# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001145549-25-038755
**Filing Date:** 2025-6
**Character Count:** 260169
**Document Hash:** 0d7df28d3c67db6b5b14e3ff9f324322
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038755.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038755

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Government Money Fund, Inc.
- **CENTRAL INDEX KEY:** 0000316968

**ORGANIZATION NAME:**
- **EIN:** 521040467
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02603
- **FILM NUMBER:** 251029200

**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 Prime Reserve Fund, Inc.
- **DATE OF NAME CHANGE:** 20051028

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE PRIME RESERVE FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### T. Rowe Price Government Money Fund, Inc. (Series ID: S000002140)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000005535 | T. Rowe Price Government Money Fund, Inc.    | PRRXX           |
| C000190629 | T. Rowe Price Government Money Fund- I Class | TTGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000316968

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** T. ROWE PRICE GOVERNMENT MONEY FUND, INC.

**CIK Number of Registrant:** 0000316968

**LEI of Registrant:** 549300COJR8LK71W1S28

**Name of Series:** T. Rowe Price Government Money Fund, Inc.

**LEI of Series:** 549300PQ9RZN8WL3QX79

**EDGAR Series Identifier:** S000002140

**Total number of share classes in the series:** 2

**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

- **Securities Act File Number:** 002-54926

- **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:** 39 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $12894363400.74

- **Amortized Cost of Portfolio Securities:** $12893682934.56

- **Cash:** $207670.39

- **Total Other Assets:** $22646310.85

- **Total Liabilities:** $196728962.77

- **Net Assets of Series:** $12719807953.03

- **Number of Shares Outstanding (Series):** 12719235368.9748

- **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?:** No

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $10804515881.35           | $10999150685.52            | 85.8900%                  | 87.4300%                   |
| 2025-05-02 | $10970224427.58           | $11134920469.25            | 86.2400%                  | 87.5300%                   |
| 2025-05-05 | $10849440608.08           | $11014157062.25            | 86.1200%                  | 87.4300%                   |
| 2025-05-06 | $11476798779.96           | $11701535646.62            | 86.8800%                  | 88.5800%                   |
| 2025-05-07 | $11596150269.04           | $11821555073.82            | 86.9900%                  | 88.6800%                   |
| 2025-05-08 | $11383453792.42           | $11508877025.56            | 87.4400%                  | 88.4100%                   |
| 2025-05-09 | $11283897663.15           | $11434173856.40            | 87.3300%                  | 88.4900%                   |
| 2025-05-12 | $11444669975.63           | $11519954933.36            | 88.0000%                  | 88.5800%                   |
| 2025-05-13 | $11445140641.55           | $11519784363.76            | 88.0100%                  | 88.5800%                   |
| 2025-05-14 | $11389342232.87           | $11463994649.53            | 87.9500%                  | 88.5300%                   |
| 2025-05-15 | $11253400076.13           | $11328061187.23            | 87.8400%                  | 88.4200%                   |
| 2025-05-16 | $11190298606.32           | $11264985800.76            | 87.7500%                  | 88.3400%                   |
| 2025-05-19 | $11191924117.71           | $11266620006.59            | 87.7800%                  | 88.3600%                   |
| 2025-05-20 | $11327152659.53           | $11401857242.86            | 87.9000%                  | 88.4800%                   |
| 2025-05-21 | $11216591616.57           | $11291304894.34            | 87.8000%                  | 88.3800%                   |
| 2025-05-22 | $11480804593.05           | $11555526565.26            | 88.0400%                  | 88.6100%                   |
| 2025-05-23 | $11464217315.94           | $11538974065.93            | 88.0000%                  | 88.5700%                   |
| 2025-05-27 | $11208829627.07           | $11333261168.73            | 87.7800%                  | 88.7500%                   |
| 2025-05-28 | $11328427346.43           | $11452873339.48            | 87.8900%                  | 88.8500%                   |
| 2025-05-29 | $11512067605.92           | $11636528050.36            | 88.0500%                  | 89.0100%                   |
| 2025-05-30 | $11351562924.22           | $11476066722.83            | 87.8800%                  | 88.8500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4100%             |
| 2025-05-02 | 4.4100%             |
| 2025-05-05 | 4.4100%             |
| 2025-05-06 | 4.4000%             |
| 2025-05-07 | 4.3900%             |
| 2025-05-08 | 4.3800%             |
| 2025-05-09 | 4.3600%             |
| 2025-05-12 | 4.3600%             |
| 2025-05-13 | 4.3600%             |
| 2025-05-14 | 4.3700%             |
| 2025-05-15 | 4.3700%             |
| 2025-05-16 | 4.3800%             |
| 2025-05-19 | 4.3800%             |
| 2025-05-20 | 4.3700%             |
| 2025-05-21 | 4.3600%             |
| 2025-05-22 | 4.3600%             |
| 2025-05-23 | 4.3500%             |
| 2025-05-27 | 4.3600%             |
| 2025-05-28 | 4.3600%             |
| 2025-05-29 | 4.3700%             |
| 2025-05-30 | 4.3900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0002                      |
|  |  |
| 2025-05-02 | 1.0002                      |
|  |  |
| 2025-05-05 | 1.0001                      |
|  |  |
| 2025-05-06 | 1.0002                      |
|  |  |
| 2025-05-07 | 1.0002                      |
|  |  |
| 2025-05-08 | 1.0001                      |
|  |  |
| 2025-05-09 | 1.0001                      |
|  |  |
| 2025-05-12 | 1.0001                      |
|  |  |
| 2025-05-13 | 1.0001                      |
|  |  |
| 2025-05-14 | 1.0001                      |
|  |  |
| 2025-05-15 | 1.0001                      |
|  |  |
| 2025-05-16 | 1.0001                      |
|  |  |
| 2025-05-19 | 1.0001                      |
|  |  |
| 2025-05-20 | 1.0001                      |
|  |  |
| 2025-05-21 | 1.0001                      |
|  |  |
| 2025-05-22 | 1.0001                      |
|  |  |
| 2025-05-23 | 1.0001                      |
|  |  |
| 2025-05-27 | 1.0001                      |
|  |  |
| 2025-05-28 | 1.0001                      |
|  |  |
| 2025-05-29 | 1.0001                      |
|  |  |
| 2025-05-30 | 1.0001                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $8760949539.16

- **Number of Shares Outstanding:** 8760557225.6347

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0002          |
|  |  |
| 2025-05-02 | 1.0002          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0002          |
|  |  |
| 2025-05-07 | 1.0002          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0001          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0001          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0001          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0001          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0001          |
|  |  |
| 2025-05-29 | 1.0001          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $52603608.71              | $19753944.95            |
| 2025-05-02 | $21315243.38              | $22485857.51            |
| 2025-05-05 | $24327247.22              | $20826998.57            |
| 2025-05-06 | $283211335.60             | $27748178.98            |
| 2025-05-07 | $109221193.99             | $22551963.19            |
| 2025-05-08 | $18633075.24              | $23618374.43            |
| 2025-05-09 | $14559714.17              | $18338404.43            |
| 2025-05-12 | $23087129.63              | $20642565.72            |
| 2025-05-13 | $17456427.80              | $30542081.01            |
| 2025-05-14 | $39550404.46              | $40096011.19            |
| 2025-05-15 | $18502022.15              | $30178626.77            |
| 2025-05-16 | $67151785.32              | $81318831.30            |
| 2025-05-19 | $20816010.60              | $27568687.83            |
| 2025-05-20 | $20716554.73              | $24649202.08            |
| 2025-05-21 | $20508859.82              | $27819349.68            |
| 2025-05-22 | $21255920.11              | $96331198.88            |
| 2025-05-23 | $35168447.43              | $36722383.48            |
| 2025-05-27 | $22025600.10              | $24300945.58            |
| 2025-05-28 | $25379026.53              | $47501479.51            |
| 2025-05-29 | $24748766.43              | $21602504.03            |
| 2025-05-30 | $19086894.34              | $84182476.83            |

**Total Gross Subscriptions (Month):** $899325267.76

**Total Gross Redemptions (Month):** $748780065.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0700%           |
| 2025-05-02 | 4.0700%           |
| 2025-05-05 | 4.0700%           |
| 2025-05-06 | 4.0600%           |
| 2025-05-07 | 4.0500%           |
| 2025-05-08 | 4.0400%           |
| 2025-05-09 | 4.0200%           |
| 2025-05-12 | 4.0100%           |
| 2025-05-13 | 4.0200%           |
| 2025-05-14 | 4.0200%           |
| 2025-05-15 | 4.0300%           |
| 2025-05-16 | 4.0300%           |
| 2025-05-19 | 4.0300%           |
| 2025-05-20 | 4.0200%           |
| 2025-05-21 | 4.0200%           |
| 2025-05-22 | 4.0200%           |
| 2025-05-23 | 4.0100%           |
| 2025-05-27 | 4.0100%           |
| 2025-05-28 | 4.0200%           |
| 2025-05-29 | 4.0200%           |
| 2025-05-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 25.4500%         | 18.0400%             |
| Broker-dealer             |  | 25.4500%         | 1.2500%              |
| Non-financial corporation |  | 25.4500%         | 0.9500%              |
| Non-financial corporation |  | 25.4500%         | 0.9300%              |
| Non-financial corporation |  | 25.4500%         | 0.8400%              |
| Non-financial corporation |  | 25.4500%         | 0.7300%              |
| Non-financial corporation |  | 25.4500%         | 0.6800%              |
| Non-financial corporation |  | 25.4500%         | 0.5900%              |
| Non-financial corporation |  | 25.4500%         | 0.5800%              |
| Non-financial corporation |  | 25.4500%         | 0.2000%              |
| Non-financial corporation |  | 25.4500%         | 0.1800%              |
| Non-financial corporation |  | 25.4500%         | 0.1300%              |
| Non-financial corporation |  | 25.4500%         | 0.1000%              |
| Non-financial corporation |  | 25.4500%         | 0.0900%              |
| Non-financial corporation |  | 25.4500%         | 0.0400%              |
| Non-financial corporation |  | 25.4500%         | 0.0400%              |
| Non-financial corporation |  | 25.4500%         | 0.0300%              |
| Non-financial corporation |  | 25.4500%         | 0.0300%              |
| Non-financial corporation |  | 25.4500%         | 0.0100%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3958858413.87

- **Number of Shares Outstanding:** 3958678143.3401

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0002          |
|  |  |
| 2025-05-02 | 1.0002          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0002          |
|  |  |
| 2025-05-07 | 1.0002          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0001          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0001          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0001          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0001          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0001          |
|  |  |
| 2025-05-29 | 1.0001          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $149157600.14             | $110337964.84           |
| 2025-05-02 | $169241598.04             | $133264386.31           |
| 2025-05-05 | $184698973.32             | $146298730.70           |
| 2025-05-06 | $530066384.93             | $172380977.35           |
| 2025-05-07 | $549767156.99             | $518239899.55           |
| 2025-05-08 | $244407935.82             | $553274483.27           |
| 2025-05-09 | $135175636.52             | $232275552.36           |
| 2025-05-12 | $123801822.95             | $140792514.15           |
| 2025-05-13 | $271633610.80             | $163969102.77           |
| 2025-05-14 | $187583165.40             | $279746558.40           |
| 2025-05-15 | $104670080.83             | $195284800.16           |
| 2025-05-16 | $112867786.95             | $163098632.10           |
| 2025-05-19 | $121058234.73             | $116897572.34           |
| 2025-05-20 | $119023877.53             | $116892765.92           |
| 2025-05-21 | $151518748.12             | $120382805.56           |
| 2025-05-22 | $225156164.03             | $133286548.61           |
| 2025-05-23 | $134051318.94             | $150612996.23           |
| 2025-05-27 | $120139747.18             | $131205630.75           |
| 2025-05-28 | $115540800.82             | $123021647.81           |
| 2025-05-29 | $291750019.72             | $112339033.56           |
| 2025-05-30 | $183375074.63             | $280139536.56           |

**Total Gross Subscriptions (Month):** $4224685738.39

**Total Gross Redemptions (Month):** $4093742139.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2000%           |
| 2025-05-02 | 4.2000%           |
| 2025-05-05 | 4.2000%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.1800%           |
| 2025-05-08 | 4.1800%           |
| 2025-05-09 | 4.1500%           |
| 2025-05-12 | 4.1500%           |
| 2025-05-13 | 4.1500%           |
| 2025-05-14 | 4.1600%           |
| 2025-05-15 | 4.1600%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1600%           |
| 2025-05-20 | 4.1600%           |
| 2025-05-21 | 4.1500%           |
| 2025-05-22 | 4.1500%           |
| 2025-05-23 | 4.1400%           |
| 2025-05-27 | 4.1500%           |
| 2025-05-28 | 4.1500%           |
| 2025-05-29 | 4.1600%           |
| 2025-05-30 | 4.1800%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 0609942J8, C.5 - Other ID: 0609942J8
- **C.18 - Value (incl. sponsor support):** $252000000.00
- **C.18.a - Value (excl. sponsor support):** $252000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $15251696.00       | $8805747.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 4.5000%  | 0.0000% | $4934200.00        | $4636874.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-03-01      | 3.0000%  | 0.0000% | $2465000.00        | $1094431.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $18426464.00       | $12991497.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.5000%  | 0.0000% | $10000000.00       | $7114224.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $72000.00          | $43040.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 4.5000%  | 0.0000% | $102000.00         | $10568.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 4.0000%  | 0.0000% | $3519000.00        | $495452.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $6344136.00        | $6057038.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1274104.00        | $1281074.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $228000.00         | $151753.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $12122304.00       | $1794403.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5600%  | 0.0000% | $22187552.00       | $21535437.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $370000.00         | $133674.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $1460492.00        | $514787.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $853999.00         | $481773.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $94247.00          | $77727.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $21954400.00       | $17560306.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 6.0000%  | 0.0000% | $3292048.00        | $2822624.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.0000%  | 0.0000% | $55102656.00       | $50624079.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $750876.00         | $468184.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $32809320.00       | $17796974.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $20171040.00       | $11779075.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $92383744.00       | $58937449.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $3773464.00        | $2537487.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $7783800.00        | $5033520.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $686466.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1662000.00        | $1259768.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $3432784.00        | $2948175.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $391218.00         | $329310.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $14751040.00       | $11895224.86       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $4958447.00        | $5141843.75        | Agency Mortgage-Backed Securities |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 0639925D9, C.5 - Other ID: 0639925D9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2025-07-10      | 0.0000%  | 0.0000% | $995000.00         | $990094.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $194455131.00      | $141809905.61      | Agency Mortgage-Backed Securities |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 0639956Q2, C.5 - Other ID: 0639956Q2
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $1719148.00        | $1169303.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2037-11-20      | 6.0000%  | 0.0000% | $1406184.00        | $1199776.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 5.5000%  | 0.0000% | $1820465.00        | $1081249.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 5.5000%  | 0.0000% | $1802250.00        | $1216556.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $1599717.00        | $1386462.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2037-02-20      | 5.5000%  | 0.0000% | $1869118.00        | $1444189.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $1562742.00        | $1066517.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.5000%  | 0.0000% | $2065950.00        | $1532368.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-15      | 2.4300%  | 0.0000% | $1930145.00        | $1614883.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 4.0000%  | 0.0000% | $1999385.00        | $1123511.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-15      | 3.3000%  | 0.0000% | $2091433.00        | $1660705.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-15      | 5.7000%  | 0.0000% | $1398135.00        | $1449734.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2034-10-20      | 6.0000%  | 0.0000% | $1319678.00        | $1073022.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 5.5000%  | 0.0000% | $1755270.00        | $1302238.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.4500%  | 0.0000% | $1500000.00        | $1537501.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $1394966.00        | $1144244.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-20      | 5.5000%  | 0.0000% | $1573218.00        | $1200490.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 5.5000%  | 0.0000% | $1705951.00        | $964363.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-20      | 5.5000%  | 0.0000% | $1729120.00        | $1343688.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-12-20      | 6.0000%  | 0.0000% | $1340034.00        | $1104707.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 5.5000%  | 0.0000% | $1046224.00        | $993410.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $1891700.00        | $1344906.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-12-20      | 7.5000%  | 0.0000% | $1834271.00        | $1510262.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2036-04-20      | 6.0000%  | 0.0000% | $1721193.00        | $1170039.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2035-11-20      | 5.5000%  | 0.0000% | $1193775.00        | $1044768.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-04-20      | 6.0000%  | 0.0000% | $1584336.00        | $1406775.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $1382127.00        | $1155352.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.5000%  | 0.0000% | $1072129.00        | $981908.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $1252499.00        | $1124212.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $1475632.00        | $1132378.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2035-12-20      | 5.5000%  | 0.0000% | $1172920.00        | $998954.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.4400%  | 0.0000% | $1500000.00        | $1517361.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 7.0000%  | 0.0000% | $1247060.00        | $1090120.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 7.0000%  | 0.0000% | $1397298.00        | $1431555.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-12-20      | 8.0000%  | 0.0000% | $3006232.00        | $1245741.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-10-20      | 5.0000%  | 0.0000% | $1407055.00        | $1295738.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-15      | 5.7500%  | 0.0000% | $1000000.00        | $1033761.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.7200%  | 0.0000% | $1000000.00        | $1038911.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.7200%  | 0.0000% | $1000000.00        | $1047849.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-03-15      | 5.8000%  | 0.0000% | $1217881.00        | $1273795.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-11-15      | 5.6000%  | 0.0000% | $1620045.00        | $1645724.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-02-15      | 5.3200%  | 0.0000% | $1319010.00        | $1311332.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-20      | 7.5000%  | 0.0000% | $1425966.00        | $1334303.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.6500%  | 0.0000% | $1000000.00        | $1028785.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.5900%  | 0.0000% | $1500000.00        | $1536849.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.5300%  | 0.0000% | $1500000.00        | $1541219.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 7.5000%  | 0.0000% | $2012653.00        | $1169995.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-20      | 5.0000%  | 0.0000% | $1398275.00        | $1327905.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 5.0000%  | 0.0000% | $1755260.00        | $1395206.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-01-15      | 5.5000%  | 0.0000% | $988881.00         | $985922.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.4000%  | 0.0000% | $1500000.00        | $1514583.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-04-15      | 6.0500%  | 0.0000% | $1000000.00        | $1018067.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 7.0000%  | 0.0000% | $1427624.00        | $1503281.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 7.5000%  | 0.0000% | $1028043.00        | $1060981.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1312780.00        | $1344166.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $1395661.00        | $1435607.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $1154240.00        | $1009114.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-10-20      | 5.0000%  | 0.0000% | $1055013.00        | $1017596.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.4200%  | 0.0000% | $1500000.00        | $1528941.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.6600%  | 0.0000% | $1000000.00        | $1030517.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.3500%  | 0.0000% | $1000000.00        | $1007471.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-15      | 5.6300%  | 0.0000% | $1500000.00        | $1548349.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-04-15      | 5.0500%  | 0.0000% | $1186054.00        | $1112573.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.6500%  | 0.0000% | $1500000.00        | $1543539.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.2100%  | 0.0000% | $1000000.00        | $1000304.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 3.5000%  | 0.0000% | $1293253.00        | $1121647.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 4.0000%  | 0.0000% | $1682634.00        | $1517566.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-15      | 5.8800%  | 0.0000% | $1500000.00        | $1564299.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.9900%  | 0.0000% | $1500000.00        | $1588448.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 3.5000%  | 0.0000% | $1113812.00        | $982303.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 3.5000%  | 0.0000% | $1239164.00        | $1095034.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $1103068.00        | $1113261.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 5.0000%  | 0.0000% | $1384140.00        | $1332783.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 4.0000%  | 0.0000% | $1153639.00        | $1042165.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 5.0000%  | 0.0000% | $1695790.00        | $1634724.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.5000%  | 0.0000% | $1909950.00        | $1659281.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 4.0000%  | 0.0000% | $1092294.00        | $985170.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.0000%  | 0.0000% | $1023349.00        | $1032254.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 7.0000%  | 0.0000% | $1030980.00        | $1058886.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $1387351.00        | $1400177.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.5000%  | 0.0000% | $1618398.00        | $1657752.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $1327247.00        | $1340103.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $1020164.00        | $1044587.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $1101022.00        | $1127795.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 7.0000%  | 0.0000% | $999015.00         | $1027166.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $1117634.00        | $1026502.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $968890.00         | $996192.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $997016.00         | $1006673.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $1559007.00        | $1596917.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.0000%  | 0.0000% | $1010327.00        | $1020113.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.0000%  | 0.0000% | $1596581.00        | $1612046.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $1197258.00        | $1264679.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.5000%  | 0.0000% | $1248359.00        | $1108548.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 7.0000%  | 0.0000% | $1484913.00        | $1526756.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.0000%  | 0.0000% | $1437868.00        | $1451795.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $1096712.00        | $1107335.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $1411285.00        | $1424955.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.0000%  | 0.0000% | $1046274.00        | $1056407.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $1198482.00        | $1232253.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1446872.00        | $1432085.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $1635009.00        | $1445433.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $1019989.00        | $1029420.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $1285321.00        | $1135125.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.0000%  | 0.0000% | $1611542.00        | $1626429.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.6400%  | 0.0000% | $1500000.00        | $1539511.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.7300%  | 0.0000% | $1000000.00        | $1029336.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.6900%  | 0.0000% | $1500000.00        | $1548003.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 4.0000%  | 0.0000% | $1565871.00        | $1438094.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 3.5000%  | 0.0000% | $1256347.00        | $1112693.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 4.0000%  | 0.0000% | $1155116.00        | $1043497.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $1079821.00        | $1090280.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $1167152.00        | $1195534.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $787614.00         | $809808.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $1134900.00        | $1162497.49        | Agency Mortgage-Backed Securities |

### Security 4: CANADIAN IMPERIAL BANK NY REPO REPO 4.3500 20250602

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 4.3500 20250602 4.350000%
- **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: 1360983J7, C.5 - Other ID: 1360983J7
- **C.18 - Value (incl. sponsor support):** $504000000.00
- **C.18.a - Value (excl. sponsor support):** $504000000.00
- **C.19 - Percentage of Net Assets:** 3.9600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $79.65             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $21165800.00       | $17860857.27       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $23556500.00       | $21734943.58       | U.S. Treasuries (including strips) |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $8643.00           | $5197.57           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $2075.00           | $1810.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $2684993.00        | $2537153.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $3714012.00        | $3501743.76        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $2048.00           | $1920.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1027.00           | $969.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $4478.00           | $2411.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $22023947.00       | $18161140.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1867.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $2981.00           | $3042.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $39813063.00       | $36107098.22       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $8539335.00        | $1487089.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $11066016.00       | $6299810.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1061.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1397893.00        | $862063.07         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $7001.00           | $6186.84           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $9000.00           | $8423.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $8002.00           | $6900.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $11018.00          | $10592.61          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $9010.00           | $8722.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $10000.00          | $9252.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $747272.00         | $718398.85         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $10000.00          | $8974.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1700566.00        | $1388268.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $10001.00          | $10422.91          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.0000%  | 0.0000% | $31104256.00       | $19232424.71       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $6844500.00        | $4231162.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $9001.00           | $8788.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $13000.00          | $12654.88          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6000.00           | $6048.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6000.00           | $6043.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $1009907.00        | $778881.44         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $9001.00           | $9146.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $10003.00          | $10208.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $6001.00           | $5737.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $12001.00          | $12399.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-05-01      | 3.3300%  | 0.0000% | $1010.00           | $862.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $7002.00           | $5647.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $9001.00           | $8583.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1928951.00        | $1162947.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $9000.00           | $9373.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $8000.00           | $7904.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1218079.00        | $1214007.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2060.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1010188.00        | $1004436.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $2009.00           | $1946.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $7000.00           | $6929.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1079802.00        | $959703.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1273998.00        | $1109156.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1308038.00        | $1331713.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $10000.00          | $9908.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1308865.00        | $1211623.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $9003.00           | $8300.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1067304.00        | $1104064.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1093726.00        | $1140703.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $12001.00          | $12390.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1054775.00        | $1096558.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1097975.00        | $1135532.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $11000.00          | $10222.90          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $110236.00         | $114827.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $4022.00           | $4147.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1099788.00        | $897509.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1141742.00        | $1135521.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $4128.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $739991.00         | $659066.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1094185.00        | $1090584.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1048495.00        | $1040788.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2993.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $13001.00          | $12174.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1013.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1382611.00        | $1243403.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $10003.00          | $10554.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $4163.00           | $3923.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2658.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $11003.00          | $10904.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1112553.00        | $1107241.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $533452.00         | $518926.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $12000.00          | $12232.60          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $6000.00           | $6271.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $6010.00           | $6291.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $11001.00          | $11027.84          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2042.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1985.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $5002.00           | $4570.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $130652.00         | $134106.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5001.00           | $5121.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4086.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $4082.00           | $4071.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2496426.00        | $2631683.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $810581.00         | $809204.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $3745.00           | $3895.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $6003.00           | $5995.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $13000.00          | $13246.25          | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4300%  | 0.0000% | $1000.00           | $884.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 3.4500%  | 0.0000% | $1908.00           | $1702.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $13715000.00       | $2989716.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-07-01      | 3.7800%  | 0.0000% | $1807.00           | $795.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7550%  | 0.0000% | $2025.00           | $1702.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $19728707.00       | $11873892.01       | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.3400%  | 0.0000% | $14879.00          | $12384.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.2900%  | 0.0000% | $267332.00         | $205512.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 2.3700%  | 0.0000% | $1000.00           | $884.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.5900%  | 0.0000% | $4434.00           | $4356.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.3800%  | 0.0000% | $1000.00           | $1000.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $6001.00           | $4776.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $10000.00          | $6819.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1908.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2045.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $10080.00          | $9480.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $9000.00           | $8064.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2311413.00        | $1568393.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $763593.00         | $507792.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1252133.00        | $931887.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1648.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $1044137.00        | $898804.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1218798.00        | $958432.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1611.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1225422.00        | $906857.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.0000%  | 0.0000% | $1275146.00        | $1004446.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $9001.00           | $8801.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $11003.00          | $7661.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1737.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $8002.00           | $7589.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1323416.00        | $1006304.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $8000.00           | $4594.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1144875.00        | $1103479.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1993.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1055245.00        | $871943.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1104053.00        | $1073773.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $287450.00         | $226524.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1038576.00        | $927283.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $5000.00           | $4150.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1077200.00        | $930877.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $4010.00           | $2981.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $7001.00           | $6821.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4700%  | 0.0000% | $1026.00           | $1032.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $5761.00           | $3918.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2113.00           | $1286.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1187.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1292.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1341.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1075.00           | $701.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $36678347.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $817.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $4384.00           | $3351.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $926332.00         | $795584.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $10851293.00       | $9973308.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2256000.00        | $1105488.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $9960410.00        | $4698068.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $821.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $5632.00           | $5049.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $19581.00          | $16195.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $89195.00          | $78217.89          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $427510.00         | $344002.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $409062.00         | $379211.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $59097125.00       | $54191606.70       | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 6.0000%  | 0.0000% | $3867246.00        | $2566839.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $7452741.00        | $7708081.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $9001.00           | $9059.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $9001.00           | $8518.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $7001.00           | $6965.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1776.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $2000.00           | $2116.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1051.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1009666.00        | $1070993.87        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.94           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1394744.00        | $1436695.64        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $9000.00           | $9362.83           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $989.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $991.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $12002.00          | $12479.03          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2028.58           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $11104.00          | $11555.04          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $9000.00           | $9146.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $9000.00           | $9157.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1709.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $673088.00         | $656483.95         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $21795493.00       | $20715944.30       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $680.52            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $9096.00           | $1196.85           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $81.34             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 3.5000%  | 0.0000% | $1001.00           | $511.50            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-15      | 6.5000%  | 0.0000% | $1001.00           | $1053.52           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1005.00           | $1000.63           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $5420.00           | $5010.74           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $801.65            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $832.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $913.35            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $3010.00           | $2773.78           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $7010.00           | $5509.65           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $891.28            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $996.20            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 6.5000%  | 0.0000% | $1500.00           | $1587.65           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1048.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $1027.65           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $477.47            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $802.48            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $832.57            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $2058.00           | $2027.12           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1004.00           | $975.61            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $6002.00           | $6001.23           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $513.37            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 7.5000%  | 0.0000% | $1008.00           | $1045.87           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $1008.00           | $1070.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $1024.00           | $932.75            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.33           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1076.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1050.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $13186.00          | $13375.43          | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $4949.00           | $4567.88           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $4050.00           | $4151.12           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $3080.00           | $2681.34           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1000.00           | $829.43            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $3024.00           | $3013.81           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1024.00           | $894.28            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $1084.00           | $1104.50           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 7.5000%  | 0.0000% | $1610.00           | $1701.36           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $1008.00           | $1022.19           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1015.46           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.73           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.10           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $4005.00           | $4111.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $5002.00           | $5093.40           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.75           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1017.81           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $4000.00           | $4070.61           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.78           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $14000.00          | $14225.75          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 7.5000%  | 0.0000% | $1008.00           | $1076.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1068.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $5005.00           | $5035.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $5042.00           | $5182.86           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $477924.00         | $489669.59         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.47           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 3.5000%  | 0.0000% | $73436057.00       | $64695277.19       | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $2284.00           | $2347.54           | Agency Mortgage-Backed Securities  |
| USTR          | 2026-02-19      | 0.0000%  | 0.0000% | $17801000.00       | $17280552.16       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-21      | 0.0000%  | 0.0000% | $10413400.00       | $10315576.52       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $295000.00         | $230165.75         | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $71.20             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $1617500.00        | $1162644.77        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.20             | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.24             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $193.40            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $134.23            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $87.20             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $34020000.00       | $33192687.42       | U.S. Treasuries (including strips) |
| USTR          | 2025-05-31      | 4.2500%  | 0.0000% | $400.00            | $408.45            | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $4892500.00        | $4937771.75        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $800.00            | $821.23            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $10215700.00       | $10127082.25       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $34768400.00       | $35988021.69       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $200.00            | $199.93            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $300.00            | $299.59            | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $59100.00          | $58680.38          | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $5783700.00        | $5724129.84        | U.S. Treasuries (including strips) |

### Security 5: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 1729917B1, C.5 - Other ID: 1729917B1
- **C.18 - Value (incl. sponsor support):** $420000000.00
- **C.18.a - Value (excl. sponsor support):** $420000000.00
- **C.19 - Percentage of Net Assets:** 3.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $39104602.00       | $26530631.60       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.0000%  | 0.0000% | $173302905.00      | $18003314.59       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $36500168.00       | $32050488.87       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $31911716.00       | $31222263.37       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 3.0000%  | 0.0000% | $35273934.00       | $25966396.60       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.0000%  | 0.0000% | $67371950.00       | $43713311.72       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $49599130.00       | $31227782.53       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $47810211.00       | $31494113.05       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 4.0000%  | 0.0000% | $44818651.00       | $30540120.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $39121767.00       | $26383675.43       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $55804824.00       | $36710456.18       | Agency Mortgage-Backed Securities |
| FMAC          | 2043-08-01      | 5.5000%  | 0.0000% | $42566716.00       | $31656215.71       | Agency Mortgage-Backed Securities |
| FMAC          | 2036-06-01      | 2.0000%  | 0.0000% | $54632684.00       | $30141849.84       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $32154227.00       | $32759380.27       | Agency Mortgage-Backed Securities |

### Security 6: CREDIT AGRICOLE MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 2258982C8, C.5 - Other ID: 2258982C8
- **C.18 - Value (incl. sponsor support):** $188870000.00
- **C.18.a - Value (excl. sponsor support):** $188870000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $102952100.00      | $104606090.37      | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $88120800.00       | $88041374.43       | U.S. Treasuries (including strips) |

### Security 7: 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: 3130AUSC9, C.4 - ISIN: US3130AUSC96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7992720.00
- **C.18.a - Value (excl. sponsor support):** $7992720.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50004989.00
- **C.18.a - Value (excl. sponsor support):** $50004989.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYW93, C.4 - ISIN: US3130AYW936, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4090621.68
- **C.18.a - Value (excl. sponsor support):** $4090621.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52027924.00
- **C.18.a - Value (excl. sponsor support):** $52027924.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1ZD2, C.4 - ISIN: US3130B1ZD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65057720.00
- **C.18.a - Value (excl. sponsor support):** $65057720.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2P74, C.4 - ISIN: US3130B2P744, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45062370.00
- **C.18.a - Value (excl. sponsor support):** $45062370.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35053480.00
- **C.18.a - Value (excl. sponsor support):** $35053480.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15024885.00
- **C.18.a - Value (excl. sponsor support):** $15024885.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40004022.40
- **C.18.a - Value (excl. sponsor support):** $40004022.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NH7, C.4 - ISIN: US3130B5NH71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74973600.00
- **C.18.a - Value (excl. sponsor support):** $74973600.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20018160.00
- **C.18.a - Value (excl. sponsor support):** $20018160.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **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 FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GZ5, C.4 - ISIN: US313313GZ51
- **C.18 - Value (incl. sponsor support):** $49911250.00
- **C.18.a - Value (excl. sponsor support):** $49911250.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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

### Security 19: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HW1, C.4 - ISIN: US313313HW12
- **C.18 - Value (incl. sponsor support):** $24893100.00
- **C.18.a - Value (excl. sponsor support):** $24893100.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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

### Security 20: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JP2, C.4 - ISIN: US313385JP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49687250.00
- **C.18.a - Value (excl. sponsor support):** $49687250.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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

### Security 21: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JU1, C.4 - ISIN: US313385JU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49657700.00
- **C.18.a - Value (excl. sponsor support):** $49657700.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35008715.00
- **C.18.a - Value (excl. sponsor support):** $35008715.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 23: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35010535.00
- **C.18.a - Value (excl. sponsor support):** $35010535.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPTT2, C.4 - ISIN: US3133EPTT21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65023660.00
- **C.18.a - Value (excl. sponsor support):** $65023660.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 25: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUJ2, C.4 - ISIN: US3133EPUJ20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18007272.00
- **C.18.a - Value (excl. sponsor support):** $18007272.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 26: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30026130.00
- **C.18.a - Value (excl. sponsor support):** $30026130.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15015420.00
- **C.18.a - Value (excl. sponsor support):** $15015420.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13008255.00
- **C.18.a - Value (excl. sponsor support):** $13008255.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25018325.00
- **C.18.a - Value (excl. sponsor support):** $25018325.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **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 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75047850.00
- **C.18.a - Value (excl. sponsor support):** $75047850.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15008505.00
- **C.18.a - Value (excl. sponsor support):** $15008505.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49040621.00
- **C.18.a - Value (excl. sponsor support):** $49040621.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPQ8, C.4 - ISIN: US3133ERPQ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18621222.60
- **C.18.a - Value (excl. sponsor support):** $18621222.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20019840.00
- **C.18.a - Value (excl. sponsor support):** $20019840.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20022340.00
- **C.18.a - Value (excl. sponsor support):** $20022340.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50058300.00
- **C.18.a - Value (excl. sponsor support):** $50058300.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **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 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30035040.00
- **C.18.a - Value (excl. sponsor support):** $30035040.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **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 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20018280.00
- **C.18.a - Value (excl. sponsor support):** $20018280.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35024220.00
- **C.18.a - Value (excl. sponsor support):** $35024220.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20018880.00
- **C.18.a - Value (excl. sponsor support):** $20018880.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **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 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30026100.00
- **C.18.a - Value (excl. sponsor support):** $30026100.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75004650.00
- **C.18.a - Value (excl. sponsor support):** $75004650.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90021330.00
- **C.18.a - Value (excl. sponsor support):** $90021330.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30004740.00
- **C.18.a - Value (excl. sponsor support):** $30004740.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **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 45: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $14012992.00
- **C.18.a - Value (excl. sponsor support):** $14012992.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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 46: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G04Z3, C.4 - ISIN: US3135G04Z35, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1838006.53
- **C.18.a - Value (excl. sponsor support):** $1838006.53
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 47: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $22022044.00
- **C.18.a - Value (excl. sponsor support):** $22022044.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 48: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $47040937.00
- **C.18.a - Value (excl. sponsor support):** $47040937.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 49: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10007370.00
- **C.18.a - Value (excl. sponsor support):** $10007370.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **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 50: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G4H63, C.4 - ISIN: US3136G4H639, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4842075.00
- **C.18.a - Value (excl. sponsor support):** $4842075.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 51: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G4H71, C.4 - ISIN: US3136G4H712, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4854973.59
- **C.18.a - Value (excl. sponsor support):** $4854973.59
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 52: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEX3, C.4 - ISIN: US3137EAEX33, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40897800.59
- **C.18.a - Value (excl. sponsor support):** $40897800.59
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 53: FEDERAL RESERVE BK OF NY TREASURY REPO 4.2500 20250602

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 4.2500 20250602 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3139939M1, C.5 - Other ID: 3139939M1
- **C.18 - Value (incl. sponsor support):** $985000000.00
- **C.18.a - Value (excl. sponsor support):** $985000000.00
- **C.19 - Percentage of Net Assets:** 7.7400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $160266900.00      | $151209908.34      | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $484760200.00      | $444000839.17      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $448138100.00      | $390138158.03      | U.S. Treasuries (including strips) |

### Security 54: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 3379856N0, C.5 - Other ID: 3379856N0
- **C.18 - Value (incl. sponsor support):** $2267000000.00
- **C.18.a - Value (excl. sponsor support):** $2267000000.00
- **C.19 - Percentage of Net Assets:** 17.8200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-09-01      | 5.5000%  | 0.0000% | $7347.00           | $11.91             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $2367.00           | $110.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $2076.00           | $28.63             | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $347495118.00      | $1263492.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-07-01      | 3.5000%  | 0.0000% | $2352.00           | $93.47             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $2425.00           | $610.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1251.00           | $265.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $5009.00           | $2022.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $14897400.00       | $6970294.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $39772611.00       | $26696454.95       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $56801567.00       | $36911531.66       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $40103322.00       | $28826423.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.0000%  | 0.0000% | $31710652.00       | $28215401.67       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $887.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $39060055.00       | $38437187.99       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $24099651.00       | $22532726.90       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $28250000.00       | $22368055.63       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $42259859.00       | $36816725.45       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 3.0000%  | 0.0000% | $2155000.00        | $1666503.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.0000%  | 0.0000% | $201290969.00      | $28731810.45       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $330.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $3237711.00        | $1439766.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $40409603.00       | $28714143.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $21645600.00       | $18119456.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1040.00           | $823.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $29469825.00       | $23097641.50       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $48574052.00       | $33951789.86       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $13001.00          | $4835.07           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $849.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $53622637.00       | $37949739.19       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $9335000.00        | $8178855.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $29421616.00       | $25226017.70       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $35641718.00       | $27736495.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $254006528.00      | $24190976.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $124993408.00      | $26957329.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $222213376.00      | $24546911.04       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $149988352.00      | $36188989.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $251971584.00      | $36374310.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $231309056.00      | $35629278.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $196261079.00      | $35018298.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $156930560.00      | $29026165.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 4.0000%  | 0.0000% | $1319.00           | $212.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3488265.00        | $3535906.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $51743.00          | $48413.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2072.00           | $1887.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $155421951.00      | $22063385.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 2.5000%  | 0.0000% | $293941.00         | $47720.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $365.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-03-01      | 3.5000%  | 0.0000% | $1000.00           | $312.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.5000%  | 0.0000% | $1000.00           | $279.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-02-01      | 3.5000%  | 0.0000% | $1000.00           | $310.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $1000.00           | $271.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $119853621.00      | $35558928.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2059-01-01      | 3.0000%  | 0.0000% | $1000.00           | $360.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2059-01-01      | 4.5000%  | 0.0000% | $1039.00           | $430.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2062-09-01      | 2.5000%  | 0.0000% | $1008.00           | $673.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 3.5000%  | 0.0000% | $25996544.00       | $19833730.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 3.5000%  | 0.0000% | $1024.00           | $818.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $13342.00          | $4212.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $13005.00          | $4480.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $4130784.00        | $1222374.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1342838.00        | $345089.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $2901004.00        | $933995.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $280513765.00      | $93745869.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $2442884.00        | $341096.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1017356.00        | $440242.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $41999.00          | $22150.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $43000.00          | $25612.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $60000.00          | $38505.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $17551658.00       | $13544872.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $28401245.00       | $27095126.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $34110000.00       | $26074380.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $517248.00         | $341961.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1022094.00        | $475339.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1038490.00        | $972946.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1284922.00        | $1204561.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $137475.00         | $91572.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $33858615.00       | $28806664.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1178936.00        | $1018263.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1106156.00        | $1137730.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1044694.00        | $802931.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1336494.00        | $1098014.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $74965.00          | $18444.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 3.0000%  | 0.0000% | $523998.00         | $156580.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $51198976.00       | $22152250.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $52263187.00       | $26944460.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $70858700.00       | $38088076.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $50014528.00       | $28381382.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $63663093.00       | $34830788.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4484552.00        | $2465515.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $44999.00          | $21236.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $53345799.00       | $27388227.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $5418.00           | $3040.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1813576.00        | $970109.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $62396416.00       | $34081411.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $66220201.00       | $34912473.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $63205600.00       | $37129964.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $63858007.00       | $33969828.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $73974671.00       | $41579809.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $56706082.00       | $33786850.38       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $63603196.00       | $36043029.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $49541888.00       | $27855206.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $46243667.00       | $26439919.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 1.5000%  | 0.0000% | $56067924.00       | $30798754.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $130031122.00      | $74355183.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $62974464.00       | $36241296.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $47375366.00       | $27303786.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1064704.00        | $625932.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $86642738.00       | $51992816.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $38158400.00       | $21799887.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $36881414.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $36576192.00       | $26306577.15       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $722.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $37163020.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $44714.00          | $33589.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $47156348.00       | $34716127.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $34654612.00       | $25548527.84       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $38722037.00       | $29909573.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $31808361.00       | $25249601.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $48337297.00       | $36216238.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $144969.00         | $120606.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $854.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $21007276.00       | $16971286.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $34555078.00       | $28289102.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $39158076.00       | $26595300.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $4760.00           | $4042.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $26087150.00       | $22867814.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $29454422.00       | $24893976.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $3048.00           | $2527.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $32156480.00       | $26420753.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $900.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $6883160.00        | $5460094.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $5169864.00        | $4447806.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $152000.00         | $139043.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $34591750.00       | $30155045.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $40778061.00       | $34594651.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $37150387.00       | $33472042.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $39500041.00       | $35437253.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1040.00           | $961.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $972.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $969.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $866.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $1008.00           | $886.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1004.00           | $975.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $3090096.00        | $2825656.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.5000%  | 0.0000% | $1024.00           | $924.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $984.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $889.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1038.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 4.0000%  | 0.0000% | $10057001.00       | $3059993.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $646.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $21640300.00       | $13047394.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $646.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1100.00           | $887.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 1.5000%  | 0.0000% | $1000.00           | $616.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $919.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $908.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $968.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $930.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1050.00           | $1025.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $964.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1224140.00        | $1219877.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $7258176.00        | $7248642.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1027.00           | $1031.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1040.00           | $950.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.45           | Agency Mortgage-Backed Securities |

### Security 55: FIXED INCOME CLEARING SSBT TREASURY REPO 4.3400 20250602

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379891N7, C.5 - Other ID: 3379891N7
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $49783500.00       | $65801373.48       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $110414500.00      | $112698818.10      | U.S. Treasuries (including strips) |

### Security 56: GOLDMAN SACHS & CO MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 3819871F3, C.5 - Other ID: 3819871F3
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2045-01-01      | 4.0000%  | 0.0000% | $174700800.00      | $34875338.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $2167604.00        | $2128460.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-04-15      | 4.5000%  | 0.0000% | $165709.00         | $11210.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-02-20      | 4.0000%  | 0.0000% | $1475060.00        | $112498.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-05-20      | 2.5000%  | 0.0000% | $155694.00         | $15723.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $14587184.00       | $2083002.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $4954952.00        | $3416836.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 3.5000%  | 0.0000% | $16486048.00       | $11737488.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 4.0000%  | 0.0000% | $15305150.00       | $7352413.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $105382000.00      | $74474501.36       | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 4.5000%  | 0.0000% | $1497906.00        | $106951.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1855808.00        | $1963079.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $2696672.00        | $2753459.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 4.5000%  | 0.0000% | $6244608.00        | $1646916.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $835817.00         | $94512.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-15      | 4.0000%  | 0.0000% | $439563.00         | $20935.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-06-15      | 6.5000%  | 0.0000% | $1200000.00        | $6671.65           | Agency Mortgage-Backed Securities |

### Security 57: Goldman Sachs Group Inc/The REPO 3.5000 20250602

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 3.5000 20250602 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: 3819919G5, C.5 - Other ID: 3819919G5
- **C.18 - Value (incl. sponsor support):** $72130000.00
- **C.18.a - Value (excl. sponsor support):** $72130000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-01-22      | 0.0000%  | 0.0000% | $1900500.00        | $1849984.71        | U.S. Treasuries (including strips) |
| USTR          | 2025-06-24      | 0.0000%  | 0.0000% | $499700.00         | $498235.88         | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $379500.00         | $219139.56         | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $662000.00         | $534802.24         | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 3.0000%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $96.21             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $300.00            | $291.52            | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 0.2500%  | 0.0000% | $566800.00         | $559251.84         | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $66854400.00       | $61627295.75       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 0.3750%  | 0.0000% | $3999100.00        | $3900857.05        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $97.35             | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $84.31             | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $10000.00          | $9479.13           | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $98.76             | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $4363800.00        | $4368144.27        | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $3000.00           | $2930.05           | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $1600.00           | $1611.68           | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips) |

### Security 58: HSBC SEC USA INC MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 4049898Z1, C.5 - Other ID: 4049898Z1
- **C.18 - Value (incl. sponsor support):** $168000000.00
- **C.18.a - Value (excl. sponsor support):** $168000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $27598656.00       | $23769731.35       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $183217.71         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.0000%  | 0.0000% | $1380000.00        | $846830.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $291988.00         | $270757.39         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1642040.00        | $1669273.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-12-01      | 3.1100%  | 0.0000% | $5000000.00        | $4864661.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.0200%  | 0.0000% | $3129530.00        | $2558313.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.7500%  | 0.0000% | $8202272.00        | $7704359.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $7867808.00        | $8132167.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $4529448.00        | $4489433.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $998182.00         | $1002363.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0700%  | 0.0000% | $4000000.00        | $3120238.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1400000.00        | $1335096.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 5.3000%  | 0.0000% | $7750000.00        | $7932319.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $26421952.00       | $14383786.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $53921120.00       | $43355059.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $15907728.00       | $12270863.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $413000.00         | $306160.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $35364000.00       | $28778989.40       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $3393332.00        | $3557249.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.3300%  | 0.0000% | $828066.00         | $829129.02         | Agency Mortgage-Backed Securities |

### Security 59: JP MORGAN SEC LLC MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 6169972J0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169972J0
- **C.18 - Value (incl. sponsor support):** $1120000000.00
- **C.18.a - Value (excl. sponsor support):** $1120000000.00
- **C.19 - Percentage of Net Assets:** 8.8100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-07-25      | 6.5000%  | 0.0000% | $5121768.00        | $353208.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 5.5000%  | 0.0000% | $144999936.00      | $2792954.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 3.1700%  | 0.0000% | $9256000.00        | $9013600.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $50000000.00       | $7668124.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1400000.00        | $1275814.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000858.00        | $997498.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2668000.00        | $2653331.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $3758628.00        | $3491067.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $4076910.00        | $4038725.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1064082.00        | $1066881.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1794380.00        | $1734554.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2867076.00        | $2829690.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3172576.00        | $3151791.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $3369676.00        | $3555610.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 4.5000%  | 0.0000% | $1640250.00        | $1601114.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1442950.00        | $1519113.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $3879040.00        | $4052702.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $3209468.00        | $3292037.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $46572288.00       | $47334505.58       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3133500.00        | $3112971.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2064852.00        | $2169149.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $5131664.00        | $5295654.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $7993160.00        | $8301575.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $3566500.00        | $3705465.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2415884.00        | $2510014.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2231612.00        | $2320604.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $2121650.00        | $2167745.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2815470.00        | $2918946.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1036192.00        | $1058172.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $4780750.00        | $4641313.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $6132456.00        | $6103581.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2695450.00        | $2679901.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1059800.00        | $1052856.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $3383120.00        | $3568646.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $4031072.00        | $4256005.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $4620824.00        | $526721.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2063-12-01      | 4.0000%  | 0.0000% | $30731360.00       | $26524101.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-07-01      | 2.5000%  | 0.0000% | $11021344.00       | $6732994.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $11715136.00       | $3047407.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 3.7100%  | 0.0000% | $4811096.00        | $4484144.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 2.9400%  | 0.0000% | $2017964.00        | $1416824.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-03-01      | 2.5000%  | 0.0000% | $8160736.00        | $1907461.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 3.5700%  | 0.0000% | $84996000.00       | $79185999.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 3.5700%  | 0.0000% | $39108100.00       | $36434820.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $1250000.00        | $590691.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $2518832.00        | $2546627.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $2548484.00        | $2686054.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2653836.00        | $2778629.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $2597804.00        | $1353089.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 5.0000%  | 0.0000% | $4106760.00        | $3667005.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $6515000.00        | $4294853.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $6517104.00        | $5689652.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $2051521.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $54334080.00       | $42294750.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $8967088.00        | $7878872.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $1200000.00        | $450322.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $29500000.00       | $9816919.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $19462000.00       | $4922676.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $174200000.00      | $90115092.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.5000%  | 0.0000% | $6052184.00        | $2389495.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $1492388.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1597000.00        | $1178222.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $2700000.00        | $2021077.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1500000.00        | $1296294.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-03-01      | 6.5000%  | 0.0000% | $2938412.00        | $2721149.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 5.5000%  | 0.0000% | $1060726.00        | $1033492.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-09-01      | 6.5000%  | 0.0000% | $2759236.00        | $2546998.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 6.0000%  | 0.0000% | $4393416.00        | $4298455.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $92136576.00       | $86555285.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $5423296.00        | $585288.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.0000%  | 0.0000% | $24518432.00       | $7546446.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 2.0000%  | 0.0000% | $2922110.00        | $1259357.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $1390840.00        | $639940.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1339396.00        | $598902.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $12523056.00       | $9066191.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2400000.00        | $1820388.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $230000.00         | $189783.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $14773312.00       | $8865264.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 2.5000%  | 0.0000% | $2920000.00        | $2202286.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $11305424.00       | $9541132.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 6.5000%  | 0.0000% | $2378868.00        | $2503895.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 5.5000%  | 0.0000% | $380315520.00      | $2375068.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 5.5000%  | 0.0000% | $140758000.00      | $2332350.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 5.5000%  | 0.0000% | $289892864.00      | $4778725.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.5000%  | 0.0000% | $1164894.00        | $30565.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $580076.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $56628.00          | $5720.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1400000.00        | $174508.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $400000000.00      | $255344219.83      | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 2.0000%  | 0.0000% | $15937024.00       | $9453217.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $264205312.00      | $200513895.16      | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $10000000.00       | $8014864.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $482774.00         | $379382.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 3.5000%  | 0.0000% | $1026000.00        | $793803.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-03-01      | 5.5000%  | 0.0000% | $98306560.00       | $3955596.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 5.5000%  | 0.0000% | $152807424.00      | $3042409.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 4.0000%  | 0.0000% | $15085000.00       | $591692.61         | Agency Mortgage-Backed Securities |

### Security 60: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 7809756J2, C.5 - Other ID: 7809756J2
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $92551500.00       | $60399814.51       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $80473400.00       | $82400194.09       | U.S. Treasuries (including strips) |

### Security 61: RBC DS MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.3500 20250602 4.350000%
- **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: 7809791J9, C.5 - Other ID: 7809791J9
- **C.18 - Value (incl. sponsor support):** $1540000000.00
- **C.18.a - Value (excl. sponsor support):** $1540000000.00
- **C.19 - Percentage of Net Assets:** 12.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $26357.00          | $280.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $172013.00         | $1719.67           | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-04-01      | 2.5000%  | 0.0000% | $1000.00           | $168.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2027-11-01      | 2.5000%  | 0.0000% | $1159.00           | $38.90             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-05-01      | 4.5000%  | 0.0000% | $1462.00           | $1.13              | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-05-01      | 3.5000%  | 0.0000% | $1073.00           | $654.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $1131.00           | $842.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $873.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6134256.00        | $5636502.18        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $891.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $63085.00          | $50653.98          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $24749.00          | $2606.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $115718.00         | $15620.75          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $15088005.00       | $2252828.08        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523772.00       | $2977101.48        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.0000%  | 0.0000% | $5500000.00        | $2337317.26        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $477.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $2151.00           | $2066.94           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $338200.00         | $264903.68         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $50000.00          | $43220.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1111808.00        | $986253.01         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $2007.00           | $1787.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $4357877.00        | $946869.72         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $25183847.00       | $4051235.17        | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-08-01      | 6.0000%  | 0.0000% | $1873944.00        | $308290.01         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $201291.00         | $55294.78          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $20453.00          | $10446.01          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $6658824.00        | $5059149.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $762.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $11000.00          | $7555.67           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1452384.00        | $1215915.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $5864.00           | $4949.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $14785800.00       | $12600801.27       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $2971191.00        | $2487806.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1557515.00        | $1352619.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $83000.00          | $50891.40          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $13171105.00       | $7383768.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $9896279.00        | $7737722.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $164596000.00      | $9317496.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 3.0000%  | 0.0000% | $1319967.00        | $126060.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $167900.00         | $29159.57          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $697005.00         | $133411.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1650.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $453892.00         | $374924.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1124342.00        | $1139319.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 7.5000%  | 0.0000% | $1000.00           | $684.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $496706.00         | $321940.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $2874865.00        | $2893868.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1265122.00        | $1245774.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $929244.00         | $941253.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3096436.00        | $3069262.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1238118.00        | $1195888.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1080.00           | $1050.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1897586.00        | $1850897.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $551840.00         | $424632.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $299000.00         | $309621.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1369524.00        | $1229218.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $9045710.00        | $8649279.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1200019.00        | $1192134.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1294041.00        | $1231379.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1359142.00        | $1312564.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $939.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $3558177.00        | $3600916.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $5242616.00        | $5063945.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2426729.00        | $2397896.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $37474.00          | $37982.97          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1027017.00        | $1083867.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1442814.00        | $1432722.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1077117.00        | $1101995.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1940022.00        | $1938784.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $4096.00           | $778.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $219997.00         | $62737.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $1255740.00        | $265851.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $104011000.00      | $20917711.06       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $21779060.00       | $5391753.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $556.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $181071.00         | $116190.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1018.00           | $573.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $223145.00         | $146143.62         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $698000.00         | $422637.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1845.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2059392.00        | $1976651.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $894.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $10670604.00       | $10415906.47       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $656.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1052.00           | $756.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $758.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $107376.00         | $78713.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $921.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1756.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1652946.00        | $1375698.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1196080.00        | $954570.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1733499.00        | $1231772.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $817.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1485309.00        | $1405032.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $220.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $1028.00           | $105.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 2.5000%  | 0.0000% | $468356.00         | $113364.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1024.00           | $232.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $173517.00         | $97726.56          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1132634.00        | $672112.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $197125.00         | $123678.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $439969.00         | $270671.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $200000.00         | $121640.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $144741.00         | $92502.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $271000.00         | $199897.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $60000.00          | $41740.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $8000.00           | $5849.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $34000.00          | $25462.34          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $268500.00         | $218659.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $620543.00         | $528094.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 5.0000%  | 0.0000% | $634200.00         | $363842.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $5000.00           | $4493.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $14453115.00       | $12677280.41       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1124985.00        | $1054471.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $107365.00         | $92065.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $12763546.00       | $12272919.72       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $966.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $14311554.00       | $13787593.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $3946210.00        | $3030062.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 1.5000%  | 0.0000% | $3040372.00        | $2200834.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3747751.00        | $3728238.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $3766520.00        | $3613132.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $80424.00          | $50762.34          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $99000.00          | $58161.91          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.5000%  | 0.0000% | $115003.00         | $48119.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $356685.00         | $166074.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $735911.00         | $471536.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $105867.00         | $66874.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $100000.00         | $52619.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $550000.00         | $381760.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $587144.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $309302.00         | $166239.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $2278.00           | $1369.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $2426752.00        | $1549760.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $897000.00         | $555324.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $802716.00         | $478372.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 1.5000%  | 0.0000% | $223968.00         | $130948.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $68812.00          | $42335.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $201000.00         | $130256.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $56502.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $91000.00          | $55229.98          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $6963.00           | $5209.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $646.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $601000.00         | $371496.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $888000.00         | $602751.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $100000.00         | $62401.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $37000.00          | $25886.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $179998.00         | $124473.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $252573.00         | $172667.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $94012.00          | $65895.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 4.0000%  | 0.0000% | $129000.00         | $83768.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $311633.00         | $227070.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $8047.00           | $5425.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $992000.00         | $651715.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $302000.00         | $209125.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $939000.00         | $723964.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $690.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $655000.00         | $475537.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $686000.00         | $555785.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $500000.00         | $340880.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $1001.00           | $707.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $38327481.00       | $33536194.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-10-01      | 3.0000%  | 0.0000% | $40000.00          | $28348.31          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $735.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $612703.00         | $437192.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2021992.00        | $1769426.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $304000.00         | $216442.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $719.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $2114155.00        | $1527449.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $756.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6700000.00        | $5290384.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $10695644.00       | $8609165.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $147000.00         | $114581.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $950.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $3173.00           | $2896.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $12528600.00       | $9798960.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $12760976.00       | $10776965.51       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $3750848.00        | $3672108.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $9989000.00        | $1903149.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 4.0000%  | 0.0000% | $7449024.00        | $837279.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-10-01      | 2.5000%  | 0.0000% | $883269.00         | $29109.56          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 3.0000%  | 0.0000% | $999989.00         | $136888.62         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $1000.00           | $77.81             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $13541236.00       | $2542468.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $407000.00         | $246506.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 2.5000%  | 0.0000% | $10003.00          | $5696.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 4.0000%  | 0.0000% | $90000.00          | $38546.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $239000.00         | $82128.12          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $26967200.00       | $12962802.34       | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-10-01      | 1.5000%  | 0.0000% | $275569.00         | $124240.11         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 2.0000%  | 0.0000% | $57000.00          | $25275.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $379334.00         | $219256.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $85000.00          | $50902.70          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $640219.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $87392.00          | $56584.98          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 3.0000%  | 0.0000% | $492000.00         | $298231.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 2.5000%  | 0.0000% | $3990792.00        | $2795409.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 3.0000%  | 0.0000% | $611627.00         | $399074.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $11000.00          | $8602.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $295804.00         | $220604.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 4.0000%  | 0.0000% | $12000.00          | $9734.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $127992.00         | $105069.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3090239.00        | $2428427.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-09-01      | 5.5000%  | 0.0000% | $40000.00          | $25993.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $898.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $906.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $932.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1639514.00        | $1646580.57        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $3047.00           | $3144.35           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $968.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 4.5000%  | 0.0000% | $499444.00         | $471624.86         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $2488836.00        | $2405109.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $18000.00          | $18415.50          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $8263386.00        | $8292776.49        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $91567.00          | $93646.47          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $4311182.00        | $4166739.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $872.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $308374.00         | $284279.23         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $6000.00           | $5550.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $343172.00         | $310416.93         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $27418112.00       | $26225016.02       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $157727.00         | $143181.16         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $945370.00         | $902877.30         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1093.00           | $1009.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $144623359.00      | $140698194.97      | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $56982000.00       | $59226926.18       | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-10-20      | 3.0000%  | 0.0000% | $1004.00           | $139.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-20      | 3.0000%  | 0.0000% | $830553.00         | $108687.18         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $66.41             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 4.5000%  | 0.0000% | $1105.00           | $75.32             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 3.5000%  | 0.0000% | $11092112.00       | $1157706.01        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $11104608.00       | $1720826.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-09-20      | 4.0000%  | 0.0000% | $39999900.00       | $3801797.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 4.5000%  | 0.0000% | $444475270.00      | $34862844.72       | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 3.5000%  | 0.0000% | $98202041.00       | $9199474.23        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $86.52             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $47005616.00       | $5134274.66        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $2403656.00        | $911202.50         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-10-20      | 6.5000%  | 0.0000% | $2000.00           | $357.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 3.5000%  | 0.0000% | $481317.00         | $97693.05          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.5000%  | 0.0000% | $3978224.00        | $1024778.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.5000%  | 0.0000% | $2956902.00        | $824177.17         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.5000%  | 0.0000% | $9952256.00        | $2920206.57        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 3.5000%  | 0.0000% | $37995092.00       | $12142555.47       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $11082931.00       | $7836641.65        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 4.0000%  | 0.0000% | $20852186.00       | $14973182.01       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $912347.00         | $671775.80         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $6155090.00        | $4540749.10        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $12307511.00       | $6354058.42        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $1016.00           | $502.48            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $1581653.00        | $910458.75         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $1040250.00        | $600528.34         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-02-20      | 5.0000%  | 0.0000% | $1000.00           | $449.43            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $11764151.00       | $7030820.63        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $621.23            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $1999.00           | $1287.16           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $1008.00           | $705.33            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1300.00           | $1058.66           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 5.5000%  | 0.0000% | $1000.00           | $657.23            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 3.5000%  | 0.0000% | $3320.00           | $2399.17           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $25916482.00       | $19918536.43       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.0000%  | 0.0000% | $12121814.00       | $9279837.43        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $154394970.00      | $119784527.61      | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $7951695.00        | $5831658.75        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 6.5000%  | 0.0000% | $1000.00           | $547.19            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $15865535.00       | $12382929.27       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $2944227.00        | $2325670.21        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $20486224.00       | $12770912.03       | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $1000.00           | $795.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 4.5000%  | 0.0000% | $2211752.00        | $1901389.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.8700%  | 0.0000% | $13539600.00       | $13117500.82       | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-04-15      | 4.9000%  | 0.0000% | $2000.00           | $1941.06           | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-07-15      | 5.6000%  | 0.0000% | $1001.00           | $1018.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $49987800.00       | $47821266.61       | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-03-15      | 5.9600%  | 0.0000% | $1000.00           | $1042.36           | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-06-15      | 5.9600%  | 0.0000% | $422400.00         | $442623.04         | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-01-15      | 5.6000%  | 0.0000% | $2542721.00        | $2603390.46        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1024.00           | $1007.96           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $4095008.00        | $4040644.08        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $1832133.00        | $1850947.41        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1088.00           | $1119.29           | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 4.0000%  | 0.0000% | $1747889.00        | $158948.51         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $32858.00          | $19140.70          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $26761457.00       | $13701980.27       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $25435596.00       | $16948448.72       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $504974.00         | $297811.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $5816894.00        | $3906114.30        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 3.5000%  | 0.0000% | $266834.00         | $229691.24         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $3259602.00        | $3256460.00        | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-03-15      | 5.5000%  | 0.0000% | $1000.00           | $16.11             | Agency Mortgage-Backed Securities  |
| GNMA          | 2032-12-15      | 6.5000%  | 0.0000% | $1008.00           | $12.63             | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-03-15      | 5.0000%  | 0.0000% | $2011.00           | $39.39             | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-12-15      | 4.0000%  | 0.0000% | $93638656.00       | $5265684.23        | Agency Mortgage-Backed Securities  |
| USTR          | 2025-07-31      | 0.0000%  | 0.0000% | $122000.00         | $121112.33         | U.S. Treasuries (including strips) |
| USTR          | 2025-08-28      | 0.0000%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| USTR          | 2025-08-26      | 0.0000%  | 0.0000% | $1375400.00        | $1361192.12        | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $140.79            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $80.22             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $200.00            | $215.47            | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $1400.00           | $808.42            | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $700.00            | $337.88            | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $42435500.00       | $37643454.06       | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $58668900.00       | $54951456.51       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $73729800.00       | $97441201.17       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $5900.00           | $7409.73           | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $1000.00           | $870.00            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $52800.00          | $49165.76          | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $10306100.00       | $9458690.50        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $800.00            | $742.58            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $2150500.00        | $1872173.12        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $96.31             | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $600.00            | $591.76            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $37000.00          | $36999.95          | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $300.00            | $304.76            | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $43931900.00       | $40275999.40       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $45100.00          | $43289.92          | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $12441000.00       | $12569407.34       | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $200.00            | $197.79            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $1031400.00        | $1094745.96        | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $204090100.00      | $206863808.55      | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $26867400.00       | $27299041.70       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $923100.00         | $922267.99         | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.91            | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $98.59             | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $7000.00           | $7193.20           | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $38085000.00       | $39682527.65       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $5000.00           | $5171.66           | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $12701800.00       | $12881011.87       | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $4466600.00        | $4524398.18        | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $15700.00          | $15906.73          | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $26262600.00       | $25932192.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $411200.00         | $409168.72         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.80            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $4831600.00        | $4932148.00        | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $7281100.00        | $7451196.11        | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |

### Security 62: 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: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $91891388.48
- **C.18.a - Value (excl. sponsor support):** $91891388.48
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 63: 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: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98557965.00
- **C.18.a - Value (excl. sponsor support):** $98557965.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: 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: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246684547.50
- **C.18.a - Value (excl. sponsor support):** $246684547.50
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 65: 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: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147902625.00
- **C.18.a - Value (excl. sponsor support):** $147902625.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 66: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49529297.00
- **C.18.a - Value (excl. sponsor support):** $49529297.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 67: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29674218.60
- **C.18.a - Value (excl. sponsor support):** $29674218.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59224218.60
- **C.18.a - Value (excl. sponsor support):** $59224218.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 69: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $93274414.30
- **C.18.a - Value (excl. sponsor support):** $93274414.30
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **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 70: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49330078.00
- **C.18.a - Value (excl. sponsor support):** $49330078.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 71: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83107421.45
- **C.18.a - Value (excl. sponsor support):** $83107421.45
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 72: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $87700780.80
- **C.18.a - Value (excl. sponsor support):** $87700780.80
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: 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: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $69053046.52
- **C.18.a - Value (excl. sponsor support):** $69053046.52
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 74: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $184700780.30
- **C.18.a - Value (excl. sponsor support):** $184700780.30
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: 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 75: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96683594.00
- **C.18.a - Value (excl. sponsor support):** $96683594.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104803125.00
- **C.18.a - Value (excl. sponsor support):** $104803125.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **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 77: 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: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127347264.99
- **C.18.a - Value (excl. sponsor support):** $127347264.99
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **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 78: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135309374.32
- **C.18.a - Value (excl. sponsor support):** $135309374.32
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.426263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345515720.25
- **C.18.a - Value (excl. sponsor support):** $345515720.25
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 80: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.471263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $341189162.93
- **C.18.a - Value (excl. sponsor support):** $341189162.93
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 81: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.546263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66078891.12
- **C.18.a - Value (excl. sponsor support):** $66078891.12
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: 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: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29984765.70
- **C.18.a - Value (excl. sponsor support):** $29984765.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: 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: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31076289.14
- **C.18.a - Value (excl. sponsor support):** $31076289.14
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 84: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135316406.25
- **C.18.a - Value (excl. sponsor support):** $135316406.25
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: 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 85: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.451263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225153013.50
- **C.18.a - Value (excl. sponsor support):** $225153013.50
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.483263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $170208790.60
- **C.18.a - Value (excl. sponsor support):** $170208790.60
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** T. ROWE PRICE GOVERNMENT MONEY FUND, INC.

**Date:** 2025-06-06

**By:** Alan S. Dupski

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

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