# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001145549-25-057884
**Filing Date:** 2025-9
**Character Count:** 307440
**Document Hash:** d360f29871f0d37bf0794fd063f72ba3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057884.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057884

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**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:** 251298732

**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):** 2025-08-31

**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:** 44 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $13264758555.58

- **Amortized Cost of Portfolio Securities:** $13262436464.36

- **Cash:** $3295.47

- **Total Other Assets:** $32421876.54

- **Total Liabilities:** $50790765.93

- **Net Assets of Series:** $13244070870.44

- **Number of Shares Outstanding (Series):** 13243496931.7848

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $11584425844.60           | $11726765660.10            | 89.1700%                  | 90.2700%                   |
| 2025-08-04 | $11287785452.64           | $11784875336.39            | 86.5100%                  | 90.3200%                   |
| 2025-08-05 | $11172902134.27           | $12093992086.27            | 83.6400%                  | 90.5400%                   |
| 2025-08-06 | $11211008319.57           | $12124098339.82            | 83.7300%                  | 90.5500%                   |
| 2025-08-07 | $11391857454.24           | $12175857454.24            | 84.7500%                  | 90.5900%                   |
| 2025-08-08 | $11601285935.94           | $12132285935.94            | 86.5700%                  | 90.5300%                   |
| 2025-08-11 | $11648380941.87           | $12181272914.83            | 86.1100%                  | 90.0400%                   |
| 2025-08-12 | $11059637206.67           | $12071408643.37            | 82.4600%                  | 90.0000%                   |
| 2025-08-13 | $11057362119.40           | $12069134567.39            | 82.4500%                  | 90.0000%                   |
| 2025-08-14 | $11094730800.23           | $11999504259.53            | 83.1600%                  | 89.9400%                   |
| 2025-08-15 | $11381097733.78           | $11965979226.98            | 85.5200%                  | 89.9100%                   |
| 2025-08-18 | $11487913756.44           | $11952913756.44            | 86.4200%                  | 89.9200%                   |
| 2025-08-19 | $12012077551.62           | $12911077551.62            | 84.2900%                  | 90.6000%                   |
| 2025-08-20 | $11096186612.54           | $11995186612.54            | 83.2100%                  | 89.9600%                   |
| 2025-08-21 | $11194358597.25           | $12005358597.25            | 84.0000%                  | 90.0800%                   |
| 2025-08-22 | $11844861515.59           | $12403861515.59            | 86.2800%                  | 90.3500%                   |
| 2025-08-25 | $11945929328.72           | $12429929328.72            | 85.9900%                  | 89.4700%                   |
| 2025-08-26 | $11046168478.91           | $11930168478.91            | 82.4800%                  | 89.0800%                   |
| 2025-08-27 | $11056322185.19           | $11922322185.19            | 82.6000%                  | 89.0700%                   |
| 2025-08-28 | $11457987770.11           | $11857987770.11            | 86.0100%                  | 89.0100%                   |
| 2025-08-29 | $11389549749.74           | $11826549749.74            | 85.6700%                  | 88.9600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3800%             |
| 2025-08-04 | 4.3800%             |
| 2025-08-05 | 4.3700%             |
| 2025-08-06 | 4.3700%             |
| 2025-08-07 | 4.3600%             |
| 2025-08-08 | 4.3600%             |
| 2025-08-11 | 4.3600%             |
| 2025-08-12 | 4.3600%             |
| 2025-08-13 | 4.3600%             |
| 2025-08-14 | 4.3600%             |
| 2025-08-15 | 4.3700%             |
| 2025-08-18 | 4.3700%             |
| 2025-08-19 | 4.3600%             |
| 2025-08-20 | 4.3600%             |
| 2025-08-21 | 4.3600%             |
| 2025-08-22 | 4.3600%             |
| 2025-08-25 | 4.3600%             |
| 2025-08-26 | 4.3700%             |
| 2025-08-27 | 4.3700%             |
| 2025-08-28 | 4.3700%             |
| 2025-08-29 | 4.3600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0002                      |
|  |  |
| 2025-08-04 | 1.0002                      |
|  |  |
| 2025-08-05 | 1.0002                      |
|  |  |
| 2025-08-06 | 1.0002                      |
|  |  |
| 2025-08-07 | 1.0002                      |
|  |  |
| 2025-08-08 | 1.0002                      |
|  |  |
| 2025-08-11 | 1.0002                      |
|  |  |
| 2025-08-12 | 1.0002                      |
|  |  |
| 2025-08-13 | 1.0002                      |
|  |  |
| 2025-08-14 | 1.0002                      |
|  |  |
| 2025-08-15 | 1.0002                      |
|  |  |
| 2025-08-18 | 1.0002                      |
|  |  |
| 2025-08-19 | 1.0002                      |
|  |  |
| 2025-08-20 | 1.0002                      |
|  |  |
| 2025-08-21 | 1.0002                      |
|  |  |
| 2025-08-22 | 1.0002                      |
|  |  |
| 2025-08-25 | 1.0002                      |
|  |  |
| 2025-08-26 | 1.0002                      |
|  |  |
| 2025-08-27 | 1.0002                      |
|  |  |
| 2025-08-28 | 1.0002                      |
|  |  |
| 2025-08-29 | 1.0002                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9180713546.13

- **Number of Shares Outstanding:** 9180316490.9207

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0002          |
|  |  |
| 2025-08-11 | 1.0002          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0002          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $54825337.34              | $21993757.87            |
| 2025-08-04 | $24003434.81              | $26363908.04            |
| 2025-08-05 | $33894617.10              | $25436611.87            |
| 2025-08-06 | $286999317.25             | $37484638.77            |
| 2025-08-07 | $124705999.56             | $19538831.49            |
| 2025-08-08 | $27529270.35              | $14114893.16            |
| 2025-08-11 | $25446280.09              | $44171636.04            |
| 2025-08-12 | $45662481.05              | $17969025.52            |
| 2025-08-13 | $24510465.98              | $47919235.86            |
| 2025-08-14 | $28729624.28              | $81611365.90            |
| 2025-08-15 | $19874321.20              | $17515194.28            |
| 2025-08-18 | $21914371.20              | $18999396.13            |
| 2025-08-19 | $20329689.67              | $15697604.29            |
| 2025-08-20 | $23307384.81              | $30890977.35            |
| 2025-08-21 | $37126792.06              | $18606416.43            |
| 2025-08-22 | $54115219.34              | $76739895.32            |
| 2025-08-25 | $18948450.35              | $23606134.06            |
| 2025-08-26 | $24355299.50              | $24307061.01            |
| 2025-08-27 | $18308154.71              | $17071991.01            |
| 2025-08-28 | $15332093.15              | $106925615.96           |
| 2025-08-29 | $14768799.53              | $19421842.75            |

**Total Gross Subscriptions (Month):** $944687403.33

**Total Gross Redemptions (Month):** $706386033.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0400%           |
| 2025-08-04 | 4.0400%           |
| 2025-08-05 | 4.0300%           |
| 2025-08-06 | 4.0300%           |
| 2025-08-07 | 4.0300%           |
| 2025-08-08 | 4.0300%           |
| 2025-08-11 | 4.0300%           |
| 2025-08-12 | 4.0300%           |
| 2025-08-13 | 4.0300%           |
| 2025-08-14 | 4.0300%           |
| 2025-08-15 | 4.0300%           |
| 2025-08-18 | 4.0300%           |
| 2025-08-19 | 4.0300%           |
| 2025-08-20 | 4.0300%           |
| 2025-08-21 | 4.0300%           |
| 2025-08-22 | 4.0300%           |
| 2025-08-25 | 4.0300%           |
| 2025-08-26 | 4.0300%           |
| 2025-08-27 | 4.0400%           |
| 2025-08-28 | 4.0400%           |
| 2025-08-29 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 28.2500%         | 21.2800%             |
| Non-financial corporation |  | 28.2500%         | 0.0200%              |
| Non-financial corporation |  | 28.2500%         | 0.1900%              |
| Non-financial corporation |  | 28.2500%         | 0.3300%              |
| Non-financial corporation |  | 28.2500%         | 0.7200%              |
| Non-financial corporation |  | 28.2500%         | 0.2300%              |
| Non-financial corporation |  | 28.2500%         | 0.5500%              |
| Non-financial corporation |  | 28.2500%         | 0.0300%              |
| Non-financial corporation |  | 28.2500%         | 0.8800%              |
| Non-financial corporation |  | 28.2500%         | 0.7200%              |
| Non-financial corporation |  | 28.2500%         | 0.0900%              |
| Non-financial corporation |  | 28.2500%         | 0.0500%              |
| Non-financial corporation |  | 28.2500%         | 0.4600%              |
| Non-financial corporation |  | 28.2500%         | 0.1400%              |
| Non-financial corporation |  | 28.2500%         | 0.0400%              |
| Non-financial corporation |  | 28.2500%         | 1.0300%              |
| Broker-dealer             |  | 28.2500%         | 1.4100%              |
| Non-financial corporation |  | 28.2500%         | 0.0900%              |
| Non-financial corporation |  | 28.2500%         | 0.0100%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4063357324.31

- **Number of Shares Outstanding:** 4063180440.8641

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0002          |
|  |  |
| 2025-08-11 | 1.0002          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0002          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $178064022.48             | $564141910.09           |
| 2025-08-04 | $206710746.88             | $167975978.03           |
| 2025-08-05 | $583653018.65             | $193835442.64           |
| 2025-08-06 | $349218215.06             | $567694714.68           |
| 2025-08-07 | $286592091.79             | $341221319.69           |
| 2025-08-08 | $226641081.08             | $285155396.80           |
| 2025-08-11 | $224251030.41             | $229612952.63           |
| 2025-08-12 | $238391308.61             | $232997832.92           |
| 2025-08-13 | $256424211.29             | $236538141.59           |
| 2025-08-14 | $242364068.50             | $259069623.33           |
| 2025-08-15 | $145472150.42             | $185555247.97           |
| 2025-08-18 | $120854620.70             | $141747379.44           |
| 2025-08-19 | $1070114389.99            | $118036356.08           |
| 2025-08-20 | $160688672.98             | $1071020740.34          |
| 2025-08-21 | $134631308.71             | $162003675.95           |
| 2025-08-22 | $144378889.59             | $119309928.86           |
| 2025-08-25 | $171752171.65             | $144292003.54           |
| 2025-08-26 | $195905202.20             | $162695153.30           |
| 2025-08-27 | $173460802.16             | $183750830.39           |
| 2025-08-28 | $185469859.62             | $159456251.24           |
| 2025-08-29 | $159165498.13             | $187781367.29           |

**Total Gross Subscriptions (Month):** $5454203360.90

**Total Gross Redemptions (Month):** $5713892246.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1700%           |
| 2025-08-04 | 4.1600%           |
| 2025-08-05 | 4.1600%           |
| 2025-08-06 | 4.1600%           |
| 2025-08-07 | 4.1500%           |
| 2025-08-08 | 4.1500%           |
| 2025-08-11 | 4.1500%           |
| 2025-08-12 | 4.1500%           |
| 2025-08-13 | 4.1600%           |
| 2025-08-14 | 4.1500%           |
| 2025-08-15 | 4.1600%           |
| 2025-08-18 | 4.1600%           |
| 2025-08-19 | 4.1600%           |
| 2025-08-20 | 4.1500%           |
| 2025-08-21 | 4.1500%           |
| 2025-08-22 | 4.1500%           |
| 2025-08-25 | 4.1500%           |
| 2025-08-26 | 4.1600%           |
| 2025-08-27 | 4.1600%           |
| 2025-08-28 | 4.1600%           |
| 2025-08-29 | 4.1500%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 0609945J5, C.5 - Other ID: 0609945J5
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2026-11-01      | 3.0000%  | 0.0000% | $999999.00         | $10404.97          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $3033240.00        | $1084753.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $8091.00           | $678.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $500000.00         | $69507.72          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $145115.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $1381850.00        | $143880.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 2.0000%  | 0.0000% | $22031360.00       | $9692711.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $86041216.00       | $58121316.22       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $800000.00         | $681405.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.0000%  | 0.0000% | $547000.00         | $88334.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2026-09-01      | 4.5000%  | 0.0000% | $4567007.00        | $12524.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 4.0000%  | 0.0000% | $1476662.00        | $168259.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $80000.00          | $42348.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1209020.00        | $1223808.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1271150.00        | $1282452.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $300000.00         | $54161.54          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 5.0000%  | 0.0000% | $2574152.00        | $346123.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $2219960.00        | $398135.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $2100000.00        | $590627.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $3058000.00        | $1219080.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $449908.00         | $250645.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $106000.00         | $67097.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $94246.00          | $76116.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $2301660.00        | $1727195.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 3.0000%  | 0.0000% | $179118.00         | $37147.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $315000.00         | $54624.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.0000%  | 0.0000% | $312054.00         | $250227.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 2.0000%  | 0.0000% | $300000.00         | $222408.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-12-01      | 4.5000%  | 0.0000% | $107105.00         | $7409.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 4.0000%  | 0.0000% | $99000.00          | $13756.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 2.5000%  | 0.0000% | $500000.00         | $116913.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 2.5000%  | 0.0000% | $5085000.00        | $596129.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $576314.00         | $328401.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 7.0000%  | 0.0000% | $6403144.00        | $6746819.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $37310720.00       | $38091254.80       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1812096.00        | $1892354.24        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $2624256.00        | $2604620.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $3511280.00        | $3657668.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1332954.00        | $1360743.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $3154419.00        | $3202834.69        | Agency Mortgage-Backed Securities |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 0639928A2, C.5 - Other ID: 0639928A2
- **C.18 - Value (incl. sponsor support):** $101000000.00
- **C.18.a - Value (excl. sponsor support):** $101000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2064-08-15      | 6.1400%  | 0.0000% | $1249.00           | $1331.03           | Agency Mortgage-Backed Securities  |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $500.00            | $291.28            | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.44             | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $381.40            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $103400.00         | $112506.43         | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $429700.00         | $433163.68         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $39001400.00       | $39919729.53       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $62092800.00       | $62552543.16       | U.S. Treasuries (including strips) |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 0639951S3, C.5 - Other ID: 0639951S3
- **C.18 - Value (incl. sponsor support):** $269000000.00
- **C.18.a - Value (excl. sponsor support):** $269000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2045-08-20      | 3.5000%  | 0.0000% | $27510095.00       | $18113777.47       | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $1680097.00        | $1155914.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-02-15      | 5.5800%  | 0.0000% | $9929533.00        | $10329355.57       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-15      | 6.6100%  | 0.0000% | $15248386.00       | $15983832.59       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 6.3600%  | 0.0000% | $10000000.00       | $10641906.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.5000%  | 0.0000% | $15029104.00       | $15477535.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 6.2200%  | 0.0000% | $16521400.00       | $17312424.45       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.5000%  | 0.0000% | $14022040.00       | $14440409.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 5.8200%  | 0.0000% | $16208700.00       | $17157989.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.5000%  | 0.0000% | $11844623.00       | $12198037.60       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $10738968.00       | $11255895.39       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.5000%  | 0.0000% | $12841154.00       | $13224302.65       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 7.0000%  | 0.0000% | $14130602.00       | $14589753.92       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 7.0000%  | 0.0000% | $11903613.00       | $12290402.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 6.5000%  | 0.0000% | $13325560.00       | $13723162.14       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 6.5000%  | 0.0000% | $9368388.00        | $9647917.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 7.0000%  | 0.0000% | $14883333.00       | $15366943.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 7.0000%  | 0.0000% | $14992965.00       | $15480138.07       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-08-15      | 5.6400%  | 0.0000% | $11424200.00       | $11947344.59       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $14210980.00       | $14436734.34       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $9342023.00        | $9606222.14        | Agency Mortgage-Backed Securities |

### Security 4: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 1360986G0, C.5 - Other ID: 1360986G0
- **C.18 - Value (incl. sponsor support):** $403000000.00
- **C.18.a - Value (excl. sponsor support):** $403000000.00
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $749.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1032.00           | $886.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 7.0000%  | 0.0000% | $16384.00          | $12789.46          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $109171206.00      | $101504814.56      | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 2.0000%  | 0.0000% | $1001.00           | $488.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1131063.00        | $825913.95         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $6000.00           | $3421.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $3739808.00        | $3079161.83        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $9049536.00        | $7051316.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1836383.00        | $1775414.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $941.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $949.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $945.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $785339.00         | $784755.18         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $1180078.00        | $1181660.43        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $4414672.00        | $4274632.97        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $38918979.00       | $9229081.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1020.00           | $568.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1220.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $35551.00          | $27019.89          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $20882000.00       | $18282304.17       | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-11-01      | 6.0000%  | 0.0000% | $1259552.00        | $1089534.64        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $690.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $979.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 5.4100%  | 0.0000% | $1000.00           | $721.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.4000%  | 0.0000% | $1001.00           | $459.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.0400%  | 0.0000% | $1000.00           | $695.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.4000%  | 0.0000% | $1000.00           | $724.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-09-01      | 3.3700%  | 0.0000% | $5137681.00        | $4075536.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 3.0200%  | 0.0000% | $2000000.00        | $1893415.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 2.5700%  | 0.0000% | $1000.00           | $874.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.5100%  | 0.0000% | $1985980.00        | $1621254.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-10-01      | 2.9400%  | 0.0000% | $2184000.00        | $1837080.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-08-01      | 3.2100%  | 0.0000% | $4539270.00        | $4107861.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-02-01      | 3.2500%  | 0.0000% | $1000.00           | $855.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-05-01      | 3.3300%  | 0.0000% | $1000.00           | $859.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $46663.00          | $7053.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $1002.00           | $9.57              | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $8000.00           | $5924.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $1040973.00        | $404782.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $793.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $7000.00           | $6985.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1077966.00        | $1043722.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1947727.00        | $2042868.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $902.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $1228336.00        | $1133339.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $1033347.00        | $949336.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1676734.00        | $1714645.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $125015.00         | $126130.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1330253.00        | $1251620.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1182678.00        | $1155733.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1152009.00        | $1205281.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $968.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $27058.00          | $28303.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $183928.00         | $117292.56         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 3.0000%  | 0.0000% | $400000.00         | $48813.99          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $23870.00          | $3454.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2060-06-01      | 2.5000%  | 0.0000% | $1512645.00        | $707112.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $10984900.00       | $7056457.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $151.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 3.8700%  | 0.0000% | $1000.00           | $909.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-01-01      | 3.6500%  | 0.0000% | $1000.00           | $992.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-03-01      | 3.5500%  | 0.0000% | $13020.00          | $12399.26          | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-06-01      | 2.9600%  | 0.0000% | $1010.00           | $857.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.1500%  | 0.0000% | $585910.00         | $515449.77         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.9000%  | 0.0000% | $5984910.00        | $5655192.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.3800%  | 0.0000% | $1000.00           | $903.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 2.0800%  | 0.0000% | $1000.00           | $911.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $1008.00           | $516.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $219.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-07-01      | 3.7795%  | 0.0000% | $16825913.00       | $7492628.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $1000.00           | $862.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $440.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4100%  | 0.0000% | $1000.00           | $869.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.3800%  | 0.0000% | $1000.00           | $864.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4800%  | 0.0000% | $1000.00           | $871.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.5400%  | 0.0000% | $1000.00           | $876.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 1.8400%  | 0.0000% | $1000.00           | $845.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 1.6600%  | 0.0000% | $6039981.00        | $5206003.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-01-01      | 1.6650%  | 0.0000% | $1988000.00        | $1836884.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3669384.00        | $3737755.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $783.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4017.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $10000.00          | $9922.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $11066.00          | $9882.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $9000.00           | $8476.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1306684.00        | $758729.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $21184.00          | $15280.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $8000.00           | $7371.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $7000.00           | $6915.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $7000.00           | $6019.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $9000.00           | $5870.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $818770.00         | $511208.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 5.2400%  | 0.0000% | $506807.00         | $529403.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-12-01      | 4.4000%  | 0.0000% | $1067.00           | $1074.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 4.4900%  | 0.0000% | $1044.00           | $1062.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4700%  | 0.0000% | $1100.00           | $1121.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 4.9350%  | 0.0000% | $1000.00           | $1028.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4500%  | 0.0000% | $1000.00           | $1016.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-02-01      | 5.1400%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-08-01      | 5.3600%  | 0.0000% | $1000.00           | $1054.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 4.7400%  | 0.0000% | $1000.00           | $1013.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 4.7700%  | 0.0000% | $1000.00           | $1018.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.1200%  | 0.0000% | $1000.00           | $1040.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.1500%  | 0.0000% | $1000.00           | $1035.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 4.8900%  | 0.0000% | $1000.00           | $1024.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-08-01      | 4.6100%  | 0.0000% | $401211.00         | $410051.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $1008.00           | $497.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $4852064.00        | $3204680.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $592.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1075.00           | $655.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $69478000.00       | $42926488.62       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $811.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1024.00           | $814.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $5015040.00        | $4264246.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $874.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $915.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $43225240.00       | $39530113.30       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $81794.00          | $75512.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $929.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $126912.00         | $127698.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $68372.00          | $68881.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $1482752.00        | $468524.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $588.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1963120.00        | $1318655.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $814.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $774.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $4426.00           | $3469.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $571287.00         | $453235.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $591928.00         | $517132.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $4000.00           | $4128.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1820652.00        | $754232.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $797.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $1000.00           | $16.62             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.5000%  | 0.0000% | $1001.00           | $73.92             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2888438.00        | $478318.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $89223000.00       | $12433965.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 6.0000%  | 0.0000% | $4008.00           | $2474.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $896.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $54547090.00       | $50495331.44       | Agency Mortgage-Backed Securities  |
| USTR          | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $2107500.00        | $2034902.97        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $120.22            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $38273800.00       | $40364728.57       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $2910200.00        | $3074991.55        | U.S. Treasuries (including strips) |

### Security 5: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3900 20250902

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3900 20250902 4.390000%
- **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: 1729911B7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729911B7
- **C.18 - Value (incl. sponsor support):** $133000000.00
- **C.18.a - Value (excl. sponsor support):** $133000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $2988377.00        | $3136294.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $2925201.00        | $3048067.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $2985264.00        | $3142416.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $3045274.00        | $3179380.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $3056216.00        | $3064460.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2955735.00        | $3015577.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $3046519.00        | $3192341.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $2884507.00        | $3045224.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2982758.00        | $3176428.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 6.5000%  | 0.0000% | $3000000.00        | $3155244.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3077734.00        | $3243517.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3059236.00        | $3243891.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $3000152.00        | $3137748.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3090483.00        | $3220096.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2888308.00        | $3009128.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2899998.00        | $2995366.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3087791.00        | $3189347.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2881443.00        | $3000751.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2648977.00        | $2759128.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2910668.00        | $3003891.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $2846265.00        | $2995971.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $2899906.00        | $3054193.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3197770.00        | $3263100.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $3204246.00        | $3182398.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $3163172.00        | $3137582.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $2874509.00        | $3065368.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $3061004.00        | $3040144.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $3282224.00        | $3153206.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $3017470.00        | $3142739.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2942730.00        | $3043119.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1985610.00        | $2091672.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $3012869.00        | $3062053.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2961379.00        | $3116115.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $3218524.00        | $3263727.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2935974.00        | $3104494.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3047864.00        | $3100295.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $3205724.00        | $3259040.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2965114.00        | $3148943.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-20      | 5.0000%  | 0.0000% | $3134023.00        | $3098945.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $2861900.00        | $2996509.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $3106184.00        | $3179980.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2981988.00        | $3047564.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3040734.00        | $3162257.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2869140.00        | $2992272.91        | Agency Mortgage-Backed Securities |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 1729911G6, C.5 - Other ID: 1729911G6
- **C.18 - Value (incl. sponsor support):** $504000000.00
- **C.18.a - Value (excl. sponsor support):** $504000000.00
- **C.19 - Percentage of Net Assets:** 3.8100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2027-02-10      | 0.8300%  | 0.0000% | $515000.00         | $493675.43         | Agency Mortgage-Backed Securities |
| FHLB          | 2028-02-15      | 4.6900%  | 0.0000% | $45115000.00       | $45332489.39       | Agency Mortgage-Backed Securities |
| FHLB          | 2026-10-29      | 4.5000%  | 0.0000% | $10000.00          | $10048.26          | Agency Mortgage-Backed Securities |
| FMAC          | 2026-10-16      | 4.5000%  | 0.0000% | $2000.00           | $2012.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2028-05-23      | 4.5800%  | 0.0000% | $442780000.00      | $443025619.91      | Agency Mortgage-Backed Securities |
| FNMA          | 2027-11-05      | 4.6200%  | 0.0000% | $25083000.00       | $25217507.59       | Agency Mortgage-Backed Securities |

### Security 7: CREDIT AGRICOLE MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 2258985G6, C.5 - Other ID: 2258985G6
- **C.18 - Value (incl. sponsor support):** $223710000.00
- **C.18.a - Value (excl. sponsor support):** $223710000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2028-09-30      | 4.6250%  | 0.0000% | $22598700.00       | $23693636.03       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $201133100.00      | $204490650.84      | U.S. Treasuries (including strips) |

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.450000%
- **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):** $52023452.00
- **C.18.a - Value (excl. sponsor support):** $52023452.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 9: 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: 3130B2P74, C.4 - ISIN: US3130B2P744, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45047205.00
- **C.18.a - Value (excl. sponsor support):** $45047205.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 10: 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: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35040810.00
- **C.18.a - Value (excl. sponsor support):** $35040810.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.530000%
- **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):** $15020025.00
- **C.18.a - Value (excl. sponsor support):** $15020025.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.530000%
- **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):** $40014458.40
- **C.18.a - Value (excl. sponsor support):** $40014458.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 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: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20021900.00
- **C.18.a - Value (excl. sponsor support):** $20021900.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149890050.00
- **C.18.a - Value (excl. sponsor support):** $149890050.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139833260.00
- **C.18.a - Value (excl. sponsor support):** $139833260.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL FARM CREDIT 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: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19315240.00
- **C.18.a - Value (excl. sponsor support):** $19315240.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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 17: 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: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30022830.00
- **C.18.a - Value (excl. sponsor support):** $30022830.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 18: 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: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15011700.00
- **C.18.a - Value (excl. sponsor support):** $15011700.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 19: 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: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13010075.00
- **C.18.a - Value (excl. sponsor support):** $13010075.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 20: 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: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25018400.00
- **C.18.a - Value (excl. sponsor support):** $25018400.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 21: 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: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75042075.00
- **C.18.a - Value (excl. sponsor support):** $75042075.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 22: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **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):** $15008805.00
- **C.18.a - Value (excl. sponsor support):** $15008805.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 23: 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):** $49026362.00
- **C.18.a - Value (excl. sponsor support):** $49026362.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 24: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **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):** $18618190.80
- **C.18.a - Value (excl. sponsor support):** $18618190.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 25: 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: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20014820.00
- **C.18.a - Value (excl. sponsor support):** $20014820.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 26: 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: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20016800.00
- **C.18.a - Value (excl. sponsor support):** $20016800.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **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):** $50046450.00
- **C.18.a - Value (excl. sponsor support):** $50046450.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **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):** $30027930.00
- **C.18.a - Value (excl. sponsor support):** $30027930.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 29: 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: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20014560.00
- **C.18.a - Value (excl. sponsor support):** $20014560.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 30: 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: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35021070.00
- **C.18.a - Value (excl. sponsor support):** $35021070.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 31: 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: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20015060.00
- **C.18.a - Value (excl. sponsor support):** $20015060.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **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):** $30020820.00
- **C.18.a - Value (excl. sponsor support):** $30020820.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 33: 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: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75027150.00
- **C.18.a - Value (excl. sponsor support):** $75027150.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **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):** $90023940.00
- **C.18.a - Value (excl. sponsor support):** $90023940.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 35: 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: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30013410.00
- **C.18.a - Value (excl. sponsor support):** $30013410.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.308414%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998600.00
- **C.18.a - Value (excl. sponsor support):** $49998600.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **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 HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.480000%
- **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):** $14010360.00
- **C.18.a - Value (excl. sponsor support):** $14010360.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 38: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $74992800.00
- **C.18.a - Value (excl. sponsor support):** $74992800.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.480000%
- **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):** $22016412.00
- **C.18.a - Value (excl. sponsor support):** $22016412.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 40: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.480000%
- **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):** $47035720.00
- **C.18.a - Value (excl. sponsor support):** $47035720.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 41: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.480000%
- **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):** $10007380.00
- **C.18.a - Value (excl. sponsor support):** $10007380.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 42: 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):** $41306282.59
- **C.18.a - Value (excl. sponsor support):** $41306282.59
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 43: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 3379859K3, C.5 - Other ID: 3379859K3
- **C.18 - Value (incl. sponsor support):** $2686000000.00
- **C.18.a - Value (excl. sponsor support):** $2686000000.00
- **C.19 - Percentage of Net Assets:** 20.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1768108.00        | $875521.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $177.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $3797.00           | $72.77             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $13795.00          | $625.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $33749.00          | $1278.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $15047.00          | $203.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2032-04-01      | 7.0000%  | 0.0000% | $1416.00           | $2.38              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-09-01      | 5.5000%  | 0.0000% | $2010.00           | $47.43             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $1008.00           | $28.51             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 5.5000%  | 0.0000% | $1024.00           | $23.89             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 6.0000%  | 0.0000% | $1024.00           | $20.15             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-11-01      | 5.0000%  | 0.0000% | $2631.00           | $100.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $1021.00           | $4.96              | Agency Mortgage-Backed Securities |
| FMAC          | 2033-03-01      | 5.5000%  | 0.0000% | $91276.00          | $1188.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-01-01      | 5.5000%  | 0.0000% | $1024.00           | $10.87             | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 5.0000%  | 0.0000% | $1024.00           | $9.32              | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $1000.00           | $201.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-01-01      | 5.5000%  | 0.0000% | $1024.00           | $8.83              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-04-01      | 6.5000%  | 0.0000% | $1024.00           | $19.32             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-04-01      | 6.0000%  | 0.0000% | $1010.00           | $1.17              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $11.11             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $3.62              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-05-01      | 6.0000%  | 0.0000% | $1120.00           | $9.70              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $15219.00          | $152.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-03-01      | 5.0000%  | 0.0000% | $27422901.00       | $2341153.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 6.5000%  | 0.0000% | $1040.00           | $15.26             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-11-01      | 6.5000%  | 0.0000% | $1008.00           | $16.30             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $1000.00           | $9.02              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 7.0000%  | 0.0000% | $1024.00           | $11.68             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 7.0000%  | 0.0000% | $1024.00           | $10.90             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 6.0000%  | 0.0000% | $1120.00           | $11.21             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-11-01      | 7.0000%  | 0.0000% | $1024.00           | $8.69              | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $137.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 4.5000%  | 0.0000% | $2062.00           | $188.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $2016.00           | $25.30             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-07-01      | 5.0000%  | 0.0000% | $2016.00           | $26.20             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $1026.00           | $1.25              | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 5.0000%  | 0.0000% | $1999.00           | $44.96             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 5.5000%  | 0.0000% | $1022.00           | $10.26             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-01-01      | 5.5000%  | 0.0000% | $2046.00           | $7.32              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-08-01      | 6.0000%  | 0.0000% | $1023.00           | $2.00              | Agency Mortgage-Backed Securities |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.46              | Agency Mortgage-Backed Securities |
| FMAC          | 2038-10-01      | 7.0000%  | 0.0000% | $2000.00           | $35.53             | Agency Mortgage-Backed Securities |
| FMAC          | 2039-08-01      | 4.5000%  | 0.0000% | $100730377.00      | $3318163.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-12-01      | 5.5000%  | 0.0000% | $1024.00           | $18.63             | Agency Mortgage-Backed Securities |
| FMAC          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $43.78             | Agency Mortgage-Backed Securities |
| FMAC          | 2040-02-01      | 5.5000%  | 0.0000% | $1024.00           | $38.80             | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 4.5000%  | 0.0000% | $1024.00           | $26.20             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $1024.00           | $39.41             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $141.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-04-01      | 5.5000%  | 0.0000% | $2019.00           | $7.01              | Agency Mortgage-Backed Securities |
| FMAC          | 2047-08-01      | 5.5000%  | 0.0000% | $1000.00           | $7.68              | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $1008.00           | $76.07             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 5.5000%  | 0.0000% | $2048.00           | $27.12             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 6.5000%  | 0.0000% | $1024.00           | $3.20              | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 5.5000%  | 0.0000% | $1024.00           | $16.90             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 4.5000%  | 0.0000% | $1080.00           | $0.84              | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $63.35             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $59.89             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $132.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $275.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $271.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $232.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $136.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $571.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-08-01      | 4.5000%  | 0.0000% | $2019.00           | $513.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $236.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $208.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $264.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $317.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $342.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $93.26             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $327.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $251.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $2611450.00        | $473152.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $702.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $402.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $569.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $269.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $347.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $173.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $726.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $174.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2031-06-01      | 3.0000%  | 0.0000% | $7000.00           | $878.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $114.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $88.73             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $306.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $367.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $151.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $214.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $302.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $428.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $530.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $7541531.00        | $2547678.24        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $341.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $225.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $495.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.33             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $274.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $992074.00         | $227154.43         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $299.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1515906.00        | $725028.87         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $69.71             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $218.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 3.5000%  | 0.0000% | $2000.00           | $338.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $1008.00           | $98.41             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $2048.00           | $182.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $2078.00           | $198.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-06-01      | 3.5000%  | 0.0000% | $15814681.00       | $11790004.05       | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 3.5000%  | 0.0000% | $1000.00           | $732.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $2007.00           | $1893.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $677.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-08-01      | 5.0000%  | 0.0000% | $7024.00           | $7118.87           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $3005.00           | $1858.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $495.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $1007.00           | $401.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $55000.00          | $40406.83          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $29171000.00       | $22374861.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $982617.00         | $706334.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $27842.00          | $22465.05          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $8310.00           | $6721.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $762.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1475.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2206.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2041.00           | $1683.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $3084.00           | $2380.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 3.0000%  | 0.0000% | $11000.00          | $8511.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1668.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 2.5000%  | 0.0000% | $2025.00           | $1527.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 3.0000%  | 0.0000% | $1008.00           | $780.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $931.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $43000.00          | $39382.35          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $18154728.00       | $16695237.04       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $10000.00          | $9149.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 4.0000%  | 0.0000% | $2016.00           | $1786.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $31000.00          | $28378.87          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $62428.00          | $59298.51          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $2998.00           | $1655.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1921.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1630.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 3.0000%  | 0.0000% | $1602.00           | $1234.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1674.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1034.00           | $809.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $3100.00           | $2643.32           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1781.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $640.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $999742.00         | $824045.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $7220.00           | $6374.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $3801352.00        | $3051773.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $224000.00         | $160386.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $2935492.00        | $711665.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $1279230.00        | $64225.82          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1313082.00        | $180546.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 4.0000%  | 0.0000% | $1049.00           | $125.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $10463227.00       | $1622181.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.5000%  | 0.0000% | $18258402.00       | $2855843.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $2061.00           | $295.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $125.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-05-01      | 4.0000%  | 0.0000% | $2076.00           | $308.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $108.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $1007.00           | $162.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-01-01      | 4.0000%  | 0.0000% | $17000000.00       | $2175088.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $9389076.00        | $1999414.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $291.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $382.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $5900.00           | $1639.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $349.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $169.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $258.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1186.00           | $367.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $199.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $2812204.00        | $1065484.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $7553832.00        | $2624881.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $272.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $229.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $289.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2875300.00        | $977113.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $300.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $213.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $176.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $286.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $350.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-04-01      | 4.0000%  | 0.0000% | $2048.00           | $292.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $13798960.00       | $5455379.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $3592693.00        | $1600291.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $318.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $374.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $501.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $466.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $770.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000096.00        | $853406.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $614.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $605.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $707.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $935.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $692.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $785.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $12000000.00       | $8484867.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $832.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $668.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $480.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1034159.00        | $925390.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1038448.00        | $675198.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $20000.00          | $16489.47          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $827.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $733.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $9072.00           | $7605.14           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $842.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $548.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $5831.00           | $5996.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $846.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $851.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1023441.00        | $992953.43         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $770.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 3.0000%  | 0.0000% | $1007.00           | $766.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2192.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $625.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $3025.00           | $2672.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $2131562.00        | $1866424.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $5000.00           | $4587.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $111762148.00      | $68619292.11       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 2.5000%  | 0.0000% | $5000.00           | $2296.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $113002.00         | $79266.12          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $639000.00         | $389845.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $290000.00         | $234596.64         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $1076448.00        | $776135.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $855.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2586.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $866.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $26000.00          | $21435.27          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1010.00           | $827.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $853.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $7061898.00        | $6181943.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $812.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $11465920.00       | $10002881.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $907.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $835.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 6.0000%  | 0.0000% | $58000.00          | $39820.86          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $691.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 2.0000%  | 0.0000% | $2048.00           | $1139.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-09-01      | 2.0000%  | 0.0000% | $3251.00           | $1768.33           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $566.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $118996529.00      | $72216042.04       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $579.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $2048.00           | $2002.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.5000%  | 0.0000% | $1001.00           | $566.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $92000.00          | $71380.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $469632.00         | $451600.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $901.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $9877649.00        | $8764262.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $1022496.00        | $1015787.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $198.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $8371999.00        | $21504.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $1235285.00        | $50760.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $1128994.00        | $71769.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $62.08             | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $139.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $37.71             | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $622000.00         | $63430.54          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $1024.00           | $96.39             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $2000.00           | $46.38             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 4.0000%  | 0.0000% | $4747000.00        | $450649.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $5314206.00        | $838243.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $2417.00           | $191.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 4.0000%  | 0.0000% | $32435940.00       | $2134900.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $1024.00           | $59.73             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $170.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $1000.00           | $76.16             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1025.00           | $193.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $1519000.00        | $286475.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $168.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.0000%  | 0.0000% | $5471512.00        | $553567.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1018.00           | $75.01             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1534820.00        | $196943.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $1013.00           | $138.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $6277104.00        | $650813.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $111.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $95.31             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $5505760.00        | $280264.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $5049000.00        | $974826.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $5330888.00        | $349843.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $241.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $175237.00         | $20535.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $936.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1001.00           | $137.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $172.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1062117.00        | $182180.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1213748.00        | $230661.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $10884112.00       | $1028102.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $8882160.00        | $824514.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1148179.00        | $444212.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $150097696.00      | $7131132.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $108.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $162.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $59737.00          | $4348.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $12800.00          | $1098.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $50046656.00       | $10570854.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $31972308.00       | $7505112.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $3723146.00        | $1096557.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $2048.00           | $345.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $702.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $274.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $3285884.00        | $779889.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $149988352.00      | $35982633.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $144.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $174.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $2016.00           | $478.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $2048.00           | $386.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $220.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $3253188.00        | $565126.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1425638.00        | $206587.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $2574025.00        | $297217.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $3835916.00        | $480917.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $1471900.00        | $298255.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $2016.00           | $432.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $2000.00           | $140.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $46.17             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $270041.00         | $30501.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.0000%  | 0.0000% | $14542285.00       | $2236890.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $24454470.00       | $2189601.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $3022963.00        | $410037.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $2018.00           | $292.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $1438005.00        | $107044.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $60722.00          | $9630.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $325.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $359.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $4200000.00        | $915951.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $2000.00           | $17.67             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $19128076.00       | $126868.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $2048.00           | $36.14             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $2049.00           | $15.62             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $48573507.00       | $104075.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $90796451.00       | $637298.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $28311440.00       | $272369.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $2048.00           | $25.73             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $22422304.00       | $256898.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2079.00           | $5.22              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $58270296.00       | $68035.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $41180.00          | $32007.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1853.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1776.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $5604280.00        | $3262153.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1558.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1779.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $842.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1817.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $2048.00           | $2059.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $2000.00           | $2135.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1952818.00        | $1792273.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2064.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1787893.00        | $1835608.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1089734.00        | $1038025.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $917834.00         | $951099.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $992000.00         | $980641.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $68613.00          | $68857.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $711649.00         | $486688.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $389999.00         | $394233.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1901.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $749.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1738100.00        | $1803741.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $3000.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1844.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3117.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1875.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1874.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1875192.00        | $1496191.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2058.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $870460.00         | $855755.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $2011.00           | $1852.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2543312.00        | $2315850.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1815.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1971.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2035128.00        | $2100348.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2010.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1200305.00        | $1003651.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2043.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $347338.00         | $354265.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1839.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2041.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1028080.00        | $1020918.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1970.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1971.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $12804505.00       | $12369687.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 4.5000%  | 0.0000% | $3281.00           | $3164.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $2887581.00        | $2838771.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $933368.00         | $736618.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $996500.00         | $1001441.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $995358.00         | $1010820.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2115.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $20687712.00       | $20921540.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1006690.00        | $932717.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2023.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $73529.00          | $12098.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $288733.00         | $29549.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $3059.00           | $473.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $388000.00         | $48031.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $539000.00         | $247085.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $166.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $79509280.00       | $22236090.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $4171824.00        | $976313.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $610.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $398.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $1576803.00        | $338967.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $1107746.00        | $139479.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $224.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1249884.00        | $623526.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $47091929.00       | $11514893.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $3326986.00        | $659812.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $2620780.00        | $680489.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $138000.00         | $56151.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $7782112.00        | $1480630.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $475.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1052170.00        | $336899.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1468440.00        | $494265.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $989590.00         | $374960.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $14124286.00       | $4384837.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $406.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2087668.00        | $796386.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1512584.00        | $528960.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1268047.00        | $494351.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1844341.00        | $641827.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $583326720.00      | $69199568.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $2016.00           | $478.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $954003.00         | $134991.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3000.00           | $482.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $6697384.00        | $1266764.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $529.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2469756.00        | $1039450.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $3268236.00        | $1017302.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $1360722.00        | $484190.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $901932.00         | $532671.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1387052.00        | $535615.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1935518.00        | $412295.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $397.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2092716.00        | $619676.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $772.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2002.00           | $178.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $130000.00         | $25457.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $41824573.00       | $9500604.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $2003640.00        | $551704.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $171623.00         | $46122.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $3000.00           | $522.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2833992.00        | $841242.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $2000.00           | $188.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2045508.00        | $623907.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1474811.00        | $227684.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $3001.00           | $803.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $7139752.00        | $904380.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $2852370.00        | $150119.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $2178912.00        | $565755.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $989498.00         | $180815.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $3002.00           | $778.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000800.00        | $475857.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $2225080.00        | $524843.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1909650.00        | $628296.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $990237.00         | $357053.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1262826.00        | $644901.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $3024.00           | $514.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $444.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1087.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $151.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $236.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1301349.00        | $369325.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $549.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1005690.00        | $493466.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1255909.00        | $524492.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $300222928.00      | $99903499.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1015.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2303552.00        | $1296494.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $399.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $5345596.00        | $924918.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $15787911.00       | $2801645.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $758.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $31936.00          | $14823.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $407000.00         | $93968.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $496.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $704.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $28092400.00       | $17180637.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $2007.00           | $1100.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $733.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $641.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1267.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $574762.00         | $394423.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $13701440.00       | $12066008.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $17682143.00       | $12891245.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $4022010.00        | $2476256.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $686000.00         | $345621.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $2016.00           | $1520.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $673.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $713.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $26897795.00       | $18218731.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $23000.00          | $17064.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $989696.00         | $626773.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1064974.00        | $768508.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $15387496.00       | $11328590.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $729.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $72419.00          | $56598.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1101244.00        | $932416.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1689493.00        | $1196396.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $1285406.00        | $1198431.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $693.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $16050803.00       | $14067608.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2998402.00        | $2132310.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $470.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $1007386.00        | $940194.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $749.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $56904220.00       | $42896615.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1430666.00        | $1274959.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1684104.00        | $1319377.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3001.00           | $1577.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1441474.00        | $800160.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $954.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1260313.00        | $920611.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1584.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1046767.00        | $820235.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $2802.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1660.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1289986.00        | $1072972.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1815168.00        | $1530761.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2262.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1515620.00        | $1238972.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1434.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $4002.00           | $2296.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1608.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1235.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1634.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $703.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3001.00           | $2283.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1151857.00        | $724727.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $5000.00           | $4152.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1391520.00        | $887127.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $750.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1191.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1051728.00        | $639657.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $198634.00         | $173541.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $761.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $21175568.00       | $17177290.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $828.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1179063.00        | $713585.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $476.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $662.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1403175.00        | $1123572.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1615904.00        | $1158751.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1262568.00        | $1142717.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1248979.00        | $1156703.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $4000.00           | $2899.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $730.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $997788.00         | $976668.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $404496.00         | $335847.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1104256.00        | $1096517.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1111625.00        | $776416.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $4001.00           | $1839.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $8000.00           | $6249.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $998731.00         | $642620.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $20439335.00       | $12465409.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $4291.00           | $3900.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1445.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1338452.00        | $871034.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $566.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $165830.00         | $135967.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3001.00           | $2411.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3001.00           | $2755.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1390416.00        | $749622.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1296384.00        | $927229.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1349991.00        | $1085589.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1028467.00        | $1008946.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $3621585.00        | $2956094.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $703.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $3001.00           | $2381.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $780.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3053.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1450936.00        | $896697.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1190662.00        | $916090.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $2001.00           | $1236.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2020.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $2838.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $3001.00           | $2466.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1108595.00        | $995704.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1045603.00        | $1084521.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2125324.00        | $1989002.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $6001.00           | $4967.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $2001.00           | $1640.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $934824.00         | $807656.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $816.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $678.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1097694.00        | $847384.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1113156.00        | $1154275.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $650.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1860.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $5000.00           | $3001.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2308.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2979.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $82329685.00       | $71555427.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $907.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $706.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2001.00           | $1772.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $9419764.00        | $8357922.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1069537.00        | $778179.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $521.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1803.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1517.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $393911.00         | $280232.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $1280.00           | $189.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $96444544.00       | $18150868.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $199951263.00      | $22012833.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $190161614.00      | $34399942.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $75082744.00       | $21609019.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $42999.00          | $15075.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $12162437.00       | $2847387.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $70075314.00       | $21869437.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $2095.00           | $277.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $2000.00           | $379.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $7237.00           | $1804.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $12316720.00       | $3415830.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $3003.00           | $1189.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $109654.00         | $50127.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $177208819.00      | $74478820.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2016.00           | $1230.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $205310720.00      | $111298856.33      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $10046.00          | $4601.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $98627584.00       | $53089844.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2195.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $32009440.00       | $17285370.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $31163917.00       | $19094902.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $24076330.00       | $12361457.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $25097377.00       | $13832929.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $56863360.00       | $31264330.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $27662800.00       | $15271749.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $17464352.00       | $10518374.73       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $145428248.00      | $78234907.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $156011873.00      | $84140152.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $49513666.00       | $30386676.58       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $551.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $28503920.00       | $15306248.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1035.00           | $548.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $37092569.00       | $20936372.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $2016.00           | $1074.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $49551520.00       | $29106511.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $13155485.00       | $6882250.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $44395712.00       | $26472485.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $2000.00           | $412.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $2080.00           | $1157.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $660.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $50176118.00       | $29279970.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $574.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1013.00           | $555.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $47059800.00       | $28377540.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.5000%  | 0.0000% | $122369508.00      | $68474905.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.5000%  | 0.0000% | $3240.00           | $1826.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1154.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $122907128.00      | $70421746.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $4288.00           | $2671.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2579.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $2048.00           | $1113.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $24230528.00       | $13601107.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $3150.00           | $1776.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $2176.00           | $1321.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $2079.00           | $1279.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 2.0000%  | 0.0000% | $5000.00           | $3079.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 2.0000%  | 0.0000% | $25075449.00       | $13605251.54       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 3.0000%  | 0.0000% | $4000.00           | $1486.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $142468546.00      | $87504127.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $22850256.00       | $14886254.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $2048.00           | $1475.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1160.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 2.0000%  | 0.0000% | $1008.00           | $580.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $39000.00          | $25384.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $20942228.00       | $14372737.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $896802.00         | $586797.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $2008.00           | $1376.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $654.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $3072.00           | $2096.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $635.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $645.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1228.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.0000%  | 0.0000% | $1120.00           | $664.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1204.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1920.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $3024.00           | $2194.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $729.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $768.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $15001.00          | $10565.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $766.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1511.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $3072.00           | $2208.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $21948.00          | $17002.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1446.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $7831564.00        | $5733136.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $45714.00          | $34351.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $2048.00           | $1544.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $614.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $2124.00           | $1662.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1306.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $5120.00           | $3777.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $2048.00           | $1525.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $65008048.00       | $49829152.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $3024.00           | $2290.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $4224.00           | $3513.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $39278168.00       | $31518761.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1322448.00        | $985307.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1490.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $35201760.00       | $26791438.75       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1396.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $920383.00         | $744117.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.5000%  | 0.0000% | $3000.00           | $1605.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $31448122.00       | $25080281.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $738.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $58185260.00       | $45338028.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $19746789.00       | $15181711.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2137.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $746.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $541579.00         | $414895.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $742.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2016.00           | $1609.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $771.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1571.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $35707941.00       | $28144675.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $6624.00           | $5148.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1756.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $852.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $16993000.00       | $13318164.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $767.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $2064.00           | $1687.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $4096.00           | $3360.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1221.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $3024.00           | $2486.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $4096.00           | $3269.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $30000.00          | $25685.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1815.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.5000%  | 0.0000% | $7889.00           | $6049.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $3024.00           | $2490.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $3000.00           | $2489.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1040.00           | $818.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $126731659.00      | $106477118.15      | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $80384632.00       | $62926749.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $5696.00           | $4923.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $3024.00           | $2498.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3732495.00        | $3219217.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $3000.00           | $2318.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1738.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $3000.00           | $2092.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1824.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $984396.00         | $818685.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1676.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $31804480.00       | $23927965.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1710.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2048.00           | $1806.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $3024.00           | $2721.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $77201.00          | $64366.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2150952.00        | $1471374.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5026.00           | $4042.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $3072.00           | $2455.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1425.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $856.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $2016.00           | $1745.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $858.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2304.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1703.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $772.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $5330.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2277.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $851.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $36480840.00       | $25628549.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2212.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $56734041.00       | $48014177.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $867.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2080.00           | $1805.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $2048.00           | $1636.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2048.00           | $1673.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $811.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $809.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $785.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $37241249.00       | $31029170.38       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $867.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $906.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $903.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1635.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $17838152.00       | $16047140.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $35836965.00       | $33336917.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $20340992.00       | $20340593.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $63961088.00       | $20210620.96       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 4.5000%  | 0.0000% | $20902080.00       | $20464086.31       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $24296448.00       | $20408589.77       | Agency Mortgage-Backed Securities |

### Security 44: FIXED INCOME CLEARING SSBT TREASURY REPO 4.3300 20250902

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 4.3300 20250902 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379897K7, C.5 - Other ID: 3379897K7
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2027-05-31      | 3.8750%  | 0.0000% | $176290000.00      | $178500119.50      | U.S. Treasuries (including strips) |

### Security 45: GOLDMAN SACHS GROUP INC/THE REPO 4.3900 20250902

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 4.3900 20250902 4.390000%
- **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: 3819874D5, C.3 - LEI: CKDHZ2X64EEBQCSP7013, C.5 - Other ID: 3819874D5
- **C.18 - Value (incl. sponsor support):** $267000000.00
- **C.18.a - Value (excl. sponsor support):** $267000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2053-07-01      | 5.5000%  | 0.0000% | $151205888.00      | $127537177.70      | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 1.5000%  | 0.0000% | $319140.00         | $165596.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 3.0000%  | 0.0000% | $211000.00         | $20402.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $3459348.00        | $3560180.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 5.5000%  | 0.0000% | $7597448.00        | $304170.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 4.5000%  | 0.0000% | $28635488.00       | $28029978.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.5000%  | 0.0000% | $326474749.00      | $112722493.82      | Agency Mortgage-Backed Securities |

### Security 46: GOLDMAN SACHS & CO MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 3819874J2, C.5 - Other ID: 3819874J2
- **C.18 - Value (incl. sponsor support):** $168000000.00
- **C.18.a - Value (excl. sponsor support):** $168000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2053-07-01      | 5.5000%  | 0.0000% | $143968162.00      | $121432394.64      | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-04-01      | 3.9000%  | 0.0000% | $48341000.00       | $47890042.91       | Agency Mortgage-Backed Securities  |
| GNMA          | 2029-01-20      | 3.0000%  | 0.0000% | $538458.00         | $17978.24          | Agency Mortgage-Backed Securities  |
| USTR          | 2025-09-11      | 0.0000%  | 0.0000% | $2019600.00        | $2016489.82        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $3200.00           | $3001.22           | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $97.27             | U.S. Treasuries (including strips) |

### Security 47: Goldman Sachs Group Inc/The REPO 3.5000 20250902

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 3.5000 20250902 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: 3819913N6, C.5 - Other ID: 3819913N6
- **C.18 - Value (incl. sponsor support):** $71760000.00
- **C.18.a - Value (excl. sponsor support):** $71760000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $97.33             | U.S. Treasuries (including strips) |
| USTR          | 2026-01-08      | 0.0000%  | 0.0000% | $100.00            | $98.57             | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $1000.00           | $997.18            | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $3000.00           | $2976.87           | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.63             | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $4700.00           | $3028.51           | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $4200.00           | $2793.93           | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.16             | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $2900.00           | $2881.03           | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $97.71             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.07             | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 2.6250%  | 0.0000% | $200.00            | $199.12            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $2300.00           | $2215.87           | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $3000.00           | $2865.96           | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $2800.00           | $2723.51           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $93.92             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.17             | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $3200.00           | $2837.28           | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| USTR          | 2025-10-15      | 4.2500%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $2900.00           | $2935.85           | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $100.59            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $69444000.00       | $73155727.08       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $102.69            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1048.94           | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.54            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $2800.00           | $2841.21           | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $104.29            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.52            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.2414%  | 0.0000% | $3000.00           | $3008.97           | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $2800.00           | $2951.17           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |

### Security 48: HSBC SEC USA INC MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 4049892W4, C.5 - Other ID: 4049892W4
- **C.18 - Value (incl. sponsor support):** $201000000.00
- **C.18.a - Value (excl. sponsor support):** $201000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2053-07-01      | 5.5000%  | 0.0000% | $1576282.00        | $1406818.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 2.0000%  | 0.0000% | $40000.00          | $27273.21          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 3.7500%  | 0.0000% | $9697296.00        | $8626219.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-10-01      | 2.3000%  | 0.0000% | $26563000.00       | $23207266.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2028-05-01      | 3.0500%  | 0.0000% | $10000000.00       | $8567761.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 3.5700%  | 0.0000% | $5133000.00        | $4361422.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.8500%  | 0.0000% | $4070070.00        | $3872425.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2289835.00        | $2330732.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 3.6200%  | 0.0000% | $1500000.00        | $1411233.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.4350%  | 0.0000% | $1000000.00        | $909121.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.8300%  | 0.0000% | $6525000.00        | $5475214.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 2.6800%  | 0.0000% | $3500000.00        | $2429125.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 2.0900%  | 0.0000% | $13400000.00       | $11761020.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-07-01      | 1.5500%  | 0.0000% | $20500000.00       | $16699737.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.3600%  | 0.0000% | $4500000.00        | $3088611.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 1.2750%  | 0.0000% | $1956380.00        | $1595657.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.3000%  | 0.0000% | $3910000.00        | $2614436.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.2800%  | 0.0000% | $6700000.00        | $4463098.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 1.7900%  | 0.0000% | $7102000.00        | $6025849.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5700%  | 0.0000% | $6500000.00        | $4429644.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 2.2650%  | 0.0000% | $128256.00         | $89553.68          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.4350%  | 0.0000% | $382000.00         | $206647.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 4.1700%  | 0.0000% | $3725616.00        | $3534951.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-12-01      | 4.9700%  | 0.0000% | $3000000.00        | $3048265.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-05-01      | 5.1600%  | 0.0000% | $38000000.00       | $38730030.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 5.6200%  | 0.0000% | $6800000.00        | $7257144.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 5.6000%  | 0.0000% | $6821000.00        | $7286612.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 5.3000%  | 0.0000% | $3560000.00        | $3714159.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $28355551.00       | $27849965.44       | Agency Mortgage-Backed Securities |

### Security 49: JP MORGAN SEC LLC MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 6169975K4, C.5 - Other ID: 6169975K4
- **C.18 - Value (incl. sponsor support):** $672000000.00
- **C.18.a - Value (excl. sponsor support):** $672000000.00
- **C.19 - Percentage of Net Assets:** 5.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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          | 2055-07-01      | 5.5250%  | 0.0000% | $39846144.00       | $40538397.28       | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 6.5240%  | 0.0000% | $17999998.00       | $199526.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $25092720.00       | $2415227.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-05-01      | 2.5000%  | 0.0000% | $572468.00         | $60994.75          | Agency Mortgage-Backed Securities |
| FMAC          | 2029-01-01      | 5.1900%  | 0.0000% | $2725000.00        | $2732460.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $88712064.00       | $16599239.95       | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 3.6700%  | 0.0000% | $18559000.00       | $16921549.02       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $262000.00         | $203816.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $749101.00         | $549794.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1013814.00        | $969739.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-02-01      | 6.0000%  | 0.0000% | $1370648.00        | $1311971.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 6.0000%  | 0.0000% | $1055850.00        | $1060818.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 6.3470%  | 0.0000% | $10260816.00       | $638600.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 6.9480%  | 0.0000% | $44702528.00       | $1255639.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-02-01      | 5.0000%  | 0.0000% | $4059968.00        | $190934.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 3.2200%  | 0.0000% | $9709500.00        | $9269943.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 3.1100%  | 0.0000% | $4559352.00        | $4470143.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 3.5100%  | 0.0000% | $2795000.00        | $2509099.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 3.4000%  | 0.0000% | $19211700.00       | $18030112.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.4490%  | 0.0000% | $3071868.00        | $41357.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 6.5150%  | 0.0000% | $15522142.00       | $38083.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 7.5000%  | 0.0000% | $2000000.00        | $89395.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $4260592.00        | $3848372.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.7180%  | 0.0000% | $1739594.00        | $1758895.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 5.5000%  | 0.0000% | $1027252.00        | $820695.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $11698128.00       | $11218438.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $3432850.00        | $3375389.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $29171616.00       | $28879661.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1695432.00        | $1625397.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $2615668.00        | $2290350.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $12174912.00       | $11479943.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $12669536.00       | $12421033.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $4056992.00        | $3851799.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $14244592.00       | $14080599.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0100%  | 0.0000% | $887335.00         | $896264.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1256200.00        | $1272503.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $2528140.00        | $2655556.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $6008400.00        | $6136552.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $13574576.00       | $13931147.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $5490128.00        | $5152836.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1140634.00        | $1161956.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $3752372.00        | $3793643.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $38468864.00       | $40174438.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $3787784.00        | $3724625.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $30647680.00       | $31790438.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 5.0000%  | 0.0000% | $1733908.00        | $1733502.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $10779696.00       | $10951817.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $5839736.00        | $5908316.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $5509560.00        | $5607761.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $17104160.00       | $17731723.04       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1211298.00        | $1244113.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.3000%  | 0.0000% | $10065824.00       | $10242763.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 4.0000%  | 0.0000% | $2840000.00        | $780114.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2043876.00        | $434056.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $1408212.00        | $260025.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $10000000.00       | $2782649.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2061-09-01      | 3.0000%  | 0.0000% | $1000000.00        | $650551.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $3012660.00        | $466299.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 3.5000%  | 0.0000% | $1288880.00        | $463010.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $398134.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $400000.00         | $175689.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $17376860.00       | $10735931.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1096766.00        | $504069.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $51137.00          | $35553.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $12147180.00       | $11758427.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $15906624.00       | $15825443.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $862888.00         | $569462.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $3779288.00        | $3736817.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2649028.00        | $2683834.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 6.5000%  | 0.0000% | $1282902.00        | $1321804.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $1210904.00        | $876160.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 4.5000%  | 0.0000% | $9066608.00        | $8748390.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2325936.00        | $2158882.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $30801536.00       | $32034294.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $2425000.00        | $1584504.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $31454.00          | $26480.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $401132.00         | $324835.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $122117.00         | $99045.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $610113.00         | $481680.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $7396424.00        | $5622247.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 4.5000%  | 0.0000% | $1246404.00        | $812132.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $2291816.00        | $1903045.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $501964.00         | $41155.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $450000.00         | $198645.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $147547904.00      | $78657924.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $11053000.00       | $6728194.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $855429.00         | $531458.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.0000%  | 0.0000% | $4067864.00        | $2915230.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $32785600.00       | $25883126.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 7.0000%  | 0.0000% | $1046966.00        | $936796.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $206365.00         | $177498.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2630000.00        | $2599612.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $25117088.00       | $23231500.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $673170.00         | $374446.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $4224080.00        | $3345489.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $100000.00         | $74507.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.7350%  | 0.0000% | $4550000.00        | $28089.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 4.5000%  | 0.0000% | $968112.00         | $959783.79         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $25042976.00       | $25173704.65       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $7506680.00        | $7317857.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1227706.00        | $1213727.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $6864560.00        | $6809397.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $3774332.00        | $3838184.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $2356108.00        | $2341028.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 7.0000%  | 0.0000% | $2225932.00        | $2362364.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.2270%  | 0.0000% | $1562200.00        | $1589319.17        | Agency Mortgage-Backed Securities |

### Security 50: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 7809759G5, C.5 - Other ID: 7809759G5
- **C.18 - Value (incl. sponsor support):** $168000000.00
- **C.18.a - Value (excl. sponsor support):** $168000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2051-01-01      | 2.0000%  | 0.0000% | $1537.00           | $842.05            | Agency Mortgage-Backed Securities  |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $165.63            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $145607500.00      | $148206719.72      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $22797200.00       | $23152171.09       | U.S. Treasuries (including strips) |

### Security 51: RBC DS MORTGAGE REPO 4.3400 20250902

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.3400 20250902 4.340000%
- **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: 7809794G2, C.5 - Other ID: 7809794G2
- **C.18 - Value (incl. sponsor support):** $1343000000.00
- **C.18.a - Value (excl. sponsor support):** $1343000000.00
- **C.19 - Percentage of Net Assets:** 10.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $46992000.00       | $40621085.12       | U.S. Treasuries (including strips) |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $35162.00          | $673.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $1472.00           | $150.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1132.00           | $255.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-06-01      | 4.0000%  | 0.0000% | $1159.00           | $142.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 4.0000%  | 0.0000% | $31666520.00       | $10663370.63       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $217.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1405.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $34734611.00       | $26472485.60       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1038328.00        | $717756.94         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6134256.00        | $5493918.09        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $24744.00          | $2576.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $115718.00         | $15572.15          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $15092022.00       | $2248046.19        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523772.00       | $2972762.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 3.5000%  | 0.0000% | $4607.00           | $856.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $1071.00           | $534.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $12351822.00       | $6977504.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 1.5000%  | 0.0000% | $1100.00           | $600.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $879.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1111808.00        | $990233.03         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1040.00           | $975.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $981.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $749.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $2039.00           | $1809.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 7.0000%  | 0.0000% | $6079200.00        | $4886168.09        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $51576965.00       | $7418822.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $93690758.00       | $20189407.38       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $41019885.00       | $6562762.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $129959767.00      | $35585345.01       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $52456964.00       | $7914680.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.0000%  | 0.0000% | $2998.00           | $440.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 3.5000%  | 0.0000% | $35803000.00       | $5797910.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 2.5000%  | 0.0000% | $1707914.00        | $858015.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $764.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $11000.00          | $7372.67           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1452384.00        | $1187765.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $5864.00           | $4969.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $14785800.00       | $12145861.45       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $2971191.00        | $2501356.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $83000.00          | $50889.61          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $54298776.00       | $30565318.92       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $367877.00         | $307232.11         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-01-01      | 3.5000%  | 0.0000% | $955571.00         | $365738.44         | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $2076776.00        | $264574.48         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $5879896.00        | $5750531.43        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $122351.00         | $108559.86         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $944.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $577403.00         | $101203.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $759.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $989.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $970.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-12-01      | 6.0000%  | 0.0000% | $98409.00          | $96122.90          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $994.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $190.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $2047.00           | $695.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $34211812.00       | $12604797.90       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $2001.00           | $948.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $31179016.00       | $16362691.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $30323000.00       | $17548102.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $11528487.00       | $6985741.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $49912000.00       | $32652067.28       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $4217990.00        | $3703873.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $859.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $988.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $255037.00         | $252109.48         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $959.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $129880330.00      | $127189392.75      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1080.00           | $1010.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $172494350.00      | $171166827.69      | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $105644944.00      | $81781214.53       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $869.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.0000%  | 0.0000% | $4664712.00        | $1189586.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $64195688.00       | $31109731.79       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1277.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $1040.00           | $797.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $4796200.00        | $4078680.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $1000.00           | $683.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2174654.00        | $1725281.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1009.00           | $862.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $11750104.00       | $9238203.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1051.00           | $1059.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $4009.00           | $3982.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $24629376.00       | $24138284.18       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $30127017.00       | $2376880.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $4072.00           | $766.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $232385249.00      | $32384811.67       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $26970203.00       | $13085201.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 1.5000%  | 0.0000% | $71196436.00       | $40333949.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $500000.00         | $263983.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $282000.00         | $226037.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $659.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $41971389.00       | $39543325.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $963.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 4.5000%  | 0.0000% | $472196.00         | $454264.35         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $956.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1040.00           | $1054.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1080.00           | $1046.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $31315200.00       | $31591216.74       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.14           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $2048.00           | $2010.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2459600.00        | $2083437.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2365500.00        | $2069167.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $21831985.00       | $20145672.60       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $989.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $639456.00         | $567408.83         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $23194334.00       | $20276216.15       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $969.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $998.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $5503878.00        | $5394685.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $7511160.00        | $7663495.50        | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-20      | 3.5000%  | 0.0000% | $818036.00         | $81126.11          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-20      | 4.0000%  | 0.0000% | $50000000.00       | $4293465.98        | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 3.5000%  | 0.0000% | $24988944.00       | $2615196.97        | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 4.0000%  | 0.0000% | $50000000.00       | $4441400.13        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $19674772.00       | $3029678.55        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-03-20      | 3.5000%  | 0.0000% | $9400153.00        | $1113952.88        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $1010.00           | $99.20             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 4.0000%  | 0.0000% | $2025.00           | $199.11            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-08-20      | 4.0000%  | 0.0000% | $31144601.00       | $3408108.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-09-20      | 4.0000%  | 0.0000% | $39999900.00       | $3794161.22        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 4.5000%  | 0.0000% | $507389462.00      | $39645203.65       | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 3.5000%  | 0.0000% | $3849952.00        | $392678.33         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $15755728.00       | $1710994.49        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.5000%  | 0.0000% | $1000.00           | $256.19            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 2.0000%  | 0.0000% | $25401760.00       | $11112256.59       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.5000%  | 0.0000% | $2024.00           | $560.91            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $5498814.00        | $1838987.00        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 3.5000%  | 0.0000% | $58016192.00       | $18409717.48       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 4.0000%  | 0.0000% | $9157928.00        | $6526063.25        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $11318784.00       | $8284554.96        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $73720175.00       | $54007823.43       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $12414673.00       | $6392169.97        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $25561608.00       | $11598633.73       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $21980117.00       | $10768071.51       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $22867800.00       | $12314109.04       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $1028654.00        | $634192.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $7497800.00        | $5130245.61        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $3337567.00        | $2513027.69        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $157945.00         | $100587.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $16899900.00       | $12999077.71       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $769.19            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $778.30            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $3093510.00        | $1842061.68        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1007788.00        | $764429.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $862.66            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 5.0000%  | 0.0000% | $12233680.00       | $11101993.88       | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $1942564.00        | $1594878.98        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 4.0000%  | 0.0000% | $4000.00           | $3551.55           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $3257536.00        | $3117441.83        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-08-20      | 6.5000%  | 0.0000% | $1647400.00        | $1696551.09        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $263694.00         | $242940.66         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1742450.00        | $1728908.42        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2007.60           | Agency Mortgage-Backed Securities  |
| USTR          | 2025-10-02      | 0.0000%  | 0.0000% | $300.00            | $298.81            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $15598000.00       | $16156598.29       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $17202700.00       | $16156733.26       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $61548600.00       | $66969180.14       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.3884%  | 0.0000% | $6797900.00        | $6825654.82        | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.84            | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $13589600.00       | $14206521.46       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $210000.00         | $214178.55         | U.S. Treasuries (including strips) |

### Security 52: TD SECURITIES USA LLC MORTGAGE REPO 4.3500 20250905

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 4.3500 20250905 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: 8919941G0, C.5 - Other ID: 8919941G0
- **C.18 - Value (incl. sponsor support):** $101000000.00
- **C.18.a - Value (excl. sponsor support):** $101000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $15721672.00       | $15396461.69       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $37544880.00       | $28378803.71       | Agency Mortgage-Backed Securities |
| FMAC          | 2043-10-01      | 5.5000%  | 0.0000% | $36408710.00       | $25865902.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $133310208.00      | $26839792.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $27550727.00       | $6539039.55        | Agency Mortgage-Backed Securities |

### Security 53: 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):** $249380207.50
- **C.18.a - Value (excl. sponsor support):** $249380207.50
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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.: 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 54: 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):** $279074443.20
- **C.18.a - Value (excl. sponsor support):** $279074443.20
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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.: 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 55: 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: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394997332.00
- **C.18.a - Value (excl. sponsor support):** $394997332.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 56: 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):** $49746093.50
- **C.18.a - Value (excl. sponsor support):** $49746093.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 57: 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):** $29811328.20
- **C.18.a - Value (excl. sponsor support):** $29811328.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 58: 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):** $59540625.00
- **C.18.a - Value (excl. sponsor support):** $59540625.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 59: 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):** $93960937.50
- **C.18.a - Value (excl. sponsor support):** $93960937.50
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 60: 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):** $49835937.50
- **C.18.a - Value (excl. sponsor support):** $49835937.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 61: 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):** $83954101.35
- **C.18.a - Value (excl. sponsor support):** $83954101.35
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 62: 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):** $88625390.40
- **C.18.a - Value (excl. sponsor support):** $88625390.40
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 63: 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):** $113997186.92
- **C.18.a - Value (excl. sponsor support):** $113997186.92
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 64: 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):** $186511717.80
- **C.18.a - Value (excl. sponsor support):** $186511717.80
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 65: 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):** $97640625.00
- **C.18.a - Value (excl. sponsor support):** $97640625.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 66: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39014062.40
- **C.18.a - Value (excl. sponsor support):** $39014062.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: 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):** $104938476.30
- **C.18.a - Value (excl. sponsor support):** $104938476.30
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 68: 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):** $127436562.50
- **C.18.a - Value (excl. sponsor support):** $127436562.50
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 69: 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):** $135691874.32
- **C.18.a - Value (excl. sponsor support):** $135691874.32
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 70: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.313414%
- **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):** $341012709.07
- **C.18.a - Value (excl. sponsor support):** $341012709.07
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 71: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.388414%
- **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):** $66012066.78
- **C.18.a - Value (excl. sponsor support):** $66012066.78
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 72: 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):** $30010546.80
- **C.18.a - Value (excl. sponsor support):** $30010546.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 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):** $76201875.00
- **C.18.a - Value (excl. sponsor support):** $76201875.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 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):** $135358593.75
- **C.18.a - Value (excl. sponsor support):** $135358593.75
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.293414%
- **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):** $224962263.00
- **C.18.a - Value (excl. sponsor support):** $224962263.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 76: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $209137500.00
- **C.18.a - Value (excl. sponsor support):** $209137500.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.325414%
- **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):** $170019272.90
- **C.18.a - Value (excl. sponsor support):** $170019272.90
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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

### Security 78: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60246093.60
- **C.18.a - Value (excl. sponsor support):** $60246093.60
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224727538.50
- **C.18.a - Value (excl. sponsor support):** $224727538.50
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.302414%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149868792.00
- **C.18.a - Value (excl. sponsor support):** $149868792.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: WELLS FARGO SECURITIES MORTGAGE REPO 4.3500 20250905

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 4.3500 20250905 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: 9499841H1, C.5 - Other ID: 9499841H1
- **C.18 - Value (incl. sponsor support):** $336000000.00
- **C.18.a - Value (excl. sponsor support):** $336000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2028-12-01      | 5.5000%  | 0.0000% | $1010000.00        | $3366.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $1117356.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-01-01      | 6.4650%  | 0.0000% | $3135000.00        | $3393.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2026-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $7487.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 6.3930%  | 0.0000% | $2679223.00        | $112541.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.6550%  | 0.0000% | $1110609.00        | $32169.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 6.7860%  | 0.0000% | $1100000.00        | $33600.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 6.3870%  | 0.0000% | $8500000.00        | $164318.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.4560%  | 0.0000% | $2700000.00        | $262019.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1393000.00        | $533114.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 3.5000%  | 0.0000% | $225000.00         | $44527.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2025-10-01      | 2.9200%  | 0.0000% | $12299000.00       | $9933615.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 6.3770%  | 0.0000% | $9000000.00        | $323033.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 5.6620%  | 0.0000% | $2470359.00        | $5645.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 6.0810%  | 0.0000% | $700000.00         | $7552.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.6110%  | 0.0000% | $14858979.00       | $149767.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 6.0360%  | 0.0000% | $2699999.00        | $24488.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 6.4710%  | 0.0000% | $7923175.00        | $124214.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 6.7700%  | 0.0000% | $7600000.00        | $67496.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 6.1280%  | 0.0000% | $200000.00         | $1597.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.6280%  | 0.0000% | $5089993.00        | $117032.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.2980%  | 0.0000% | $5025000.00        | $33414.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $17223.00          | $6500.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 5.5000%  | 0.0000% | $1076556.00        | $943871.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.9110%  | 0.0000% | $6846553.00        | $5874004.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $103551.00         | $100111.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1715023.00        | $1679358.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $2975341.00        | $2804910.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.1790%  | 0.0000% | $1622750.00        | $1650524.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $8176103.00        | $8652121.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 2.9960%  | 0.0000% | $22975767.00       | $2622466.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.3320%  | 0.0000% | $330000.00         | $84422.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 4.4930%  | 0.0000% | $2000000.00        | $460024.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $27000.00          | $19079.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $123000.00         | $12269.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $200000.00         | $125822.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1203723.00        | $924678.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $46263866.00       | $47762086.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 5.0000%  | 0.0000% | $760000.00         | $112200.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.5000%  | 0.0000% | $3800000.00        | $802841.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1057000.00        | $822916.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $158349330.00      | $118353875.28      | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 2.5000%  | 0.0000% | $6650000.00        | $5078999.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $5657295.00        | $4811486.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 6.3510%  | 0.0000% | $17853000.00       | $258449.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 7.0650%  | 0.0000% | $166854.00         | $951.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 6.6370%  | 0.0000% | $155000.00         | $1670.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 7.3250%  | 0.0000% | $417135.00         | $2642.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 4.5000%  | 0.0000% | $87754.00          | $4352.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $11868693.00       | $9386655.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $114644830.00      | $115811086.43      | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 6.6010%  | 0.0000% | $23423435.00       | $447866.01         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2025-09-08

**By:** Alan S. Dupski

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

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