# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001193125-26-210467
**Filing Date:** 2026-5
**Character Count:** 262379
**Document Hash:** f3d22540a3e1cac2423d6ea46a160511
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-210467.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001193125-26-210467

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price 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:** 26951043

**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):** 2026-04-30

**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:** 48 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $13711732432.62

- **Amortized Cost of Portfolio Securities:** $13713146560.33

- **Cash:** $25398.57

- **Total Other Assets:** $28337682.11

- **Total Liabilities:** $42590685.51

- **Net Assets of Series:** $13698918955.50

- **Number of Shares Outstanding (Series):** 13698219755.3188

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $11157900061.08           | $11457900061.08            | 81.1500%                  | 83.3300%                   |
| 2026-04-02 | $10401856597.91           | $11353856526.25            | 76.4900%                  | 83.4900%                   |
| 2026-04-06 | $10651928784.20           | $11612678584.76            | 76.9300%                  | 83.8700%                   |
| 2026-04-07 | $11137416774.25           | $11798166617.01            | 79.1700%                  | 83.8700%                   |
| 2026-04-08 | $11434210854.75           | $11775960739.70            | 81.2100%                  | 83.6400%                   |
| 2026-04-09 | $10795680371.34           | $11723430298.50            | 76.9600%                  | 83.5800%                   |
| 2026-04-10 | $10773783224.34           | $11692783224.34            | 76.9700%                  | 83.5300%                   |
| 2026-04-13 | $10739228846.56           | $11658228846.56            | 76.7200%                  | 83.2900%                   |
| 2026-04-14 | $11043781115.25           | $11681781115.25            | 78.7600%                  | 83.3100%                   |
| 2026-04-15 | $11159329759.74           | $11445329759.74            | 80.9600%                  | 83.0300%                   |
| 2026-04-16 | $10539693256.24           | $11433693256.24            | 76.5300%                  | 83.0200%                   |
| 2026-04-17 | $10467891647.09           | $11361891647.09            | 76.3900%                  | 82.9100%                   |
| 2026-04-20 | $10533913050.22           | $11427913050.22            | 76.1200%                  | 82.5800%                   |
| 2026-04-21 | $10788213196.66           | $11396213196.66            | 78.1300%                  | 82.5400%                   |
| 2026-04-22 | $11068498471.84           | $11352498471.84            | 80.0100%                  | 82.0600%                   |
| 2026-04-23 | $10436583670.77           | $11338583670.77            | 75.6300%                  | 82.1700%                   |
| 2026-04-24 | $10405450907.92           | $11307450907.92            | 75.5600%                  | 82.1100%                   |
| 2026-04-27 | $10425989835.22           | $11307989835.22            | 75.4300%                  | 81.8200%                   |
| 2026-04-28 | $10664456653.16           | $11262456653.16            | 77.4200%                  | 81.7600%                   |
| 2026-04-29 | $10954098131.99           | $11257098131.99            | 79.5500%                  | 81.7500%                   |
| 2026-04-30 | $10268811801.32           | $11384811801.32            | 74.7300%                  | 82.8500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7300%             |
| 2026-04-02 | 3.7300%             |
| 2026-04-06 | 3.7200%             |
| 2026-04-07 | 3.7200%             |
| 2026-04-08 | 3.7200%             |
| 2026-04-09 | 3.7100%             |
| 2026-04-10 | 3.6900%             |
| 2026-04-13 | 3.6900%             |
| 2026-04-14 | 3.7000%             |
| 2026-04-15 | 3.7000%             |
| 2026-04-16 | 3.7200%             |
| 2026-04-17 | 3.7300%             |
| 2026-04-20 | 3.7300%             |
| 2026-04-21 | 3.7300%             |
| 2026-04-22 | 3.7200%             |
| 2026-04-23 | 3.7100%             |
| 2026-04-24 | 3.7200%             |
| 2026-04-27 | 3.7300%             |
| 2026-04-28 | 3.7300%             |
| 2026-04-29 | 3.7300%             |
| 2026-04-30 | 3.7300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0000                      |
|  |  |
| 2026-04-02 | 1.0000                      |
|  |  |
| 2026-04-06 | 1.0000                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 1.0000                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 1.0000                      |
|  |  |
| 2026-04-13 | 1.0000                      |
|  |  |
| 2026-04-14 | 1.0000                      |
|  |  |
| 2026-04-15 | 1.0000                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 1.0000                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 1.0000                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 1.0000                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 0.9999                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9461405571.01

- **Number of Shares Outstanding:** 9460922577.7467

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $59882229.40              | $27256306.32            |
| 2026-04-02 | $23678071.67              | $27192153.03            |
| 2026-04-06 | $23071347.24              | $20223872.42            |
| 2026-04-07 | $313213465.10             | $82814313.38            |
| 2026-04-08 | $172498142.61             | $27473451.83            |
| 2026-04-09 | $23353345.65              | $46652816.38            |
| 2026-04-10 | $28190611.89              | $34292633.52            |
| 2026-04-13 | $21651072.02              | $18527433.66            |
| 2026-04-14 | $38428512.97              | $25255981.08            |
| 2026-04-15 | $31542419.89              | $258099946.39           |
| 2026-04-16 | $54524888.35              | $39943725.99            |
| 2026-04-17 | $26215916.52              | $103991268.16           |
| 2026-04-20 | $122053273.90             | $40326035.26            |
| 2026-04-21 | $39258050.42              | $28083957.20            |
| 2026-04-22 | $21028679.13              | $29788972.85            |
| 2026-04-23 | $20336390.74              | $28585638.61            |
| 2026-04-24 | $25827214.42              | $21276206.98            |
| 2026-04-27 | $22580980.40              | $24754363.89            |
| 2026-04-28 | $27008824.80              | $30168725.83            |
| 2026-04-29 | $19151181.85              | $22541001.92            |
| 2026-04-30 | $23980431.05              | $23202609.06            |

**Total Gross Subscriptions (Month):** $1137475050.02

**Total Gross Redemptions (Month):** $960451413.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4100%           |
| 2026-04-02 | 3.4000%           |
| 2026-04-06 | 3.3900%           |
| 2026-04-07 | 3.3900%           |
| 2026-04-08 | 3.3900%           |
| 2026-04-09 | 3.3800%           |
| 2026-04-10 | 3.3700%           |
| 2026-04-13 | 3.3600%           |
| 2026-04-14 | 3.3700%           |
| 2026-04-15 | 3.3800%           |
| 2026-04-16 | 3.3900%           |
| 2026-04-17 | 3.4000%           |
| 2026-04-20 | 3.4000%           |
| 2026-04-21 | 3.3900%           |
| 2026-04-22 | 3.3900%           |
| 2026-04-23 | 3.3800%           |
| 2026-04-24 | 3.3900%           |
| 2026-04-27 | 3.4000%           |
| 2026-04-28 | 3.4000%           |
| 2026-04-29 | 3.4000%           |
| 2026-04-30 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 30.2600%         | 23.0500%             |
| Non-financial corporation |  | 30.2600%         | 1.6100%              |
| Non-financial corporation |  | 30.2600%         | 0.9500%              |
| Non-financial corporation |  | 30.2600%         | 0.7300%              |
| Non-financial corporation |  | 30.2600%         | 0.7100%              |
| Non-financial corporation |  | 30.2600%         | 0.5200%              |
| Non-financial corporation |  | 30.2600%         | 0.5100%              |
| Non-financial corporation |  | 30.2600%         | 0.3100%              |
| Non-financial corporation |  | 30.2600%         | 0.2300%              |
| Non-financial corporation |  | 30.2600%         | 0.1400%              |
| Non-financial corporation |  | 30.2600%         | 0.0900%              |
| Non-financial corporation |  | 30.2600%         | 0.0900%              |
| Non-financial corporation |  | 30.2600%         | 0.0400%              |
| Non-financial corporation |  | 30.2600%         | 0.0300%              |
| Non-financial corporation |  | 30.2600%         | 0.0300%              |
| Non-financial corporation |  | 30.2600%         | 0.0100%              |
| Non-financial corporation |  | 30.2600%         | 0.0100%              |
| Non-financial corporation |  | 30.2600%         | 0.0000%              |
| Broker-dealer             |  | 30.2600%         | 1.2000%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4237513384.49

- **Number of Shares Outstanding:** 4237297177.5721

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $295845201.70             | $329146096.82           |
| 2026-04-02 | $112826613.86             | $266964748.34           |
| 2026-04-06 | $192691560.41             | $123769202.00           |
| 2026-04-07 | $338229904.68             | $207101965.33           |
| 2026-04-08 | $242567364.31             | $376540730.29           |
| 2026-04-09 | $205939940.31             | $236945202.68           |
| 2026-04-10 | $223732090.27             | $215392916.43           |
| 2026-04-13 | $174177629.31             | $214352751.53           |
| 2026-04-14 | $190862429.88             | $181570687.03           |
| 2026-04-15 | $229777659.56             | $206518416.65           |
| 2026-04-16 | $227402852.26             | $255723521.89           |
| 2026-04-17 | $239538229.00             | $234487326.14           |
| 2026-04-20 | $233453277.60             | $250400760.49           |
| 2026-04-21 | $252502429.10             | $226345727.36           |
| 2026-04-22 | $211403488.57             | $247621944.61           |
| 2026-04-23 | $253198610.93             | $210553542.51           |
| 2026-04-24 | $193672456.23             | $230201398.54           |
| 2026-04-27 | $196435179.85             | $196004483.15           |
| 2026-04-28 | $208274485.92             | $202343205.85           |
| 2026-04-29 | $166212473.48             | $202956722.48           |
| 2026-04-30 | $168021556.68             | $165459742.01           |

**Total Gross Subscriptions (Month):** $4556765433.91

**Total Gross Redemptions (Month):** $4780401092.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5300%           |
| 2026-04-02 | 3.5200%           |
| 2026-04-06 | 3.5200%           |
| 2026-04-07 | 3.5100%           |
| 2026-04-08 | 3.5100%           |
| 2026-04-09 | 3.5000%           |
| 2026-04-10 | 3.4900%           |
| 2026-04-13 | 3.4800%           |
| 2026-04-14 | 3.4900%           |
| 2026-04-15 | 3.5000%           |
| 2026-04-16 | 3.5100%           |
| 2026-04-17 | 3.5200%           |
| 2026-04-20 | 3.5200%           |
| 2026-04-21 | 3.5200%           |
| 2026-04-22 | 3.5100%           |
| 2026-04-23 | 3.5100%           |
| 2026-04-24 | 3.5100%           |
| 2026-04-27 | 3.5200%           |
| 2026-04-28 | 3.5200%           |
| 2026-04-29 | 3.5200%           |
| 2026-04-30 | 3.5200%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0609944A5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0609944A5
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $3390000.00        | $377734.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $8919968.00        | $6776085.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-06-01      | 3.9900%  | 0.0000% | $1999000.00        | $1405023.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $15525680.00       | $4093757.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $11222768.00       | $10084552.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 1.5000%  | 0.0000% | $21292352.00       | $13013758.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $26395040.00       | $24819595.52       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $11661472.00       | $8046425.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $15000000.00       | $14765356.89       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $8006.00           | $8329.68           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $9651872.00        | $9759100.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $64496127.00       | $65701975.94       | Agency Mortgage-Backed Securities |
| GNMA          | 2033-04-15      | 5.5000%  | 0.0000% | $25758001.00       | $268304.05         | Agency Mortgage-Backed Securities |

### Security 2: BANK OF AMERICA SEC TREASURY REPO 3.6500 20270312

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 3.6500 20270312 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609971M5, C.4 - ISIN: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609971M5
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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          | 2026-10-01      | 0.0000%  | 0.0000% | $20062400.00       | $19753037.79       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-24      | 0.0000%  | 0.0000% | $950000.00         | $927485.00         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-18      | 0.0000%  | 0.0000% | $500.00            | $497.56            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-09      | 0.0000%  | 0.0000% | $12108300.00       | $12059866.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.0000%  | 0.0000% | $13081600.00       | $12623220.74       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 4.2500%  | 0.0000% | $900.00            | $868.17            | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $205.28            | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $1000.00           | $982.11            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $200.00            | $199.43            | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 4.7500%  | 0.0000% | $400.00            | $389.26            | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 2.3750%  | 0.0000% | $3500.00           | $3293.55           | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.40             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $21840600.00       | $19151716.85       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $379.41            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $800.00            | $855.68            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $6651200.00        | $6874414.27        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $2400.00           | $2393.47           | U.S. Treasuries (including strips) |

### Security 3: BANK OF AMERICA SEC TREASURY REPO 3.6900 20261117

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 3.6900 20261117 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609971S2, C.4 - ISIN: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609971S2
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $72805200.00       | $71400059.64       | U.S. Treasuries (including strips) |

### Security 4: BMO CAPITAL MARKETS MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639926P1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639926P1
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $86744900.00       | $53757501.50       | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  | 0.0000% | $3773300.00        | $2342539.07        | U.S. Treasuries (including strips) |

### Security 5: BANK OF MONTREAL MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639951K0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639951K0
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $2434505.00        | $753729.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2026-12-15      | 3.0000%  | 0.0000% | $1597470.00        | $4136.50           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-05-15      | 3.0000%  | 0.0000% | $6500000.00        | $38832.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-02-20      | 3.7400%  | 0.0000% | $163491.00         | $64159.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-03-20      | 3.7400%  | 0.0000% | $917713.00         | $46908.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-20      | 3.7400%  | 0.0000% | $1398476.00        | $50155.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-04-20      | 3.0000%  | 0.0000% | $1459628.00        | $8380.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-06-20      | 2.5000%  | 0.0000% | $480000.00         | $4792.64           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-12-20      | 2.5000%  | 0.0000% | $240000.00         | $3795.41           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $13934.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-02-20      | 2.5000%  | 0.0000% | $295000.00         | $6160.07           | Agency Mortgage-Backed Securities |
| GNMA          | 2028-02-20      | 3.0000%  | 0.0000% | $770000.00         | $13578.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-04-20      | 2.5000%  | 0.0000% | $620000.00         | $13751.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-05-20      | 3.0000%  | 0.0000% | $2250000.00        | $40868.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 4.5000%  | 0.0000% | $1400000.00        | $69371.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-11-20      | 3.0000%  | 0.0000% | $750000.00         | $16852.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 3.5000%  | 0.0000% | $400000.00         | $36897.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-04-20      | 3.0000%  | 0.0000% | $1000000.00        | $40082.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-06-20      | 3.0000%  | 0.0000% | $15000.00          | $715.88            | Agency Mortgage-Backed Securities |
| GNMA          | 2030-07-20      | 3.0000%  | 0.0000% | $980000.00         | $46009.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-07-20      | 3.5000%  | 0.0000% | $650000.00         | $31551.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 3.0000%  | 0.0000% | $242733.00         | $25074.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 4.5000%  | 0.0000% | $80000.00          | $5264.47           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-09-20      | 3.0000%  | 0.0000% | $1130000.00        | $52584.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 4.5000%  | 0.0000% | $25000.00          | $1872.00           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 4.5000%  | 0.0000% | $600000.00         | $53493.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 4.5000%  | 0.0000% | $54000.00          | $5043.27           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 3.0000%  | 0.0000% | $308414.00         | $42618.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-20      | 4.0000%  | 0.0000% | $1080000.00        | $90186.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 4.5000%  | 0.0000% | $50000.00          | $3763.38           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 4.5000%  | 0.0000% | $500000.00         | $34387.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 3.0000%  | 0.0000% | $310272.00         | $40084.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.0000%  | 0.0000% | $4500000.00        | $558991.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 4.5000%  | 0.0000% | $201000.00         | $17104.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 4.5000%  | 0.0000% | $192429.00         | $15928.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $400000.00         | $47632.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-20      | 3.0000%  | 0.0000% | $150000.00         | $13454.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.0000%  | 0.0000% | $4944470.00        | $777282.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $300000.00         | $26109.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $950000.00         | $53453.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 3.5000%  | 0.0000% | $500000.00         | $60739.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 4.0000%  | 0.0000% | $200000.00         | $25914.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $22000.00          | $3458.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $500000.00         | $96696.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 4.5000%  | 0.0000% | $3787415.00        | $868965.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $1600500.00        | $526148.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $61000.00          | $40250.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 4.0000%  | 0.0000% | $1123000.00        | $750882.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 5.0000%  | 0.0000% | $15650.00          | $9751.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $1871995.00        | $801485.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-01-20      | 1.5000%  | 0.0000% | $130000.00         | $66904.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-02-20      | 2.0000%  | 0.0000% | $1640000.00        | $838624.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $140000.00         | $96908.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1350000.00        | $707770.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $9000.00           | $5402.85           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 5.0000%  | 0.0000% | $30375.00          | $21013.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 5.0000%  | 0.0000% | $1200000.00        | $843319.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $37000.00          | $23634.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $1288760.00        | $901815.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $50000.00          | $35499.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $1000000.00        | $712034.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.5000%  | 0.0000% | $30000.00          | $18331.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-01-20      | 6.0000%  | 0.0000% | $125541.00         | $76728.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-06-20      | 6.5000%  | 0.0000% | $34742.00          | $22203.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-04-20      | 6.0000%  | 0.0000% | $77208.00          | $33991.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-04-20      | 5.5000%  | 0.0000% | $43396.00          | $19606.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 7.0000%  | 0.0000% | $6000.00           | $1789.08           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $8000.00           | $2921.10           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 5.5000%  | 0.0000% | $13077.00          | $9562.09           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $1300000.00        | $582195.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.0000%  | 0.0000% | $101000.00         | $38220.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-09-20      | 7.0000%  | 0.0000% | $63920.00          | $46481.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-02-20      | 7.5000%  | 0.0000% | $84699.00          | $14310.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-03-20      | 8.0000%  | 0.0000% | $44993.00          | $22812.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-07-20      | 8.0000%  | 0.0000% | $29137.00          | $20740.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 4.0000%  | 0.0000% | $100000.00         | $78399.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 5.5000%  | 0.0000% | $40756.00          | $27629.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $31000.00          | $12314.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1627794.00        | $647310.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 5.5000%  | 0.0000% | $63086.00          | $46114.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 4.5000%  | 0.0000% | $14000.00          | $12354.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.5000%  | 0.0000% | $43418.00          | $15509.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $5006000.00        | $640796.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $1000000.00        | $725581.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 6.0000%  | 0.0000% | $543667.00         | $261896.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-10-20      | 8.0000%  | 0.0000% | $38767.00          | $23451.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $25000.00          | $8284.32           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $219678.00         | $73173.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 8.0000%  | 0.0000% | $193329.00         | $33413.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1490610.00        | $497588.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 8.0000%  | 0.0000% | $1061075.00        | $548213.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 8.0000%  | 0.0000% | $254321.00         | $57173.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 4.0000%  | 0.0000% | $5267599.00        | $901360.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.5000%  | 0.0000% | $170000.00         | $30705.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 3.5000%  | 0.0000% | $1211109.00        | $485958.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $2717404.00        | $577080.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 4.0000%  | 0.0000% | $1427744.00        | $66178.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.5000%  | 0.0000% | $1930487.00        | $980533.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.5000%  | 0.0000% | $2317612.00        | $721972.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $2342086.00        | $533498.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 4.0000%  | 0.0000% | $1011278.00        | $71349.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $511239.00         | $62840.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $1513054.00        | $493384.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.5000%  | 0.0000% | $3417422.00        | $696386.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 3.5000%  | 0.0000% | $1849902.00        | $678331.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 3.5000%  | 0.0000% | $1200000.00        | $97922.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 3.5000%  | 0.0000% | $68017.00          | $33738.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 3.5000%  | 0.0000% | $75859.00          | $53511.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 3.5000%  | 0.0000% | $68847.00          | $46633.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.5000%  | 0.0000% | $100113.00         | $80628.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $1211786.00        | $681443.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $1682745.00        | $774690.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-11-20      | 3.0000%  | 0.0000% | $1401382.00        | $864840.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-09-20      | 6.0000%  | 0.0000% | $1308604.00        | $668450.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $1034564.00        | $75180.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-15      | 3.5000%  | 0.0000% | $656393.00         | $95527.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-20      | 3.7400%  | 0.0000% | $258285.00         | $45264.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-07-20      | 4.0000%  | 0.0000% | $1213219.00        | $890170.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-20      | 5.5000%  | 0.0000% | $1203404.00        | $562502.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-05-20      | 5.5000%  | 0.0000% | $1181579.00        | $613587.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-20      | 4.5000%  | 0.0000% | $1143065.00        | $614509.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-05-20      | 5.5000%  | 0.0000% | $1500901.00        | $678522.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-20      | 5.0000%  | 0.0000% | $1286356.00        | $613377.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $1336973.00        | $681928.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $1356326.00        | $735490.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 7.0000%  | 0.0000% | $1000000.00        | $59645.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 7.0000%  | 0.0000% | $300000.00         | $41313.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 7.0000%  | 0.0000% | $300000.00         | $30206.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 7.0000%  | 0.0000% | $200000.00         | $8990.55           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $2823573.00        | $913963.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $1271591.00        | $736830.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 8.0000%  | 0.0000% | $1155622.00        | $585644.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $1485666.00        | $516849.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 8.0000%  | 0.0000% | $1058453.00        | $669508.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 8.0000%  | 0.0000% | $1145111.00        | $846233.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 8.0000%  | 0.0000% | $1057464.00        | $825278.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 8.0000%  | 0.0000% | $1359358.00        | $573878.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 8.0000%  | 0.0000% | $1596812.00        | $676985.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 5.5000%  | 0.0000% | $666000.00         | $640656.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $908616.00         | $933899.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 8.5000%  | 0.0000% | $748736.00         | $808217.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $1164404.00        | $724901.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 8.0000%  | 0.0000% | $1128999.00        | $618153.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.5000%  | 0.0000% | $1001687.00        | $974385.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-20      | 4.0000%  | 0.0000% | $1083161.00        | $839317.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $350000.00         | $95067.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $618813.00         | $630335.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $644581.00         | $644380.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $809678.00         | $822842.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $893849.00         | $913067.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $823190.00         | $839802.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $664385.00         | $676923.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $617960.00         | $633045.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $758652.00         | $776423.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $807566.00         | $820144.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $761347.00         | $546409.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 6.0000%  | 0.0000% | $85257.00          | $85988.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $507418.00         | $517478.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $504995.00         | $513573.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $928457.00         | $943370.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $1166037.00        | $913481.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $647558.00         | $651313.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $87672.00          | $89147.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $53830.00          | $54735.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $38237.00          | $38927.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $807268.00         | $828679.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $70022.00          | $70938.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1086.00           | $1104.66           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $39937.00          | $39772.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $47386.00          | $48183.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $12084.00          | $12289.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $650703.00         | $662257.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $488701.00         | $496910.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $767089.00         | $784021.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $40942.00          | $40725.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $778900.00         | $825768.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $523954.00         | $536114.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $562739.00         | $582511.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $736741.00         | $750640.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $966217.00         | $981290.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $47541.00          | $49868.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-20      | 5.0000%  | 0.0000% | $615000.00         | $601027.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 3.5000%  | 0.0000% | $25012.00          | $22550.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $74039.00          | $59790.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.0000%  | 0.0000% | $55000.00          | $21939.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $37943.00          | $22663.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-12-20      | 6.0000%  | 0.0000% | $741339.00         | $482545.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $174163.00         | $74385.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-11-20      | 7.0000%  | 0.0000% | $43016.00          | $38669.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2446501.00        | $1004457.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $1078573.00        | $682614.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $838904.00         | $694358.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $87599.00          | $75134.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1458528.00        | $956263.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.5000%  | 0.0000% | $1501381.00        | $778527.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-11-20      | 8.0000%  | 0.0000% | $53185.00          | $46011.10          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1344070.00        | $1006194.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-20      | 5.0000%  | 0.0000% | $585000.00         | $534585.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $3889.00           | $3467.50           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $27630.00          | $25393.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1166119.00        | $931631.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $745781.00         | $732561.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $95000.00          | $94403.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 4.5000%  | 0.0000% | $60000.00          | $57521.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $961428.00         | $954013.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 4.0000%  | 0.0000% | $44997.00          | $41999.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $82555.00          | $83351.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $821712.00         | $854319.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-04-20      | 5.0000%  | 0.0000% | $526047.00         | $530764.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $833834.00         | $854248.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $631342.00         | $648704.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2061-05-15      | 5.4400%  | 0.0000% | $1240247.00        | $1274267.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $555250.00         | $571545.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $31088.00          | $31953.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $76996.00          | $77703.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $703265.00         | $717305.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $952423.00         | $963118.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $529218.00         | $538193.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $920377.00         | $936018.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $9416.00           | $9585.98           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1585.00           | $1613.61           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $4457.00           | $4491.13           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 4.0000%  | 0.0000% | $6392716.00        | $864156.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2028-09-20      | 7.0000%  | 0.0000% | $156000.00         | $93.20             | Agency Mortgage-Backed Securities |
| GNMA          | 2026-08-20      | 7.0000%  | 0.0000% | $501466.00         | $15.01             | Agency Mortgage-Backed Securities |
| GNMA          | 2029-02-20      | 6.5000%  | 0.0000% | $3655000.00        | $2919.79           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-03-20      | 7.0000%  | 0.0000% | $180000.00         | $370.26            | Agency Mortgage-Backed Securities |
| GNMA          | 2031-05-20      | 7.0000%  | 0.0000% | $789506.00         | $1047.19           | Agency Mortgage-Backed Securities |
| GNMA          | 2031-07-20      | 7.0000%  | 0.0000% | $125000.00         | $212.47            | Agency Mortgage-Backed Securities |
| GNMA          | 2031-11-20      | 6.5000%  | 0.0000% | $900000.00         | $1541.75           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-06-20      | 6.5000%  | 0.0000% | $365000.00         | $891.74            | Agency Mortgage-Backed Securities |
| GNMA          | 2032-06-20      | 7.0000%  | 0.0000% | $100000.00         | $165.04            | Agency Mortgage-Backed Securities |
| GNMA          | 2032-07-20      | 6.5000%  | 0.0000% | $61000.00          | $160.43            | Agency Mortgage-Backed Securities |
| GNMA          | 2033-10-20      | 7.0000%  | 0.0000% | $45000.00          | $147.72            | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 7.0000%  | 0.0000% | $105000.00         | $2795.93           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-01-20      | 3.0000%  | 0.0000% | $1000000.00        | $3457.82           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-02-20      | 3.0000%  | 0.0000% | $1270000.00        | $4617.83           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-03-20      | 3.0000%  | 0.0000% | $1550000.00        | $7595.89           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-10-20      | 4.5000%  | 0.0000% | $200000.00         | $8423.61           | Agency Mortgage-Backed Securities |
| GNMA          | 2026-05-20      | 3.5000%  | 0.0000% | $254000.00         | $12.26             | Agency Mortgage-Backed Securities |
| GNMA          | 2041-12-20      | 3.0000%  | 0.0000% | $153000.00         | $11521.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $40000.00          | $29567.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $60000.00          | $34965.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $40000.00          | $29249.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 3.0000%  | 0.0000% | $32661.00          | $22961.54          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.5000%  | 0.0000% | $74145.00          | $70762.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-03-15      | 4.5000%  | 0.0000% | $1349991.00        | $47238.14          | Agency Mortgage-Backed Securities |

### Security 6: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360984Y3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1360984Y3
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $2714100.00        | $2373899.59        | U.S. Treasuries (including strips) |
| FMAC          | 2037-03-01      | 2.0000%  | 0.0000% | $1946.00           | $1703.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $811.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $19142776.00       | $11381253.59       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1020.00           | $817.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $765.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $11635456.00       | $9437278.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-12-01      | 2.0000%  | 0.0000% | $635288.00         | $252462.77         | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-05-01      | 1.5000%  | 0.0000% | $390998.00         | $129493.87         | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-05-01      | 3.0000%  | 0.0000% | $1530886.00        | $227852.11         | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-06-01      | 4.0000%  | 0.0000% | $1268006.00        | $252285.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-01-01      | 6.5000%  | 0.0000% | $45877.00          | $41.21             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $71.77             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-11-01      | 3.0000%  | 0.0000% | $803364.00         | $148947.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $812.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $279.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $317.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.9000%  | 0.0000% | $3068840.00        | $3021913.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 4.4200%  | 0.0000% | $3669914.00        | $3680191.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $665.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $758.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $659.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $829.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1460.00           | $939.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $913.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $917.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $828.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-10-01      | 2.0000%  | 0.0000% | $1000.00           | $593.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1023.00           | $691.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $840.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $864.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1016.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-12-01      | 6.0000%  | 0.0000% | $4327.00           | $24.93             | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $424.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $6596384.00        | $4066515.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $598.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $985.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $1007.00           | $966.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1018.00           | $1006.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 6.0000%  | 0.0000% | $1002.00           | $12.47             | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1438702.00        | $1375411.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $912.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $1704796.00        | $1478649.12        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $911.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $826.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $824.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $5674823.00        | $5362509.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $921.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $868.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $969.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $973.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.78           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $965.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $831.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $911.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $950.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $821.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $3579060.00        | $3408873.41        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $3075108.00        | $3025834.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1055.00           | $1045.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $1008.00           | $856.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $13217740.00       | $11258579.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $851.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $868.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $942.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1120.00           | $1120.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $978.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $85614.00          | $76990.20          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $950.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $961.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $688.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 4.5000%  | 0.0000% | $251779.00         | $231329.48         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $9361500.00        | $9107493.12        | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-08-01      | 4.5000%  | 0.0000% | $1689324.00        | $1447379.48        | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-11-01      | 4.0000%  | 0.0000% | $50000.00          | $46796.37          | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $986.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $989.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1007.00           | $995.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $985.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.33           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $995.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1002.00           | $951.50            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $56681984.00       | $25128302.85       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $11177200.00       | $5973363.85        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $123282.00         | $97638.16          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $130450.00         | $136923.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 4.0000%  | 0.0000% | $2054.00           | $1895.33           | Agency Mortgage-Backed Securities  |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $200.00            | $199.18            | U.S. Treasuries (including strips) |
| USTR          | 2026-09-03      | 0.0000%  | 0.0000% | $200.00            | $197.51            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-21      | 0.0000%  | 0.0000% | $200.00            | $199.60            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-28      | 0.0000%  | 0.0000% | $300.00            | $299.20            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-04      | 0.0000%  | 0.0000% | $200.00            | $199.32            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-02      | 0.0000%  | 0.0000% | $200.00            | $198.76            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-30      | 0.0000%  | 0.0000% | $200.00            | $198.20            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-19      | 0.0000%  | 0.0000% | $200.00            | $199.64            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-26      | 0.0000%  | 0.0000% | $200.00            | $199.50            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-09      | 0.0000%  | 0.0000% | $200.00            | $199.22            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-16      | 0.0000%  | 0.0000% | $200.00            | $199.08            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.0000%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 4.3750%  | 0.0000% | $200.00            | $200.17            | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $200.38            | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $400.00            | $400.76            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.03             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.49             | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 3.0000%  | 0.0000% | $400.00            | $294.59            | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $72.92             | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.03             | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $1157900.00        | $742842.50         | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.04             | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $300.00            | $216.07            | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $400.00            | $194.64            | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 1.1250%  | 0.0000% | $6278700.00        | $3966034.03        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $594000.00         | $328575.19         | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $300.00            | $188.98            | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.72             | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.10             | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $80.93             | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.59             | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $200.41            | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.47             | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $178.93            | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.12             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $7030900.00        | $6698228.89        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $200.00            | $205.60            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $500.00            | $499.36            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $1000.00           | $965.59            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $579700.00         | $749168.00         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $99.81             | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $18585800.00       | $17474421.38       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $1000.00           | $990.91            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $400.00            | $395.17            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $67700.00          | $67586.36          | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $198.13            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $107.07            | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.77             | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $202.50            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $200.00            | $200.40            | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $2200.00           | $2216.44           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $106.34            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $200.00            | $207.35            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $1169000.00        | $1207398.19        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $200.00            | $202.38            | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1070.57           | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1008.89           | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $102.60            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $2900.00           | $2956.86           | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $300.00            | $307.90            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $200.00            | $207.01            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.51            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $200.00            | $205.24            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $400.00            | $406.75            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $200.00            | $202.50            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $300.00            | $303.52            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $201.27            | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.18            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.8482%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $202.89            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $900.00            | $916.72            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.74            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $200.00            | $202.61            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $2200.00           | $2252.68           | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $206.10            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $300.00            | $302.96            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $400.00            | $401.57            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $1200.00           | $1195.19           | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $3894600.00        | $4058841.69        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $1051900.00        | $1064392.32        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $300.00            | $303.57            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $200.00            | $202.87            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.68            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $200.00            | $203.35            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $556300.00         | $565756.77         | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $200.00            | $202.83            | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $3205600.00        | $3232037.56        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $201.65            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $5705400.00        | $5772044.43        | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $200.00            | $200.95            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $200.00            | $201.98            | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $2504400.00        | $2504116.62        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $200.00            | $200.61            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.8332%  | 0.0000% | $100.00            | $100.15            | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $6389700.00        | $6317327.33        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $200.00            | $200.59            | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $198400.00         | $199574.81         | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 3.7500%  | 0.0000% | $200.00            | $199.50            | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $99.83             | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $255300.00         | $252027.90         | U.S. Treasuries (including strips) |
| USTR          | 2033-02-28      | 3.7500%  | 0.0000% | $719700.00         | $705095.15         | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |

### Security 7: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729911L5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729911L5
- **C.18 - Value (incl. sponsor support):** $702000000.00
- **C.18.a - Value (excl. sponsor support):** $702000000.00
- **C.19 - Percentage of Net Assets:** 5.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.85             | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $35900.00          | $33727.64          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $565706400.00      | $626379084.92      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $600.00            | $605.85            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $1718000.00        | $1718859.38        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $88430800.00       | $87656919.96       | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $257500.00         | $250792.12         | U.S. Treasuries (including strips) |

### Security 8: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6400 20260507

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6400 20260507 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729911M3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729911M3
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2065-08-15      | 5.0000%  | 0.0000% | $15347365.00       | $15399119.17       | Agency Mortgage-Backed Securities |
| GNMA          | 2066-03-15      | 5.7400%  | 0.0000% | $20985525.00       | $22066738.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-02-15      | 5.2300%  | 0.0000% | $10000000.00       | $10078157.29       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-04-15      | 5.3300%  | 0.0000% | $12000000.00       | $12230419.33       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-04-15      | 5.1700%  | 0.0000% | $21185000.00       | $21307761.19       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 6.5000%  | 0.0000% | $9192175.00        | $9948245.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-02-15      | 4.9900%  | 0.0000% | $19801000.00       | $19674933.87       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-04-15      | 5.1000%  | 0.0000% | $5203289.00        | $5194996.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-03-15      | 5.0600%  | 0.0000% | $13416871.00       | $13355865.98       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-05-15      | 5.2000%  | 0.0000% | $11434800.00       | $11585246.40       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-04-15      | 5.0400%  | 0.0000% | $11520000.00       | $11450373.12       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-04-15      | 4.2500%  | 0.0000% | $7178001.00        | $6828142.44        | Agency Mortgage-Backed Securities |

### Security 9: CITIGROUP GLBL MKT INC TREASURY REPO 3.7600 20270413

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.7600 20270413 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729952J0, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729952J0
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-13
- **C.12 - Maturity Date (WAL):** 2027-04-13
- **C.13 - Final Legal Maturity Date:** 2027-04-13
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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          | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| USTR          | 2027-01-21      | 0.0000%  | 0.0000% | $13800.00          | $13435.54          | U.S. Treasuries (including strips) |
| USTR          | 2027-03-18      | 0.0000%  | 0.0000% | $708800.00         | $686047.52         | U.S. Treasuries (including strips) |
| USTR          | 2026-09-24      | 0.0000%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-08      | 0.0000%  | 0.0000% | $200.00            | $196.78            | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $200.00            | $194.79            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.7500%  | 0.0000% | $35123600.00       | $34999964.93       | U.S. Treasuries (including strips) |

### Security 10: CITIGROUP GLBL MKT INC TREASURY REPO 3.6500 20260810

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6500 20260810 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729958S4, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729958S4
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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          | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| USTR          | 2027-01-21      | 0.0000%  | 0.0000% | $7700.00           | $7496.64           | U.S. Treasuries (including strips) |
| USTR          | 2027-03-18      | 0.0000%  | 0.0000% | $392200.00         | $379610.38         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.0000%  | 0.0000% | $1153000.00        | $1112598.88        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-08      | 0.0000%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $200.00            | $194.79            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.7500%  | 0.0000% | $75264900.00       | $74999967.55       | U.S. Treasuries (including strips) |

### Security 11: CITIGROUP GLBL MKT INC TREASURY REPO 3.6700 20260618

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6700 20260618 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729958X3, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729958X3
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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          | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| USTR          | 2027-01-21      | 0.0000%  | 0.0000% | $27600.00          | $26871.08          | U.S. Treasuries (including strips) |
| USTR          | 2027-03-18      | 0.0000%  | 0.0000% | $1417600.00        | $1372095.04        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-24      | 0.0000%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-08      | 0.0000%  | 0.0000% | $500.00            | $491.94            | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $500.00            | $486.98            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.7500%  | 0.0000% | $70247200.00       | $69999929.86       | U.S. Treasuries (including strips) |

### Security 12: CITIGROUP GLBL MKT INC TREASURY REPO 3.6900 20260624

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6900 20260624 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729959D6, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729959D6
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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          | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| USTR          | 2027-01-21      | 0.0000%  | 0.0000% | $29600.00          | $28818.26          | U.S. Treasuries (including strips) |
| USTR          | 2027-03-18      | 0.0000%  | 0.0000% | $1518800.00        | $1470046.52        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-08      | 0.0000%  | 0.0000% | $600.00            | $590.33            | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $500.00            | $486.98            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.7500%  | 0.0000% | $75264900.00       | $74999967.55       | U.S. Treasuries (including strips) |

### Security 13: CREDIT AGRICOLE MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258984A0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258984A0
- **C.18 - Value (incl. sponsor support):** $189130000.00
- **C.18.a - Value (excl. sponsor support):** $189130000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $46634400.00       | $24333654.64       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $18861536.00       | $12517797.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $7327000.00        | $5355704.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $2273832.00        | $2037012.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $40608.00          | $39616.86          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1280.00           | $1184.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $41958400.00       | $44502592.98       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $144371712.00      | $104125037.67      | Agency Mortgage-Backed Securities |

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AVBC5, C.4 - ISIN: US3130AVBC52, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19115047.97
- **C.18.a - Value (excl. sponsor support):** $19115047.97
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35015143.01
- **C.18.a - Value (excl. sponsor support):** $35015143.01
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50027962.98
- **C.18.a - Value (excl. sponsor support):** $50027962.98
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75040888.62
- **C.18.a - Value (excl. sponsor support):** $75040888.62
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YG3, C.4 - ISIN: US3130B7YG36, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30018599.65
- **C.18.a - Value (excl. sponsor support):** $30018599.65
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZX5, C.4 - ISIN: US3130B7ZX59, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30016282.88
- **C.18.a - Value (excl. sponsor support):** $30016282.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-07
- **C.13 - Final Legal Maturity Date:** 2027-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30018219.88
- **C.18.a - Value (excl. sponsor support):** $30018219.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CQ3, C.4 - ISIN: US3130B8CQ39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30015492.20
- **C.18.a - Value (excl. sponsor support):** $30015492.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75044077.64
- **C.18.a - Value (excl. sponsor support):** $75044077.64
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WK4, C.4 - ISIN: US3130B8WK49, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74824510.95
- **C.18.a - Value (excl. sponsor support):** $74824510.95
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAG68, C.4 - ISIN: US3130BAG689, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69936417.02
- **C.18.a - Value (excl. sponsor support):** $69936417.02
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-21
- **C.13 - Final Legal Maturity Date:** 2028-04-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAGV3, C.4 - ISIN: US3130BAGV33, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69937821.14
- **C.18.a - Value (excl. sponsor support):** $69937821.14
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-21
- **C.13 - Final Legal Maturity Date:** 2028-04-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJ65, C.4 - ISIN: US3130BAJ659, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49954554.57
- **C.18.a - Value (excl. sponsor support):** $49954554.57
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-28
- **C.13 - Final Legal Maturity Date:** 2028-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19819153.94
- **C.18.a - Value (excl. sponsor support):** $19819153.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $148820212.82
- **C.18.a - Value (excl. sponsor support):** $148820212.82
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30009027.11
- **C.18.a - Value (excl. sponsor support):** $30009027.11
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15001153.45
- **C.18.a - Value (excl. sponsor support):** $15001153.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $13004446.74
- **C.18.a - Value (excl. sponsor support):** $13004446.74
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25008919.71
- **C.18.a - Value (excl. sponsor support):** $25008919.71
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75015073.73
- **C.18.a - Value (excl. sponsor support):** $75015073.73
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15004748.15
- **C.18.a - Value (excl. sponsor support):** $15004748.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $48999027.90
- **C.18.a - Value (excl. sponsor support):** $48999027.90
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $18607010.86
- **C.18.a - Value (excl. sponsor support):** $18607010.86
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20005394.28
- **C.18.a - Value (excl. sponsor support):** $20005394.28
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20006504.77
- **C.18.a - Value (excl. sponsor support):** $20006504.77
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35003620.25
- **C.18.a - Value (excl. sponsor support):** $35003620.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20006823.70
- **C.18.a - Value (excl. sponsor support):** $20006823.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30008530.92
- **C.18.a - Value (excl. sponsor support):** $30008530.92
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75022656.60
- **C.18.a - Value (excl. sponsor support):** $75022656.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90007652.43
- **C.18.a - Value (excl. sponsor support):** $90007652.43
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29995460.78
- **C.18.a - Value (excl. sponsor support):** $29995460.78
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.822877%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30127091.87
- **C.18.a - Value (excl. sponsor support):** $30127091.87
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.787877%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50142631.81
- **C.18.a - Value (excl. sponsor support):** $50142631.81
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 47: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14003231.46
- **C.18.a - Value (excl. sponsor support):** $14003231.46
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **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 48: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35006934.21
- **C.18.a - Value (excl. sponsor support):** $35006934.21
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **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 49: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74996369.63
- **C.18.a - Value (excl. sponsor support):** $74996369.63
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 50: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTQ2, C.4 - ISIN: US3134HCTQ25, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149534691.27
- **C.18.a - Value (excl. sponsor support):** $149534691.27
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWL9, C.4 - ISIN: US3134HCWL90, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $101674561.86
- **C.18.a - Value (excl. sponsor support):** $101674561.86
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCXP9, C.4 - ISIN: US3134HCXP95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74679826.60
- **C.18.a - Value (excl. sponsor support):** $74679826.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $22005776.72
- **C.18.a - Value (excl. sponsor support):** $22005776.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 54: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $47015609.55
- **C.18.a - Value (excl. sponsor support):** $47015609.55
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** 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 55: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $10003467.05
- **C.18.a - Value (excl. sponsor support):** $10003467.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 56: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCZQ1, C.4 - ISIN: US3136GCZQ18, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34965447.30
- **C.18.a - Value (excl. sponsor support):** $34965447.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.915000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GD3B7, C.4 - ISIN: US3136GD3B75, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34935224.96
- **C.18.a - Value (excl. sponsor support):** $34935224.96
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GD3H4, C.4 - ISIN: US3136GD3H46, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34905407.08
- **C.18.a - Value (excl. sponsor support):** $34905407.08
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL RESERVE BK OF NY TREASURY REPO 3.5000 20260501

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 3.5000 20260501 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3139936L6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3139936L6
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $1127500.00        | $1000129.56        | U.S. Treasuries (including strips) |

### Security 60: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3379858L2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379858L2
- **C.18 - Value (incl. sponsor support):** $4483000000.00
- **C.18.a - Value (excl. sponsor support):** $4483000000.00
- **C.19 - Percentage of Net Assets:** 32.7300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $378000.00         | $145947.67         | Agency Mortgage-Backed Securities  |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.66             | U.S. Treasuries (including strips) |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $455592.00         | $365847.33         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $83669955.00       | $68103681.97       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $153387724.00      | $94232336.83       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $357576595.00      | $208185489.46      | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-02-01      | 3.0000%  | 0.0000% | $811144.00         | $134981.47         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $900000.00         | $279208.38         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $173.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $9362752.00        | $7550334.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 5.0000%  | 0.0000% | $1348987.00        | $30548.46          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $2048.00           | $272.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 6.0000%  | 0.0000% | $1200000.00        | $65533.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $35942400.00       | $6471678.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 2.5000%  | 0.0000% | $1090963.00        | $238848.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $2972010.00        | $362192.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $64592000.00       | $7778488.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $241032960.00      | $28406947.63       | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $224.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $152.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $325000.00         | $58096.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $1492382.00        | $41683.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $385220000.00      | $25284734.99       | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $75177999.00       | $14859196.58       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $3024.00           | $688.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.0000%  | 0.0000% | $599830.00         | $83202.46          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $244.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $132863748.00      | $19626850.28       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $2667000.00        | $427210.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 3.0000%  | 0.0000% | $169000.00         | $36662.98          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $23175648.00       | $5007046.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 3.0000%  | 0.0000% | $2291368.00        | $103641.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $3112848.00        | $315554.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-08-01      | 6.0000%  | 0.0000% | $23008959.00       | $149494.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $110000.00         | $93328.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $98811.00          | $77301.71          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $1784001.00        | $1450597.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $3904035.00        | $4013280.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $717.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1033868.00        | $1069336.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1483402.00        | $1175016.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3044.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $3143336.00        | $3080085.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1087670.00        | $1091314.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $635351.00         | $634381.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $15810208.00       | $11531852.33       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $8706090.00        | $7397593.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2003.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $999000.00         | $577336.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $21486064.00       | $17777917.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1758934.00        | $1807056.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1636124.00        | $1729391.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $7297864.00        | $6888785.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $5750384.00        | $5223698.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $3889244.00        | $3962858.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $871725.00         | $891174.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $26549.00          | $26796.61          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $56744.00          | $50215.27          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $730700.00         | $757541.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $3175096.00        | $3203349.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1935.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1622832.00        | $1658057.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $367598.00         | $353963.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $6061296.00        | $6137898.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $3618328.00        | $3481279.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2064-06-01      | 2.5000%  | 0.0000% | $32715960.00       | $25462298.82       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 4.0000%  | 0.0000% | $1000.00           | $245.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-01-01      | 3.5000%  | 0.0000% | $66006784.00       | $21485472.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $525927.00         | $102788.68         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $41417792.00       | $10232663.67       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $3457992.00        | $854159.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $5253224.00        | $1343864.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 5.0000%  | 0.0000% | $7961584.00        | $1081343.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 3.0000%  | 0.0000% | $147000.00         | $37733.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $197000.00         | $52049.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $3529000.00        | $733613.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 2.5000%  | 0.0000% | $520000.00         | $55434.94          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $16993000.00       | $3793053.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $785305.00         | $170426.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-03-01      | 3.0000%  | 0.0000% | $386000.00         | $42775.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 3.5000%  | 0.0000% | $2317000.00        | $200552.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1715000.00        | $201450.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $337578496.00      | $173326489.97      | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $62435968.00       | $26288174.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $15543936.00       | $8696524.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $3788832.00        | $3631285.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2697160.00        | $2345790.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1079300.00        | $804262.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $587202.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1142034.00        | $695113.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $3143448.00        | $2018705.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $6759632.00        | $6568133.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $649803.00         | $631831.82         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $2253152.00        | $2289206.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $2008344.00        | $2118599.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $11503440.00       | $7667986.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $68000.00          | $42593.97          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $201819.00         | $155298.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $230194177.00      | $173496788.48      | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1258238.00        | $869552.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3366000.00        | $2116073.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $21178624.00       | $15728931.15       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1040274.00        | $875794.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $83057.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $736.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1876868.00        | $1250739.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $104115.00         | $65061.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1812.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1805.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2601652.00        | $2231675.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $63999.00          | $12896.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $2398613.00        | $508666.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $3000.00           | $603.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1499000.00        | $252213.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-05-01      | 4.0000%  | 0.0000% | $1000.00           | $195.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $186.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $110115.00         | $12205.99          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 4.0000%  | 0.0000% | $446000.00         | $46262.53          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $1696000.00        | $348553.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $10465456.00       | $4080875.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1001.00           | $258.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $275.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $5688000.00        | $1440687.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $361.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 2.5000%  | 0.0000% | $3136772.00        | $1197042.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 2.5000%  | 0.0000% | $390839.00         | $129847.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $11436896.00       | $4046956.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $489313369.00      | $176793737.60      | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $452830272.00      | $176522619.59      | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $500926080.00      | $214693386.12      | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $45203264.00       | $22796882.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $768000.00         | $378312.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $24800000.00       | $11863627.99       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $478.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $209159.00         | $107072.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $110835.00         | $43118.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $399000.00         | $205547.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $155000.00         | $88041.19          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $509.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 4.0000%  | 0.0000% | $1161936.00        | $405355.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $17714060.00       | $10365195.10       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 3.5000%  | 0.0000% | $531316.00         | $166115.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $3498000.00        | $2155363.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $29994000.00       | $17379579.62       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1147772.00        | $771776.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $150482.00         | $99978.81          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $49608.00          | $32402.31          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $720956.00         | $443513.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $2215330.00        | $1407320.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $10975114.00       | $7965665.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1309.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $24999000.00       | $16537865.54       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $31306784.00       | $24401957.79       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $13457965.00       | $9181148.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $288562.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $583365.00         | $408504.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $214584.00         | $149109.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $319000.00         | $220701.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $684.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $2966130.00        | $2357407.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $56000.00          | $39384.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $333600.00         | $249688.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $601081.00         | $456409.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $75985622.00       | $53282588.81       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $5769006.00        | $3910136.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $54988.00          | $37860.16          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $250064756.00      | $172704666.91      | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $36580107.00       | $27050722.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $30762242.00       | $23315868.71       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $13000.00          | $10278.32          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $6798616.00        | $5469022.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $11532000.00       | $8801375.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $716.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $20571104.00       | $16591574.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $21982432.00       | $16710184.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 4.5000%  | 0.0000% | $32190863.00       | $28125826.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $6084600.00        | $4872427.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $9000.00           | $6740.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $933321.00         | $789187.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $22608384.00       | $18937766.92       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $8233.00           | $6520.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $997000.00         | $837041.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $9300656.00        | $6368829.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $343288.00         | $201947.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1016.00           | $851.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $33821120.00       | $24568738.89       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $81237.00          | $69282.53          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $204296.00         | $113340.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $296000.00         | $217149.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1576816.00        | $1325618.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2594.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $119545728.00      | $107590971.22      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 4.5000%  | 0.0000% | $17912936.00       | $15439263.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $7034.00           | $6281.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $155000.00         | $121156.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $466142.00         | $422839.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $9388320.00        | $8709175.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $12999904.00       | $11120709.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1303000.00        | $1191643.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $15555264.00       | $14340781.91       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $3204312.00        | $2952291.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $23745552.00       | $19464477.94       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $207090240.00      | $187084410.04      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $668.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $13430.00          | $12093.41          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2757884.00        | $2502813.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $36697.00          | $33156.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $3323024.00        | $2910756.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $9332464.00        | $8138787.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $9643200.00        | $9074470.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2732.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1274854.00        | $1227945.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2828228.00        | $2799946.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1957.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2008.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $4652576.00        | $4601639.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1081195.00        | $1126850.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1721650.00        | $1747757.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1155200.00        | $1199214.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 7.0000%  | 0.0000% | $4454449.00        | $4744714.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $1442999.00        | $1527080.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $4920456.00        | $4969768.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1638380.00        | $1715764.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1688620.00        | $1717004.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $2056.00           | $2039.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $2717000.00        | $2694605.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $3001.00           | $2976.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1212245.00        | $1208672.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $988.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $4382856.00        | $4521476.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $5767640.00        | $5931140.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $261020.00         | $259803.91         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $6049931.00        | $6008480.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $4299680.00        | $4283760.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $5275224.00        | $5508633.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1058655.00        | $1055290.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $1931904.00        | $1949767.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $4699138.00        | $4672069.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $939.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $26345856.00       | $20594455.50       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $270000.00         | $217818.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $22842880.00       | $19340502.88       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $936025.00         | $830048.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 5.5000%  | 0.0000% | $3129216.00        | $2541248.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $1120000.00        | $1053375.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 1.5000%  | 0.0000% | $2000.00           | $1572.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $868.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $13908800.00       | $11799732.90       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $18047664.00       | $15004565.56       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2529.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $4942520.00        | $4253533.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $48066024.00       | $45524978.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $5959679.00        | $5195625.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.0000%  | 0.0000% | $1347000.00        | $1220740.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $2064.00           | $2051.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1950.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $33553664.00       | $33091969.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $20841611.00       | $19154672.94       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $33419904.00       | $30232578.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $863.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $38617216.00       | $36675732.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $18106480.00       | $17753889.43       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $12956288.00       | $12794573.89       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $194131718.00      | $189831428.74      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 2.5000%  | 0.0000% | $19668891.00       | $16413681.09       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $25681536.00       | $25341003.25       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $67895865.00       | $69535508.69       | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $6070018.00        | $6038739.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $44285174.00       | $44185063.83       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 4.0000%  | 0.0000% | $7252130.00        | $1782742.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 1.5000%  | 0.0000% | $1000000.00        | $487569.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 1.5000%  | 0.0000% | $998000.00         | $496143.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 3.0000%  | 0.0000% | $40000.00          | $29500.16          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $50000.00          | $36992.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $248312960.00      | $182844267.30      | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $233009655.00      | $184348715.56      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2554300.00        | $2250440.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $307000.00         | $265547.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $21402724.00       | $21029918.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $9699136.00        | $9603403.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2582984.00        | $2573851.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $31702928.00       | $31721681.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-07-01      | 3.5000%  | 0.0000% | $15962250.00       | $1207079.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 3.5000%  | 0.0000% | $510000.00         | $62484.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $300066.00         | $125707.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $62000.00          | $28030.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $3900000.00        | $1926935.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 2.0000%  | 0.0000% | $12096768.00       | $7993367.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $16000.00          | $11761.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $14104433.00       | $9789214.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $27000.00          | $21876.89          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1579.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $280488178.00      | $172648285.65      | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-10-01      | 5.0000%  | 0.0000% | $83000.00          | $56296.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $384371696.00      | $224779972.60      | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 3.5000%  | 0.0000% | $58999.00          | $50698.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $258753280.00      | $198920904.88      | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 7.5000%  | 0.0000% | $98280.00          | $88932.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $618400.00         | $605215.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $8780720.00        | $8684463.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $14658079.00       | $15063423.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $7091352.00        | $7053413.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $193299916.00      | $195159220.57      | Agency Mortgage-Backed Securities  |
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $100.00            | $106.91            | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.22             | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $1856800.00        | $1487317.64        | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.74             | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $727000.00         | $692524.52         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $569000.00         | $567919.21         | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $24800.00          | $25094.53          | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $24400.00          | $24685.01          | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $2543900.00        | $2551696.63        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.7500%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |

### Security 61: FIXED INCOME CLEARING SSBT TREASURY REPO 3.6400 20260501

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.6400 20260501 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379896M4, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379896M4
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-10-22      | 0.0000%  | 0.0000% | $181688300.00      | $178500068.20      | U.S. Treasuries (including strips) |

### Security 62: GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260506

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260506 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819874V5, C.4 - ISIN: N/A, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819874V5
- **C.18 - Value (incl. sponsor support):** $303000000.00
- **C.18.a - Value (excl. sponsor support):** $303000000.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-02-01      | 2.5000%  | 0.0000% | $10500000.00       | $1802695.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 5.0000%  | 0.0000% | $3675000.00        | $2386933.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $2841228.00        | $1745482.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2046-06-01      | 3.0000%  | 0.0000% | $3200000.00        | $440988.39         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $714000.00         | $599855.49         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $479464.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $15493140.00       | $15291266.17       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $25881728.00       | $25578542.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $25000000.00       | $11963583.35       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 3.0000%  | 0.0000% | $967864.00         | $624958.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-06-15      | 2.6300%  | 0.0000% | $487100.00         | $409771.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-20      | 3.5000%  | 0.0000% | $525000.00         | $36494.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3627756.00        | $3833178.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $222417920.00      | $233451500.90      | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1840620.00        | $1901335.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1265148.00        | $1320488.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-01-15      | 3.5000%  | 0.0000% | $25000000.00       | $7193461.52        | Agency Mortgage-Backed Securities |

### Security 63: GOLDMAN SACHS & CO MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819874X1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819874X1
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** 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          | 2032-05-01      | 4.0000%  | 0.0000% | $2223920.00        | $320090.02         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.5000%  | 0.0000% | $2015556.00        | $252478.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 4.0000%  | 0.0000% | $250376704.00      | $17168170.70       | Agency Mortgage-Backed Securities |
| FMAC          | 2035-08-01      | 3.0000%  | 0.0000% | $18668032.00       | $2952298.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-12-01      | 4.0000%  | 0.0000% | $4175000.00        | $667769.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-04-01      | 6.0000%  | 0.0000% | $1421000.00        | $286630.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 3.0000%  | 0.0000% | $3575000.00        | $1317462.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $28000.00          | $20074.53          | Agency Mortgage-Backed Securities |
| FMAC          | 2039-11-01      | 4.5000%  | 0.0000% | $1633300.00        | $1343559.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-02-01      | 3.5000%  | 0.0000% | $18600000.00       | $992966.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2403552.00        | $2159597.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $6817464.00        | $5860692.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1147884.00        | $775185.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $16830000.00       | $10387774.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 2.5000%  | 0.0000% | $700000.00         | $425353.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $8268144.00        | $5461725.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 5.5000%  | 0.0000% | $1519264.00        | $1226565.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $12150100.00       | $12279158.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 3.0000%  | 0.0000% | $16847072.00       | $12902044.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 3.0000%  | 0.0000% | $18606944.00       | $16141835.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $5975192.00        | $1811710.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 4.0000%  | 0.0000% | $4920000.00        | $953751.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $2147000.00        | $1206148.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $92442752.00       | $90526941.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $32601344.00       | $28485886.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $100564000.00      | $99275325.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 5.5000%  | 0.0000% | $15217800.00       | $68766.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.5000%  | 0.0000% | $1885000.00        | $406688.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6801000.00        | $4787686.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1660000.00        | $1138488.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $838000.00         | $601165.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 3.0000%  | 0.0000% | $600000.00         | $448430.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 4.0000%  | 0.0000% | $14000.00          | $12919.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-05-20      | 3.0000%  | 0.0000% | $5000000.00        | $250871.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $150000000.00      | $19848898.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $79106400.00       | $42858851.81       | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-15      | 4.0000%  | 0.0000% | $254590.00         | $54211.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1078328.00        | $810478.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 5.0000%  | 0.0000% | $234424.00         | $233477.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $525168.00         | $554070.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $2132596.00        | $2255968.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $4444736.00        | $4433318.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1783676.00        | $1853020.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $189140.00         | $190690.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1138536.00        | $1185832.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $209305.00         | $205789.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $523632.00         | $346323.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-15      | 5.0000%  | 0.0000% | $81000.00          | $10315.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-15      | 5.0000%  | 0.0000% | $200000.00         | $11497.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-02-15      | 5.5000%  | 0.0000% | $3755708.00        | $31040.31          | Agency Mortgage-Backed Securities |

### Security 64: GOLDMAN SACHS & CO TREASURY REPO 2.7500 20260501

- **C.1 - Title:** GOLDMAN SACHS & CO TREASURY REPO 2.7500 20260501 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819912S6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819912S6
- **C.18 - Value (incl. sponsor support):** $78950000.00
- **C.18.a - Value (excl. sponsor support):** $78950000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.11             | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $7673900.00        | $5418475.92        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $74189000.00       | $75110349.50       | U.S. Treasuries (including strips) |

### Security 65: HSBC SEC USA INC MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 4049891J4, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 4049891J4
- **C.18 - Value (incl. sponsor support):** $312000000.00
- **C.18.a - Value (excl. sponsor support):** $312000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $32694848.00       | $7920523.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 5.5000%  | 0.0000% | $71724.00          | $49227.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $4140728.00        | $2783503.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $249000.00         | $187829.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $3008104.00        | $2272856.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1667610.00        | $1369038.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $111316.00         | $62257.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $16955552.00       | $2374212.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $8130368.00        | $7438028.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $4582544.00        | $4449103.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 3.3700%  | 0.0000% | $12045024.00       | $10416111.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.4950%  | 0.0000% | $7877998.00        | $5339942.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1635000.00        | $1426173.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $248000.00         | $90571.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $760000.00         | $401205.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $5061688.00        | $3719835.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $8194096.00        | $8441297.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $10581680.00       | $9975406.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.5000%  | 0.0000% | $10967568.00       | $9050186.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 3.0000%  | 0.0000% | $97743.00          | $55452.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 2.5000%  | 0.0000% | $3163320.00        | $2284857.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1230144.00        | $813958.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-07-01      | 3.5000%  | 0.0000% | $3168000.00        | $193244.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $10006.00          | $7913.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $22897568.00       | $18389448.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1093210.00        | $1139029.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.0000%  | 0.0000% | $8071.00           | $7771.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1831928.00        | $1895090.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $143675902.00      | $121780639.39      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $21317040.00       | $19869611.46       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $45684736.00       | $44445165.76       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $20358144.00       | $19617042.47       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1306132.00        | $1342872.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1644682.00        | $1688361.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1699976.00        | $1712565.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $2316604.00        | $2335895.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $2819248.00        | $2893765.72        | Agency Mortgage-Backed Securities |

### Security 66: JP MORGAN SEC LLC MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 6169974L3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169974L3
- **C.18 - Value (incl. sponsor support):** $546000000.00
- **C.18.a - Value (excl. sponsor support):** $546000000.00
- **C.19 - Percentage of Net Assets:** 3.9900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2044-06-01      | 5.5000%  | 0.0000% | $1000836.00        | $765944.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 4.0000%  | 0.0000% | $1075582.00        | $1004584.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $1096324.00        | $1061235.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $2547140.00        | $2565105.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2043876.00        | $413599.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $258342.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-03-01      | 7.0000%  | 0.0000% | $437924.00         | $16797.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-10-01      | 3.0000%  | 0.0000% | $2997335.00        | $68587.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.0000%  | 0.0000% | $1320248.00        | $803647.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $45189.00          | $34006.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1324470.00        | $434328.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $151000.00         | $106306.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 2.5000%  | 0.0000% | $450057.00         | $303239.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $71240.00          | $56665.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1170314.00        | $1126973.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 6.0000%  | 0.0000% | $2281072.00        | $2185897.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $2512412.00        | $2425301.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $2555060.00        | $2459162.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $1331110.00        | $1294804.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $3311844.00        | $3394178.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $4049104.00        | $4024440.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $5469880.00        | $5564916.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $2383820.00        | $1992888.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 5.5000%  | 0.0000% | $2500092.00        | $2074243.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $2574000.00        | $2384986.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $126424064.00      | $125684455.16      | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 3.0000%  | 0.0000% | $29756640.00       | $28533156.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $66193152.00       | $66324596.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.0000%  | 0.0000% | $17186016.00       | $9505648.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $139691.00         | $83604.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $95201120.00       | $65377597.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1738000.00        | $1298259.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $165936.00         | $138580.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $24368000.00       | $18961050.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 5.5000%  | 0.0000% | $1300958.00        | $1111491.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 6.0000%  | 0.0000% | $9766112.00        | $8751636.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $2951680.00        | $3055241.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-02-01      | 2.5000%  | 0.0000% | $3500000.00        | $318521.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $64801152.00       | $9134108.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 2.0000%  | 0.0000% | $544490.00         | $16548.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.5000%  | 0.0000% | $3700000.00        | $562512.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 4.0000%  | 0.0000% | $630000.00         | $28960.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 2.0000%  | 0.0000% | $225000.00         | $64706.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 3.5000%  | 0.0000% | $77624720.00       | $59206003.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $4479768.00        | $3381460.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $8000.00           | $6349.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 4.5000%  | 0.0000% | $1666896.00        | $1373966.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 5.5000%  | 0.0000% | $608000.00         | $373277.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 5.0000%  | 0.0000% | $818211.00         | $654843.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 5.5000%  | 0.0000% | $282830.00         | $239168.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $275000.00         | $244882.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 4.5000%  | 0.0000% | $2842000.00        | $102222.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $54808127.00       | $56322439.01       | Agency Mortgage-Backed Securities |
| FMAC          | 2041-02-01      | 5.5000%  | 0.0000% | $60638912.00       | $59244527.11       | Agency Mortgage-Backed Securities |

### Security 67: RBC DS MORTGAGE REPO 3.6500 20260501

- **C.1 - Title:** RBC DS MORTGAGE REPO 3.6500 20260501 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809792X7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809792X7
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-08-25      | 0.0000%  | 0.0000% | $1000.00           | $988.21            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.52             | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $134900.00         | $129991.45         | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $49999200.00       | $49558867.37       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $93.91             | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $29888000.00       | $29870010.85       | U.S. Treasuries (including strips) |

### Security 68: TD SECURITIES USA LLC MORTGAGE REPO 3.6400 20260507

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.6400 20260507 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 8919943C7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919943C7
- **C.18 - Value (incl. sponsor support):** $117000000.00
- **C.18.a - Value (excl. sponsor support):** $117000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2029-09-15      | 6.7500%  | 0.0000% | $1192000.00        | $1304682.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2031-03-15      | 0.0000%  | 0.0000% | $5900000.00        | $4818884.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-07-15      | 6.2500%  | 0.0000% | $22028000.00       | $24841111.44       | Agency Mortgage-Backed Securities |
| FNMA          | 2026-05-20      | 0.0000%  | 0.0000% | $25000000.00       | $24947500.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-05-15      | 0.0000%  | 0.0000% | $4200000.00        | $3558996.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $14415000.00       | $15745112.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-01-15      | 7.1250%  | 0.0000% | $1668000.00        | $1878920.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-05-15      | 7.2500%  | 0.0000% | $49000.00          | $56423.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $9527000.00        | $10806519.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-05      | 0.8750%  | 0.0000% | $21686000.00       | $19057352.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2027-10-08      | 0.7500%  | 0.0000% | $1942000.00        | $1858366.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-09-24      | 1.8750%  | 0.0000% | $10524000.00       | $10466191.67       | Agency Mortgage-Backed Securities |

### Security 69: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74066801.64
- **C.18.a - Value (excl. sponsor support):** $74066801.64
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $267260069.50
- **C.18.a - Value (excl. sponsor support):** $267260069.50
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $224553181.86
- **C.18.a - Value (excl. sponsor support):** $224553181.86
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34026562.50
- **C.18.a - Value (excl. sponsor support):** $34026562.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $33784570.31
- **C.18.a - Value (excl. sponsor support):** $33784570.31
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99738281.25
- **C.18.a - Value (excl. sponsor support):** $99738281.25
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39809375.00
- **C.18.a - Value (excl. sponsor support):** $39809375.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $135984062.50
- **C.18.a - Value (excl. sponsor support):** $135984062.50
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $220627343.75
- **C.18.a - Value (excl. sponsor support):** $220627343.75
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: 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: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65444335.94
- **C.18.a - Value (excl. sponsor support):** $65444335.94
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKR1, C.4 - ISIN: US91282CKR15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35247460.94
- **C.18.a - Value (excl. sponsor support):** $35247460.94
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **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 80: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $208300625.00
- **C.18.a - Value (excl. sponsor support):** $208300625.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.825246%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $170067403.81
- **C.18.a - Value (excl. sponsor support):** $170067403.81
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60098437.50
- **C.18.a - Value (excl. sponsor support):** $60098437.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 83: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $224973632.81
- **C.18.a - Value (excl. sponsor support):** $224973632.81
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $147978222.66
- **C.18.a - Value (excl. sponsor support):** $147978222.66
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $250703125.00
- **C.18.a - Value (excl. sponsor support):** $250703125.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $275279296.88
- **C.18.a - Value (excl. sponsor support):** $275279296.88
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.802246%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150154771.67
- **C.18.a - Value (excl. sponsor support):** $150154771.67
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.833246%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150248164.08
- **C.18.a - Value (excl. sponsor support):** $150248164.08
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: WELLS FARGO SECURITIES MORTGAGE REPO 3.6400 20260507

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.6400 20260507 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 9499843C0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 9499843C0
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $446951542.00      | $276106942.08      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $120719983.00      | $121693058.31      | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2026-05-07

**By:** Alan S. Dupski

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

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