% | $1930995.00        | $493268.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $90000.00          | $14922.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $3567740.00        | $3236934.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 1.5000%  | 0.0000% | $560000.00         | $261392.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $535000.00         | $124784.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-08-01      | 4.5000%  | 0.0000% | $7794000.00        | $335965.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $1158622.00        | $203307.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $2165296.00        | $216174.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 4.0000%  | 0.0000% | $1000000.00        | $28245.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 4.0000%  | 0.0000% | $651750.00         | $97717.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $38214464.00       | $26607140.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 3.0000%  | 0.0000% | $439620.00         | $261926.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 6.5000%  | 0.0000% | $471839.00         | $11162.13          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1450338.00        | $1297240.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $7265176.00        | $5068140.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $2001656.00        | $2010262.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1819828.00        | $1351214.42        | Agency Mortgage-Backed Securities |

### Security 33: GOLDMAN SACHS & CO MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819876A9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819876A9
- **C.18 - Value (incl. sponsor support):** $84000000.00
- **C.18.a - Value (excl. sponsor support):** $84000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2054-04-01      | 5.5000%  | 0.0000% | $113939298.00      | $85680000.29       | Agency Mortgage-Backed Securities |

### Security 34: GOLDMAN SACHS & CO TREASURY REPO 3.6100 20260601

- **C.1 - Title:** GOLDMAN SACHS & CO TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819914L9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819914L9
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $9500000.00        | $5408621.77        | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $27786600.00       | $26576591.12       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $25307900.00       | $25141735.75       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $24745600.00       | $24473082.04       | U.S. Treasuries (including strips) |

### Security 35: HSBC SEC USA INC MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 4049892G9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 4049892G9
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2054-08-01      | 7.0000%  | 0.0000% | $2278510.00        | $2395747.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 3.8920%  | 0.0000% | $7490864.00        | $5001917.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-10-01      | 3.7800%  | 0.0000% | $322271.00         | $307612.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.3500%  | 0.0000% | $418527.00         | $385218.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.9900%  | 0.0000% | $1300000.00        | $1037498.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 1.8800%  | 0.0000% | $5050000.00        | $4021735.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 1.8100%  | 0.0000% | $10000000.00       | $8857327.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.8100%  | 0.0000% | $1000000.00        | $732544.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 2.3100%  | 0.0000% | $1509350.00        | $1102378.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.0100%  | 0.0000% | $1520130.00        | $1184867.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-12-01      | 4.9700%  | 0.0000% | $3000000.00        | $3012595.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $10000.00          | $6859.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $540000.00         | $295267.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $135000.00         | $81048.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $2080656.00        | $1547064.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $5414.00           | $5334.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $6084.00           | $5958.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $9010.00           | $9190.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2500724.00        | $2430914.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $30230751.00       | $29905073.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.6000%  | 0.0000% | $459320.00         | $56498.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 4.5000%  | 0.0000% | $6494992.00        | $422867.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 4.5000%  | 0.0000% | $542875.00         | $35350.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 1.5000%  | 0.0000% | $163442.00         | $94595.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $7057.00           | $6521.68           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1430358.00        | $1505291.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1394744.00        | $1451991.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $670089.00         | $639830.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $2865804.00        | $1748288.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $9226.00           | $9164.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $8075.00           | $7919.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $47999.00          | $35522.84          | Agency Mortgage-Backed Securities |

### Security 36: HSBC SEC USA INC TREASURY REPO 3.6100 20260601

- **C.1 - Title:** HSBC SEC USA INC TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049917J4, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 4049917J4
- **C.18 - Value (incl. sponsor support):** $54000000.00
- **C.18.a - Value (excl. sponsor support):** $54000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $523200.00         | $833210.70         | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $22269500.00       | $20486549.32       | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $31761900.00       | $24054595.32       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $10040200.00       | $9655314.06        | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 4.7500%  | 0.0000% | $51500.00          | $50353.46          | U.S. Treasuries (including strips) |

### Security 37: JP MORGAN SEC LLC MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 6169975L2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169975L2
- **C.18 - Value (incl. sponsor support):** $118000000.00
- **C.18.a - Value (excl. sponsor support):** $118000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2040-07-01      | 6.6100%  | 0.0000% | $12491326.00       | $120471.45         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-06-01      | 4.5000%  | 0.0000% | $4300000.00        | $602526.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $6381024.00        | $3840095.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 3.0000%  | 0.0000% | $207265.00         | $143311.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-01-01      | 3.0000%  | 0.0000% | $260000.00         | $88325.50          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $515052.00         | $366930.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $11000.00          | $7568.42           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $209238.60         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $67980288.00       | $53840297.08       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 4.5000%  | 0.0000% | $1603100.00        | $1064728.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 6.0000%  | 0.0000% | $1953386.00        | $1902796.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-04-01      | 6.5000%  | 0.0000% | $1057116.00        | $5624.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $77772.00          | $64950.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $312525.00         | $311093.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 5.5000%  | 0.0000% | $6277100.00        | $1014951.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 2.5000%  | 0.0000% | $2643900.00        | $1534689.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $405748.00         | $220911.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1074496.00        | $810017.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 1.5000%  | 0.0000% | $1572122.00        | $652859.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $23873536.00       | $22701371.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.5000%  | 0.0000% | $228000.00         | $86192.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $59726.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 5.5000%  | 0.0000% | $7904704.00        | $209554.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $140000.00         | $122052.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $3737580.00        | $2746274.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1301482.00        | $1233922.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $22643264.00       | $21509174.01       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $4967080.00        | $4890344.85        | Agency Mortgage-Backed Securities |

### Security 38: JP MORGAN SEC LLC TREASURY REPO 3.6100 20260601

- **C.1 - Title:** JP MORGAN SEC LLC TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 6169999W0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169999W0
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2049-08-15      | 2.2500%  | 0.0000% | $219303900.00      | $136679825.33      | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 3.5000%  | 0.0000% | $200.00            | $199.92            | U.S. Treasuries (including strips) |

### Security 39: ROYAL BANK OF CANADA NY TREASURY REPO 3.6100 20260601

- **C.1 - Title:** ROYAL BANK OF CANADA NY TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809777F5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809777F5
- **C.18 - Value (incl. sponsor support):** $107000000.00
- **C.18.a - Value (excl. sponsor support):** $107000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2027-12-31      | 3.8750%  | 0.0000% | $28525000.00       | $28920972.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $79000400.00       | $80219070.64       | U.S. Treasuries (including strips) |

### Security 40: RBC DS MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** RBC DS MORTGAGE REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809793V0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809793V0
- **C.18 - Value (incl. sponsor support):** $254000000.00
- **C.18.a - Value (excl. sponsor support):** $254000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-01-01      | 4.5000%  | 0.0000% | $9964.00           | $80.55             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-09-01      | 5.5000%  | 0.0000% | $13523.00          | $135.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $3100.00           | $38.02             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 5.0000%  | 0.0000% | $53352.00          | $573.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 6.0000%  | 0.0000% | $9467.00           | $220.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.0000%  | 0.0000% | $52561.00          | $412.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 4.0000%  | 0.0000% | $3808.00           | $594.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2028-07-01      | 2.5000%  | 0.0000% | $1135.00           | $31.55             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $4110.00           | $12.39             | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1602.00           | $333.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1121.00           | $920.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $508.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1430.00           | $287.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $740.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $943.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1023.00           | $571.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 7.5000%  | 0.0000% | $1020.00           | $0.76              | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $107069120.00      | $11895898.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $150.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $88.96             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $1007.00           | $44.98             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $133.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-11-01      | 5.0000%  | 0.0000% | $1000.00           | $7.54              | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $879.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 4.0000%  | 0.0000% | $1011.00           | $903.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2664.00           | $2538.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1549810.00        | $1564332.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $1005530.00        | $961351.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $179.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $1000.00           | $312.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2062-09-01      | 3.0000%  | 0.0000% | $87328000.00       | $56511136.54       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1172766.00        | $678760.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $1024.00           | $136.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $210.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $559.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1168636.00        | $843057.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $534686.00         | $401433.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1045280.00        | $752119.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $1440.00           | $322.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $518.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $552.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $5907922.00        | $3937847.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $925.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $986.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $161.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $489.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $1000.00           | $446.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $680.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $581.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $907.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1039.00           | $956.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 4.5000%  | 0.0000% | $5009792.00        | $4811928.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1075.00           | $1057.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 4.0000%  | 0.0000% | $1000.00           | $938.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 7.0000%  | 0.0000% | $1000.00           | $25.56             | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1841.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $20247320.00       | $18635979.34       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $21239680.00       | $19811609.11       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 4.5000%  | 0.0000% | $1293810.00        | $1196452.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $7465616.00        | $6472889.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $969.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $21245897.00       | $17020728.22       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $4965016.00        | $2938642.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $873.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $24285600.00       | $23252182.92       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1758.00           | $1720.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $7708304.00        | $7648602.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-06-01      | 5.0000%  | 0.0000% | $78737723.00       | $78343868.16       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2048.00           | $1547.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $694.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $2302.00           | $2217.96           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1022.00           | $1034.29           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-02-15      | 4.0000%  | 0.0000% | $34021.00          | $2578.01           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-12-20      | 2.5000%  | 0.0000% | $1025.00           | $7.99              | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $1246.00           | $57.89             | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $83.71             | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 4.0000%  | 0.0000% | $1001.00           | $88.67             | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $1374.00           | $125.12            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 4.5000%  | 0.0000% | $1127.00           | $27.24             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 5.5000%  | 0.0000% | $1000.00           | $75.59             | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $1982.78           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $295948.00         | $305441.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $1006160.00        | $1052609.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-03-20      | 3.5000%  | 0.0000% | $1039.00           | $25.14             | Agency Mortgage-Backed Securities |

### Security 41: RBC DS TREASURY REPO 3.6100 20260601

- **C.1 - Title:** RBC DS TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809976R8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809976R8
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2030-01-15      | 0.1250%  | 0.0000% | $2710700.00        | $3310179.59        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $53038000.00       | $64279543.70       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $13903000.00       | $14009275.69       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1002.65           | U.S. Treasuries (including strips) |

### Security 42: TD SECURITIES USA LLC TREASURY REPO 3.6100 20260601

- **C.1 - Title:** TD SECURITIES USA LLC TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8919923M9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919923M9
- **C.18 - Value (incl. sponsor support):** $32000000.00
- **C.18.a - Value (excl. sponsor support):** $32000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $26600500.00       | $26845525.59       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $5817600.00        | $5794551.56        | U.S. Treasuries (including strips) |

### Security 43: TD SECURITIES USA LLC MORTGAGE REPO 3.6300 20260604

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.6300 20260604 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 8919943H6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919943H6
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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          | 2052-12-20      | 6.0000%  | 0.0000% | $86839649.00       | $39315827.26       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $10207728.00       | $8624172.85        | Agency Mortgage-Backed Securities |

### Security 44: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $163453963.48
- **C.18.a - Value (excl. sponsor support):** $163453963.48
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: 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: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149456597.01
- **C.18.a - Value (excl. sponsor support):** $149456597.01
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $482566587.82
- **C.18.a - Value (excl. sponsor support):** $482566587.82
- **C.19 - Percentage of Net Assets:** 3.7700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $198160996.82
- **C.18.a - Value (excl. sponsor support):** $198160996.82
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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 48: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $58014843.75
- **C.18.a - Value (excl. sponsor support):** $58014843.75
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40905507.81
- **C.18.a - Value (excl. sponsor support):** $40905507.81
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $159012421.88
- **C.18.a - Value (excl. sponsor support):** $159012421.88
- **C.19 - Percentage of Net Assets:** 1.2400%
- **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 51: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $115224609.38
- **C.18.a - Value (excl. sponsor support):** $115224609.38
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $135084375.00
- **C.18.a - Value (excl. sponsor support):** $135084375.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.809969%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $320081251.90
- **C.18.a - Value (excl. sponsor support):** $320081251.90
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39996875.00
- **C.18.a - Value (excl. sponsor support):** $39996875.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 55: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35086132.81
- **C.18.a - Value (excl. sponsor support):** $35086132.81
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $110219140.63
- **C.18.a - Value (excl. sponsor support):** $110219140.63
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100031250.00
- **C.18.a - Value (excl. sponsor support):** $100031250.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.786969%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $330310151.16
- **C.18.a - Value (excl. sponsor support):** $330310151.16
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 59: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.817969%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100150406.18
- **C.18.a - Value (excl. sponsor support):** $100150406.18
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.726969%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125035414.93
- **C.18.a - Value (excl. sponsor support):** $125035414.93
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **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 61: WELLS FARGO SECURITIES MORTGAGE REPO 3.6500 20260604

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.6500 20260604 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 9499843H9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 9499843H9
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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          | 2029-01-01      | 5.8400%  | 0.0000% | $3135000.00        | $2437.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 5.8450%  | 0.0000% | $2679223.00        | $95897.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.3430%  | 0.0000% | $1110609.00        | $30314.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-04-01      | 3.1600%  | 0.0000% | $2035000.00        | $1807591.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-04-01      | 3.2900%  | 0.0000% | $500000.00         | $497124.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 5.7120%  | 0.0000% | $700000.00         | $7134.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.9990%  | 0.0000% | $400000.00         | $3022.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.6270%  | 0.0000% | $200000.00         | $1501.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.9420%  | 0.0000% | $6846553.00        | $4202200.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $400000.00         | $364337.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.1790%  | 0.0000% | $1622750.00        | $1619149.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 5.9450%  | 0.0000% | $580000.00         | $29610.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 2.6700%  | 0.0000% | $600000.00         | $132660.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.1960%  | 0.0000% | $330000.00         | $76121.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 2.7360%  | 0.0000% | $500000.00         | $101610.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0950%  | 0.0000% | $290000.00         | $192378.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $93615043.00       | $69720526.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 6.5000%  | 0.0000% | $1040442.00        | $1079736.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.0250%  | 0.0000% | $4480960.00        | $3263026.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.1860%  | 0.0000% | $5860563.00        | $5813084.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 4.6490%  | 0.0000% | $10209226.00       | $10072638.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $52287822.00       | $51440150.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-04-01      | 5.5000%  | 0.0000% | $75444.00          | $1395.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 1.5000%  | 0.0000% | $131660.00         | $68607.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $7980357.00        | $7866390.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 6.3140%  | 0.0000% | $17853000.00       | $213812.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.3150%  | 0.0000% | $166854.00         | $911.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 5.9930%  | 0.0000% | $155000.00         | $1513.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 6.0530%  | 0.0000% | $23423435.00       | $415111.13         | Agency Mortgage-Backed Securities |

### Security 62: WELLS FARGO SECURITIES TREASURY REPO 3.6100 20260601

- **C.1 - Title:** WELLS FARGO SECURITIES TREASURY REPO 3.6100 20260601 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 9499862M4, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 9499862M4
- **C.18 - Value (incl. sponsor support):** $133000000.00
- **C.18.a - Value (excl. sponsor support):** $133000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2048-11-15      | 3.3750%  | 0.0000% | $23127800.00       | $18007975.03       | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $184831800.00      | $105356456.27      | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $13939800.00       | $12295575.29       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-06-05

**By:** Alan S. Dupski

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

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