# EDGAR Filing Document

**Accession Number:** 0001034386
**File Stem:** 0001145549-25-038757
**Filing Date:** 2025-6
**Character Count:** 246177
**Document Hash:** fc78d5ea5b68856dc3508781e4f5624d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038757.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038757

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Reserve Investment Funds, Inc.
- **CENTRAL INDEX KEY:** 0001034386

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08279
- **FILM NUMBER:** 251029202

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0001034386

**LEI of Registrant:** 549300OHDX5YN5HMNT85

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

**LEI of Series:** 5493002Y0IYARJVQ5N24

**EDGAR Series Identifier:** S000002153

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 31 days

- **WAL:** 51 days

- **Total Value of Portfolio Securities:** $19697464121.96

- **Amortized Cost of Portfolio Securities:** $19696640100.48

- **Cash:** $4957.48

- **Total Other Assets:** $19056355.75

- **Total Liabilities:** $268054142.13

- **Net Assets of Series:** $19447647271.58

- **Number of Shares Outstanding (Series):** 19442596436.7800

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $17698058228.44           | $17891992195.11            | 95.8200%                  | 96.8700%                   |
| 2025-05-02 | $17299903182.75           | $17493865449.42            | 95.7100%                  | 96.7800%                   |
| 2025-05-05 | $17096813080.93           | $17227784780.93            | 94.9500%                  | 95.6700%                   |
| 2025-05-06 | $16526638132.40           | $16706619265.73            | 94.5100%                  | 95.5400%                   |
| 2025-05-07 | $15722727006.10           | $15851717572.77            | 94.5400%                  | 95.3100%                   |
| 2025-05-08 | $15974404592.38           | $16023404592.38            | 95.0700%                  | 95.3600%                   |
| 2025-05-09 | $17028582639.62           | $17077582639.62            | 95.3400%                  | 95.6200%                   |
| 2025-05-12 | $17877275169.73           | $17877275169.73            | 95.8100%                  | 95.8100%                   |
| 2025-05-13 | $18491308272.13           | $18491308272.13            | 95.9400%                  | 95.9400%                   |
| 2025-05-14 | $17518588724.01           | $17518588724.01            | 95.7300%                  | 95.7300%                   |
| 2025-05-15 | $17785243242.80           | $17785243242.80            | 95.7900%                  | 95.7900%                   |
| 2025-05-16 | $18167827968.37           | $18167827968.37            | 95.8500%                  | 95.8500%                   |
| 2025-05-19 | $19408003089.85           | $19408003089.85            | 96.1200%                  | 96.1200%                   |
| 2025-05-20 | $19706634763.30           | $19706634763.30            | 94.8200%                  | 94.8200%                   |
| 2025-05-21 | $18667244019.21           | $18667244019.21            | 94.5500%                  | 94.5500%                   |
| 2025-05-22 | $18818065715.61           | $18818065715.61            | 94.5900%                  | 94.5900%                   |
| 2025-05-23 | $18142163949.69           | $18142163949.69            | 94.3700%                  | 94.3700%                   |
| 2025-05-27 | $17844051880.10           | $17844051880.10            | 94.2900%                  | 94.2900%                   |
| 2025-05-28 | $17879767443.68           | $17879767443.68            | 94.2900%                  | 94.2900%                   |
| 2025-05-29 | $18150011538.48           | $18150011538.48            | 94.3700%                  | 94.3700%                   |
| 2025-05-30 | $18363748516.24           | $18628748516.24            | 93.1400%                  | 94.4900%                   |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0003                      |
|  |  |
| 2025-05-02 | 1.0003                      |
|  |  |
| 2025-05-05 | 1.0003                      |
|  |  |
| 2025-05-06 | 1.0003                      |
|  |  |
| 2025-05-07 | 1.0004                      |
|  |  |
| 2025-05-08 | 1.0003                      |
|  |  |
| 2025-05-09 | 1.0003                      |
|  |  |
| 2025-05-12 | 1.0003                      |
|  |  |
| 2025-05-13 | 1.0003                      |
|  |  |
| 2025-05-14 | 1.0003                      |
|  |  |
| 2025-05-15 | 1.0003                      |
|  |  |
| 2025-05-16 | 1.0003                      |
|  |  |
| 2025-05-19 | 1.0003                      |
|  |  |
| 2025-05-20 | 1.0003                      |
|  |  |
| 2025-05-21 | 1.0003                      |
|  |  |
| 2025-05-22 | 1.0003                      |
|  |  |
| 2025-05-23 | 1.0003                      |
|  |  |
| 2025-05-27 | 1.0003                      |
|  |  |
| 2025-05-28 | 1.0003                      |
|  |  |
| 2025-05-29 | 1.0003                      |
|  |  |
| 2025-05-30 | 1.0003                      |
|  |  |

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

### Class: 00

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $19447647271.58

- **Number of Shares Outstanding:** 19442596436.7800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0003          |
|  |  |
| 2025-05-02 | 1.0003          |
|  |  |
| 2025-05-05 | 1.0003          |
|  |  |
| 2025-05-06 | 1.0003          |
|  |  |
| 2025-05-07 | 1.0004          |
|  |  |
| 2025-05-08 | 1.0003          |
|  |  |
| 2025-05-09 | 1.0003          |
|  |  |
| 2025-05-12 | 1.0003          |
|  |  |
| 2025-05-13 | 1.0003          |
|  |  |
| 2025-05-14 | 1.0003          |
|  |  |
| 2025-05-15 | 1.0003          |
|  |  |
| 2025-05-16 | 1.0003          |
|  |  |
| 2025-05-19 | 1.0003          |
|  |  |
| 2025-05-20 | 1.0003          |
|  |  |
| 2025-05-21 | 1.0003          |
|  |  |
| 2025-05-22 | 1.0003          |
|  |  |
| 2025-05-23 | 1.0003          |
|  |  |
| 2025-05-27 | 1.0003          |
|  |  |
| 2025-05-28 | 1.0003          |
|  |  |
| 2025-05-29 | 1.0003          |
|  |  |
| 2025-05-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $888341760.71             | $380945993.79           |
| 2025-05-02 | $443780609.43             | $844904829.94           |
| 2025-05-05 | $520117234.82             | $615715742.15           |
| 2025-05-06 | $756430725.12             | $651533305.87           |
| 2025-05-07 | $231058717.24             | $1087768305.96          |
| 2025-05-08 | $595429886.73             | $425487832.38           |
| 2025-05-09 | $1382012124.91            | $330681218.04           |
| 2025-05-12 | $967534463.86             | $264068175.86           |
| 2025-05-13 | $1443374572.58            | $739191945.27           |
| 2025-05-14 | $290055733.64             | $1317520120.03          |
| 2025-05-15 | $682319487.77             | $364831191.58           |
| 2025-05-16 | $913839433.86             | $534160181.60           |
| 2025-05-19 | $1739917352.61            | $505442019.27           |
| 2025-05-20 | $305190573.98             | $511762260.22           |
| 2025-05-21 | $239780444.34             | $484861048.80           |
| 2025-05-22 | $254866699.32             | $700594980.33           |
| 2025-05-23 | $210428404.66             | $689175536.99           |
| 2025-05-27 | $400595767.73             | $410535606.91           |
| 2025-05-28 | $292514666.27             | $454335459.09           |
| 2025-05-29 | $671386123.10             | $301218528.06           |
| 2025-05-30 | $861706387.23             | $385854915.43           |

**Total Gross Subscriptions (Month):** $14090681169.91

**Total Gross Redemptions (Month):** $12000589197.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.3800%           |
| 2025-05-02 | 4.3800%           |
| 2025-05-05 | 4.3800%           |
| 2025-05-06 | 4.3700%           |
| 2025-05-07 | 4.3700%           |
| 2025-05-08 | 4.3600%           |
| 2025-05-09 | 4.3500%           |
| 2025-05-12 | 4.3500%           |
| 2025-05-13 | 4.3500%           |
| 2025-05-14 | 4.3500%           |
| 2025-05-15 | 4.3500%           |
| 2025-05-16 | 4.3600%           |
| 2025-05-19 | 4.3600%           |
| 2025-05-20 | 4.3600%           |
| 2025-05-21 | 4.3600%           |
| 2025-05-22 | 4.3500%           |
| 2025-05-23 | 4.3500%           |
| 2025-05-27 | 4.3500%           |
| 2025-05-28 | 4.3600%           |
| 2025-05-29 | 4.3600%           |
| 2025-05-30 | 4.3800%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP PARIBAS PARIS MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** BNP PARIBAS PARIS MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0559736M8, C.5 - Other ID: 0559736M8
- **C.18 - Value (incl. sponsor support):** $235000000.00
- **C.18.a - Value (excl. sponsor support):** $235000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-09-20      | 5.0000%  | 0.0000% | $11142720.00       | $10635304.96       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $8747256.00        | $8750523.59        | Agency Mortgage-Backed Securities  |
| USTR          | 2025-08-15      | 6.8750%  | 0.0000% | $3666500.00        | $3760257.47        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $14049800.00       | $13738548.49       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $1764500.00        | $1498275.34        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $35150500.00       | $34061662.26       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $5126300.00        | $4859288.69        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $31242300.00       | $30559916.96       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $133560000.00      | $131493299.95      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $338000.00         | $342922.82         | U.S. Treasuries (including strips) |

### Security 2: BANK OF AMERICA SEC MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0609942J8, C.5 - Other ID: 0609942J8
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-04-01      | 3.5000%  | 0.0000% | $24000.00          | $3332.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $4993728.00        | $3977464.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $22923000.00       | $18124428.30       | Agency Mortgage-Backed Securities |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $1676100.00        | $425495.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 4.0000%  | 0.0000% | $17000.00          | $9114.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $1358350.00        | $1106778.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $11425424.00       | $1162795.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $2672870.00        | $2440063.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $1494680.00        | $1583182.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $170206.00         | $80172.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1374984.00        | $952364.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $56937.00          | $37053.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $995667.00         | $1016379.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $4106696.00        | $2680095.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 2.0000%  | 0.0000% | $151661.00         | $109835.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $45382464.00       | $23977956.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $312964.00         | $207679.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $80000.00          | $48461.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1150000.00        | $1096427.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-03-01      | 5.5000%  | 0.0000% | $193056.00         | $186508.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $171876864.00      | $101809501.28      | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 4.0000%  | 0.0000% | $2544000.00        | $256705.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $999861.00         | $112450.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-10-01      | 2.5000%  | 0.0000% | $9999999.00        | $682810.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $13936080.00       | $9984661.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1306088.00        | $1328280.31        | Agency Mortgage-Backed Securities |

### Security 3: BANK OF AMERICA SEC TREASURY REPO 4.3400 20250602

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609977M9, C.5 - Other ID: 0609977M9
- **C.18 - Value (incl. sponsor support):** $73000000.00
- **C.18.a - Value (excl. sponsor support):** $73000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** 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          | 2029-03-31      | 2.3750%  | 0.0000% | $58419600.00       | $55376724.17       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $19881300.00       | $19083368.97       | U.S. Treasuries (including strips) |

### Security 4: BMO CAPITAL MARKETS MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639925D9, C.5 - Other ID: 0639925D9
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $103501386.00      | $75480249.39       | Agency Mortgage-Backed Securities  |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $19874900.00       | $20399829.42       | U.S. Treasuries (including strips) |

### Security 5: BANK OF MONTREAL MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639956Q2, C.5 - Other ID: 0639956Q2
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $22382479.00       | $11387355.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.9500%  | 0.0000% | $10720000.00       | $11319387.96       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.5300%  | 0.0000% | $9759271.00        | $10005816.75       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $13420255.00       | $13746596.83       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $12173673.00       | $12469701.55       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $9456581.00        | $9686537.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $5378240.00        | $5509023.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $9342023.00        | $9565585.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 5.9700%  | 0.0000% | $2263492.00        | $2384919.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $9536351.00        | $9805074.77        | Agency Mortgage-Backed Securities |

### Security 6: BANK OF MONTREAL TREASURY REPO 4.3400 20250602

- **C.1 - Title:** BANK OF MONTREAL TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0639976T2, C.5 - Other ID: 0639976T2
- **C.18 - Value (incl. sponsor support):** $53000000.00
- **C.18.a - Value (excl. sponsor support):** $53000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** 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          | 2031-03-31      | 4.1250%  | 0.0000% | $53640500.00       | $54060091.81       | U.S. Treasuries (including strips) |

### Security 7: CANADIAN IMPERIAL BANK NY REPO REPO 4.3500 20250602

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360983J7, C.5 - Other ID: 1360983J7
- **C.18 - Value (incl. sponsor support):** $396000000.00
- **C.18.a - Value (excl. sponsor support):** $396000000.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $67.60             | U.S. Treasuries (including strips) |
| USTR          | 2025-08-21      | 0.0000%  | 0.0000% | $16023400.00       | $15872876.18       | U.S. Treasuries (including strips) |
| USTR          | 2025-06-17      | 0.0000%  | 0.0000% | $7136900.00        | $7124324.78        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.87             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $61010000.00       | $69434373.40       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.02             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $43779700.00       | $41343623.29       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.84             | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $93.56             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.40             | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $65.25             | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $19999100.00       | $13080203.85       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $294.62            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $15075500.00       | $19153020.00       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $49816800.00       | $47982417.69       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.6250%  | 0.0000% | $47518400.00       | $63783771.76       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $51000000.00       | $49662138.06       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $17800.00          | $17452.07          | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.19             | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $25367500.00       | $27482418.15       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $398.31            | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $987.91            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $200.00            | $207.02            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $987500.00         | $1022139.97        | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $46365500.00       | $47564789.74       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $1700.00           | $1699.41           | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $395000.00         | $392195.45         | U.S. Treasuries (including strips) |

### Security 8: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729917B1, C.5 - Other ID: 1729917B1
- **C.18 - Value (incl. sponsor support):** $330000000.00
- **C.18.a - Value (excl. sponsor support):** $330000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2033-09-01      | 3.7300%  | 0.0000% | $8922553.00        | $8352470.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.8400%  | 0.0000% | $1813483.00        | $1709792.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-11-01      | 4.1100%  | 0.0000% | $13675000.00       | $13134821.54       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 4.0200%  | 0.0000% | $11000000.00       | $10502638.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0800%  | 0.0000% | $5126930.00        | $4281061.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.4350%  | 0.0000% | $5400000.00        | $4832523.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 2.3700%  | 0.0000% | $1500000.00        | $1190460.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 4.7000%  | 0.0000% | $6500760.00        | $6442578.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 4.7000%  | 0.0000% | $7368000.00        | $7302138.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 4.1300%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 4.5900%  | 0.0000% | $24223000.00       | $24080556.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 4.4900%  | 0.0000% | $127833.00         | $126325.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 4.2400%  | 0.0000% | $2548.00           | $2476.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 4.4900%  | 0.0000% | $4005000.00        | $3954600.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 4.4400%  | 0.0000% | $12320000.00       | $12068655.58       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 4.5300%  | 0.0000% | $3261000.00        | $3157435.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 4.5800%  | 0.0000% | $7368000.00        | $7304645.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 4.4500%  | 0.0000% | $9730000.00        | $9519693.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 4.1200%  | 0.0000% | $39892929.00       | $38010656.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 4.3800%  | 0.0000% | $29120000.00       | $28404036.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 5.3300%  | 0.0000% | $5345000.00        | $5548321.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 5.0800%  | 0.0000% | $8324000.00        | $8490523.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 4.4850%  | 0.0000% | $48426000.00       | $47381786.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 4.4800%  | 0.0000% | $11293300.00       | $11045546.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 4.1900%  | 0.0000% | $23798900.00       | $22731502.15       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 4.4200%  | 0.0000% | $19983935.00       | $19446598.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 4.4200%  | 0.0000% | $17043019.00       | $16584758.73       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 4.7550%  | 0.0000% | $8054759.00        | $8030090.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 4.5300%  | 0.0000% | $12865329.00       | $12597951.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 5.0200%  | 0.0000% | $359660.00         | $365303.39         | Agency Mortgage-Backed Securities |

### Security 9: CITIGROUP GLBL MKT INC TREASURY REPO 4.3400 20250602

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729958A3, C.5 - Other ID: 1729958A3
- **C.18 - Value (incl. sponsor support):** $602000000.00
- **C.18.a - Value (excl. sponsor support):** $602000000.00
- **C.19 - Percentage of Net Assets:** 3.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** 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          | 2030-05-15      | 6.2500%  | 0.0000% | $500.00            | $550.84            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $84.92             | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $26800.00          | $26873.00          | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $1315700.00        | $1372267.45        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $67504300.00       | $69982707.42       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $320184100.00      | $319895509.75      | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $220825600.00      | $222762057.48      | U.S. Treasuries (including strips) |

### Security 10: CREDIT AGRICOLE TREASURY REPO 4.3400 20250602

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258964S5, C.5 - Other ID: 2258964S5
- **C.18 - Value (incl. sponsor support):** $481470000.00
- **C.18.a - Value (excl. sponsor support):** $481470000.00
- **C.19 - Percentage of Net Assets:** 2.4800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $248501500.00      | $253346802.87      | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 5.0000%  | 0.0000% | $148745400.00      | $150774009.06      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $85215500.00       | $86978604.01       | U.S. Treasuries (including strips) |

### Security 11: CREDIT AGRICOLE MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258982C8, C.5 - Other ID: 2258982C8
- **C.18 - Value (incl. sponsor support):** $417940000.00
- **C.18.a - Value (excl. sponsor support):** $417940000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2043-05-01      | 3.0000%  | 0.0000% | $2545000.00        | $528095.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $2000000.00        | $713127.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.0000%  | 0.0000% | $2840000.00        | $592621.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $1060000.00        | $259652.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 3.0000%  | 0.0000% | $420000.00         | $194164.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1338000.00        | $878526.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $246000.00         | $152453.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $7540995.00        | $1078874.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $1395050.00        | $1314542.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $2101421.00        | $1984528.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1843810.00        | $1568079.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1131257.00        | $838239.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1925831.00        | $1215172.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1247772.00        | $977006.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 5.5000%  | 0.0000% | $1313258.00        | $1133607.24        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1181576.00        | $1116401.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1924853.00        | $1944436.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1317955.00        | $1157124.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2055703.00        | $2028900.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1305193.00        | $1280008.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $1540174.00        | $1349801.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $630000.00         | $247324.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $175000.00         | $125195.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-01-01      | 6.0000%  | 0.0000% | $387613.00         | $244478.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-03-01      | 6.0000%  | 0.0000% | $257725.00         | $185713.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-06-01      | 6.0000%  | 0.0000% | $625474.00         | $520943.87         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1072239.00        | $853337.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1385081.00        | $1457772.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 4.5000%  | 0.0000% | $5238000.00        | $357606.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 4.5000%  | 0.0000% | $1088000.00        | $106349.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $1300000.00        | $373406.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $6042596.00        | $945969.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-05-01      | 5.5000%  | 0.0000% | $1566220.00        | $12107.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1643128.00        | $1510832.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $1646108.00        | $1707043.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.5000%  | 0.0000% | $1612506.00        | $1714125.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1897765.00        | $1879320.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1018875.00        | $1045412.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $2345436.00        | $1890838.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1053717.00        | $1041559.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1129660.00        | $935338.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1407673.00        | $1394974.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1120659.00        | $1170255.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1923408.00        | $1940937.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1510782.00        | $1476330.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1532814.00        | $1512508.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1597470.00        | $1650204.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $2212768.00        | $2254497.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1530447.00        | $1613518.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1510124.00        | $1582049.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1734660.00        | $1802777.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2291678.00        | $2313001.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2405195.00        | $2389499.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $1649001.00        | $1673052.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1793056.00        | $1877776.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $2106709.00        | $2190423.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1732000.00        | $1769452.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1063161.00        | $1097274.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1529111.00        | $1590422.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1204170.00        | $1170290.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $2044964.00        | $2149384.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $2115100.00        | $2231572.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $5826162.00        | $2318452.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4200000.00        | $2127099.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $3200000.00        | $1113260.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $2600000.00        | $1579957.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $42000.00          | $32825.49          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $3000000.00        | $2395392.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2116767.00        | $1862309.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1376698.00        | $1144692.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1820998.00        | $1739572.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $465000.00         | $84586.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $718000.00         | $259441.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $155000.00         | $118894.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1854258.00        | $1902283.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $200000.00         | $194424.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $575000.00         | $265797.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $7315000.00        | $1878256.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $500000.00         | $260737.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $300000.00         | $128817.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $169000.00         | $103594.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1080000.00        | $808436.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $828000.00         | $641119.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 4.0000%  | 0.0000% | $1050000.00        | $187220.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $2400000.00        | $101038.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $2159000.00        | $1307635.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 6.0000%  | 0.0000% | $574750.00         | $402476.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-06-01      | 6.0000%  | 0.0000% | $252506.00         | $199241.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 4.5000%  | 0.0000% | $1170000.00        | $126913.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2272969.00        | $2261091.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1339356.00        | $1328904.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1018114.00        | $1033770.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1364500.00        | $1060803.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1252762.00        | $1292730.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1024504.00        | $1059075.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $210695.00         | $208697.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1087449.00        | $1096817.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $2118445.00        | $2112171.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1533916.00        | $1578833.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1027646.00        | $1084170.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1269417.00        | $1338086.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1003212.00        | $1035722.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1302067.00        | $1295079.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $2540660.00        | $2392158.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1153872.00        | $1173045.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1338883.00        | $1383173.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $468064.00         | $475181.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1798916.00        | $1872245.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1624008.00        | $1707747.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $2509252.00        | $2402103.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $2474761.00        | $2375002.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1998726.00        | $2008914.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-06-20      | 3.5000%  | 0.0000% | $2500000.00        | $75041.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $45213.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $351618788.00      | $286383678.06      | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 3.5000%  | 0.0000% | $1108734.00        | $796468.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 4.0000%  | 0.0000% | $2789562.00        | $1417510.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-08-20      | 4.5000%  | 0.0000% | $1002544.00        | $527255.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-20      | 4.5000%  | 0.0000% | $5744338.00        | $3352776.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $624116.00         | $458421.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2027-02-20      | 3.0000%  | 0.0000% | $3809535.00        | $32308.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-20      | 5.0000%  | 0.0000% | $5000000.00        | $39873.30          | Agency Mortgage-Backed Securities |

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50004989.00
- **C.18.a - Value (excl. sponsor support):** $50004989.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1ZD2, C.4 - ISIN: US3130B1ZD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175155400.00
- **C.18.a - Value (excl. sponsor support):** $175155400.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NH7, C.4 - ISIN: US3130B5NH71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149947200.00
- **C.18.a - Value (excl. sponsor support):** $149947200.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199818800.00
- **C.18.a - Value (excl. sponsor support):** $199818800.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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 16: 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: 313385PR1, C.4 - ISIN: US313385PR12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195951400.00
- **C.18.a - Value (excl. sponsor support):** $195951400.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL 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: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97931700.00
- **C.18.a - Value (excl. sponsor support):** $97931700.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35008715.00
- **C.18.a - Value (excl. sponsor support):** $35008715.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35010535.00
- **C.18.a - Value (excl. sponsor support):** $35010535.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPTT2, C.4 - ISIN: US3133EPTT21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65023660.00
- **C.18.a - Value (excl. sponsor support):** $65023660.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUJ2, C.4 - ISIN: US3133EPUJ20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $27010908.00
- **C.18.a - Value (excl. sponsor support):** $27010908.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15013065.00
- **C.18.a - Value (excl. sponsor support):** $15013065.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **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 23: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15015420.00
- **C.18.a - Value (excl. sponsor support):** $15015420.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7004445.00
- **C.18.a - Value (excl. sponsor support):** $7004445.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL RESERVE BK OF NY TREASURY REPO 4.2500 20250602

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 4.2500 20250602 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3139939M1, C.5 - Other ID: 3139939M1
- **C.18 - Value (incl. sponsor support):** $1912000000.00
- **C.18.a - Value (excl. sponsor support):** $1912000000.00
- **C.19 - Percentage of Net Assets:** 9.8300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $1167359700.00     | $1101389951.07     | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 3.1250%  | 0.0000% | $806335600.00      | $811287227.09      | U.S. Treasuries (including strips) |

### Security 26: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3379856N0, C.5 - Other ID: 3379856N0
- **C.18 - Value (incl. sponsor support):** $1333000000.00
- **C.18.a - Value (excl. sponsor support):** $1333000000.00
- **C.19 - Percentage of Net Assets:** 6.8500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-09-01      | 5.5000%  | 0.0000% | $555939.00         | $901.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-02-01      | 6.0000%  | 0.0000% | $1784.00           | $17.75             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $33576.00          | $1564.56           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $2778.00           | $108.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $11327.00          | $156.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2029-07-01      | 4.5000%  | 0.0000% | $9511.00           | $188.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $8844.00           | $94.19             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-01-01      | 5.5000%  | 0.0000% | $1663.00           | $16.11             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $15000000.00       | $1449696.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-07-01      | 3.5000%  | 0.0000% | $1319.00           | $52.42             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 3.5000%  | 0.0000% | $9015.00           | $537.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $1506.00           | $184.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $2028.00           | $432.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-08-01      | 4.5000%  | 0.0000% | $3027.00           | $800.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-04-01      | 4.0000%  | 0.0000% | $1207000.00        | $204542.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $3068.00           | $270.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 5.5000%  | 0.0000% | $4224625.00        | $34138.77          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-01-01      | 3.5000%  | 0.0000% | $9986208.00        | $8843980.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 2.0000%  | 0.0000% | $2245971.00        | $1987619.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $2620531.00        | $1058190.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $671.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4094.74           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $8840730.00        | $8036269.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1960000.00        | $1610471.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $43000.00          | $39836.89          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $28910090.00       | $27417769.66       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 2.5000%  | 0.0000% | $1105000.00        | $207250.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1124291.00        | $1106362.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-05-01      | 3.5000%  | 0.0000% | $50000.00          | $21107.67          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $11091551.00       | $6910248.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $11074448.00       | $10872340.87       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $45000.00          | $35656.72          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $10518.00          | $8238.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $75762277.00       | $64317024.85       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $20488448.00       | $18998777.63       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $7200.00           | $6392.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1167500.00        | $849555.65         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $95440.00          | $89823.56          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $28030528.00       | $23921703.20       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $500000.00         | $386846.60         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $15875486.00       | $2039714.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $19476305.00       | $3197129.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $2048.00           | $444.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $2167476.00        | $261880.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $125000.00         | $37198.36          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.5000%  | 0.0000% | $4123024.00        | $748986.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $276000.00         | $132914.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $639475.00         | $388672.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1895.00           | $1289.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1038448.00        | $664617.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $20000.00          | $16741.93          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $875.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1170260.00        | $911838.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1278410.00        | $898992.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2351448.00        | $1899374.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $843.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $465.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $9072.00           | $7949.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $1225684.00        | $1117071.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $847.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $19485115.00       | $16503574.97       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1944124.00        | $1789444.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $851.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $8315879.00        | $7110554.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $5514389.00        | $5083516.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $13248608.00       | $11945865.72       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1364477.00        | $1373986.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.0000%  | 0.0000% | $1024.00           | $870.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1871792.00        | $1559081.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $3377780.00        | $2239844.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $4477680.00        | $3375095.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $2271835.00        | $2395603.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $2421952.00        | $2119685.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1878425.00        | $1466639.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1592937.00        | $1587618.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $991341.00         | $832219.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-08-01      | 2.0000%  | 0.0000% | $350000.00         | $219667.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-03-01      | 3.0000%  | 0.0000% | $8000.00           | $2592.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $8000.00           | $3996.32           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $60000.00          | $33956.56          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $175748.00         | $102384.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $38000.00          | $23801.58          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4333.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1024.00           | $650.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $800.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $602461.00         | $449414.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $2820814.00        | $2110506.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $18760416.00       | $14668430.79       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $290000.00         | $236561.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $5080979.00        | $3814953.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $877.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $7435192.00        | $6091841.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $874.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $865.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $3372218.00        | $2622200.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $10301858.00       | $8684433.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $876.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $22195648.00       | $19312356.21       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $7015846.00        | $6165177.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $11469952.00       | $10134086.08       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $2640004.00        | $2375455.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $18450081.00       | $16576566.48       | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 1.5000%  | 0.0000% | $50000.00          | $27207.19          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-08-01      | 4.0000%  | 0.0000% | $310894.00         | $216703.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-11-01      | 4.0000%  | 0.0000% | $650216.00         | $497835.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 2.0000%  | 0.0000% | $2080892.00        | $1238046.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $43000.00          | $25527.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-07-01      | 1.5000%  | 0.0000% | $1024.00           | $734.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $626.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $17296512.00       | $16397319.23       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $7780185.00        | $7153654.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $10001.00          | $9596.07           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $4529885.00        | $4079400.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-11-01      | 5.0000%  | 0.0000% | $849710.00         | $620089.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $200034.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $1432.00           | $0.74              | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 3.5000%  | 0.0000% | $500000.00         | $30449.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $790000.00         | $48731.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $9992000.00        | $678497.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $58500675.00       | $5448720.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $4327192.00        | $99470.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $65233805.00       | $4109885.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $198000.00         | $37781.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $23471080.00       | $3977978.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $403214.00         | $30910.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1025.00           | $195.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.5000%  | 0.0000% | $4247000.00        | $537845.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $1325000.00        | $288648.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $68287412.00       | $11401973.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $119833.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1096004.00        | $120958.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1578426.00        | $1464756.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1001.00           | $136.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.0000%  | 0.0000% | $611000.00         | $102347.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $155534592.00      | $16285087.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $820000.00         | $134176.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $149953536.00      | $10782161.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $12800.00          | $1101.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $50060992.00       | $10574280.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $70604928.00       | $16629159.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $99994752.00       | $16825305.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2661750.00        | $923789.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $7647848.00        | $1057171.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $79036706.00       | $11499497.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $22348288.00       | $3140062.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 2.5000%  | 0.0000% | $935000.00         | $160236.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $2170994.00        | $450205.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $550000.00         | $48346.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $3254631.00        | $439070.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $9194592.00        | $2189941.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $58213672.00       | $11784848.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $77221117.00       | $14861046.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1312840.00        | $143154.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $8000.00           | $970.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1226.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $9207303.00        | $1962159.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $432360.00         | $32993.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 3.0000%  | 0.0000% | $21567532.00       | $559367.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1726054.00        | $590632.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $95155881.00       | $14911278.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $19428192.00       | $4360721.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $3419829.00        | $31897.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 5.5000%  | 0.0000% | $3988999.00        | $25148.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 5.5000%  | 0.0000% | $3750000.00        | $63921.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 5.5000%  | 0.0000% | $3012892.00        | $71254.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.5000%  | 0.0000% | $1433662.00        | $25897.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.5000%  | 0.0000% | $1353362.00        | $41545.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.5000%  | 0.0000% | $7692216.00        | $152585.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.5000%  | 0.0000% | $6701568.00        | $33127.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $29750992.00       | $534353.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $38848258.00       | $299008.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $22708864.00       | $287173.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $59489855.00       | $118035.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $6214185.00        | $5821458.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $4595793.00        | $4111060.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $5608282.00        | $3247675.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1008470.00        | $877639.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $2083146.00        | $1844173.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2719064.00        | $1387166.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1215421.00        | $808135.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $21861141.00       | $20306978.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $19978453.00       | $20106300.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $698214.00         | $745086.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2521000.00        | $2313008.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3245822.00        | $3120810.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1004569.00        | $983572.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $971.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $939156.00         | $881265.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1140183.00        | $1022745.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1757100.00        | $1812513.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1613413.00        | $1517598.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $974.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $3581909.00        | $3558194.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $6000.00           | $6192.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1557808.00        | $1463332.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $7797358.00        | $7516888.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5160.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1892193.00        | $1675748.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $2197156.00        | $2246879.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $6009.00           | $5697.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2560315.00        | $2307372.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $20792.00          | $18546.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $3246438.00        | $3219913.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $2096022.00        | $2120407.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2054128.00        | $2094147.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $2968502.00        | $2959742.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2098689.00        | $2132655.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $2214495.00        | $2152318.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2312276.00        | $2294902.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2147468.00        | $2050013.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1006706.00        | $1046165.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $4298.00           | $3915.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2785602.00        | $2832217.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3770532.00        | $3825453.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2322569.00        | $1946804.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $1010.00           | $1028.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1245945.00        | $1261422.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1550510.00        | $1537453.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1384732.00        | $1387889.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2142600.00        | $2178193.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2579592.00        | $2570972.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2469312.00        | $2497435.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1045081.00        | $1020007.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $2324977.00        | $2254244.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2208748.00        | $2260903.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $8000.00           | $7990.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $6003.00           | $6090.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $54591.00          | $17224.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $145.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $162.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $493.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $1007590.00        | $377761.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $18237960.00       | $3828652.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $6266150.00        | $1409443.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $8283244.00        | $1986312.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $11415280.00       | $2316916.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $284.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $279000.00         | $76742.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $3917636.00        | $3333833.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $61370682.00       | $20509681.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $3454000.00        | $1920256.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $201.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $284.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $3715759.00        | $2050858.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $527.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $598000.00         | $329033.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $595.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $4871716.00        | $2045439.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $574.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2502640.00        | $1698968.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $3557292.00        | $2330088.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $493155.00         | $317871.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $641.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1023.00           | $789.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $3241610.00        | $3055100.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $2508533.00        | $2439987.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $719.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $14217221.00       | $11499122.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1750000.00        | $1081509.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $748.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $997696.00         | $619810.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $2287000.00        | $1432609.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $818.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2607250.00        | $1684918.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4894120.00        | $4044338.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2687313.00        | $2176779.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2790044.00        | $2257804.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $971997.00         | $799695.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1002.00           | $718.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1347.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $7113008.00        | $5114258.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1622316.00        | $875114.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $2392978.00        | $2162546.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $2598940.00        | $2379797.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1721376.00        | $1367010.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $3232060.00        | $2363427.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1413630.00        | $949891.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1252390.00        | $945801.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1875432.00        | $1675950.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1040950.00        | $620124.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $1713874.00        | $1522328.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $1904370.00        | $1751183.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $902.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $3405994.00        | $3485741.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $3100621.00        | $3180457.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $4986648.00        | $4417097.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $9574520.00        | $1798719.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $1023.00           | $112.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $246.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $114722048.00      | $11222758.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $7314945.00        | $2080765.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $15891000.00       | $2852215.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.0000%  | 0.0000% | $27110560.00       | $7274046.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $13504795.00       | $2541080.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $7232.00           | $1829.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $2025.00           | $559.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $219.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $234.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $2048.00           | $684.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 3.0000%  | 0.0000% | $1000.00           | $298.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $3499752.00        | $1351240.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $444.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $268009984.00      | $113358004.46      | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $1156000.00        | $469808.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2500000.00        | $1292934.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $18244063.00       | $9820761.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4393951.00        | $2230393.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $47021185.00       | $23898838.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $997736.00         | $548534.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $4348300.00        | $2464583.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $6452620.00        | $2975406.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $11459712.00       | $6397857.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $11308288.00       | $6048977.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $6997441.00        | $3645189.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $202091264.00      | $108748436.64      | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $2806720.00        | $1589251.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $2885218.00        | $1521138.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $43207548.00       | $25382161.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $556.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2049664.00        | $1216943.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $570.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $552.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $594.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1647872.00        | $955484.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $20663832.00       | $13083613.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $611.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $123623541.00      | $74184360.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $39180938.00       | $31085215.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $13861120.00       | $11544059.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $24909240.00       | $18322172.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $911.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $12881312.00       | $12719820.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $938.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $5601061.00        | $5539326.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $5683016.00        | $5496533.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $4262704.00        | $3691980.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $15108820.00       | $12213032.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $16789257.00       | $16335227.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $13752697.00       | $11505814.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $15175141.00       | $13633586.15       | Agency Mortgage-Backed Securities |

### Security 27: FIXED INCOME CLEARING BNYM TREASURY REPO 4.3400 20250602

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379885W5, C.5 - Other ID: 3379885W5
- **C.18 - Value (incl. sponsor support):** $2917000000.00
- **C.18.a - Value (excl. sponsor support):** $2917000000.00
- **C.19 - Percentage of Net Assets:** 15.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $1623983600.00     | $1576881808.23     | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $1365507900.00     | $1398458284.78     | U.S. Treasuries (including strips) |

### Security 28: FIXED INCOME CLEARING SSBT TREASURY REPO 4.3400 20250602

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379891M9, C.5 - Other ID: 3379891M9
- **C.18 - Value (incl. sponsor support):** $434000000.00
- **C.18.a - Value (excl. sponsor support):** $434000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $114762400.00      | $177592548.60      | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $194494000.00      | $246809142.00      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $17213600.00       | $18278527.63       | U.S. Treasuries (including strips) |

### Security 29: GOLDMAN SACHS & CO MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819871F3, C.5 - Other ID: 3819871F3
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; 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          | 2041-03-01      | 4.5000%  | 0.0000% | $1330000.00        | $75845.26          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-01-01      | 3.0000%  | 0.0000% | $152338.00         | $22264.63          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-04-01      | 3.0000%  | 0.0000% | $129422.00         | $75729.51          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $103001.00         | $60205.16          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $710000.00         | $471468.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $20558400.00       | $16153517.53       | Agency Mortgage-Backed Securities |
| FMAC          | 2033-11-01      | 5.0000%  | 0.0000% | $1361874.00        | $66601.38          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $363701.00         | $360172.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-05-01      | 4.5000%  | 0.0000% | $1195290.00        | $601361.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 5.0000%  | 0.0000% | $1208912.00        | $152300.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $4162968.00        | $4118809.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1930804.00        | $1730653.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $400000.00         | $117733.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $3118484.00        | $631445.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $2026336.00        | $358328.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $540312.00         | $348451.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $7662300.00        | $6309140.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $189113.00         | $144753.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $85381.00          | $84846.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 5.0000%  | 0.0000% | $253000.00         | $68927.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $115000.00         | $98411.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 4.5000%  | 0.0000% | $4150000.00        | $254469.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 3.5000%  | 0.0000% | $2270262.00        | $42501.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $32979840.00       | $32468125.65       | Agency Mortgage-Backed Securities |
| GNMA          | 2029-01-20      | 3.0000%  | 0.0000% | $538458.00         | $19764.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2057-10-15      | 4.2100%  | 0.0000% | $1959189.00        | $1804500.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-15      | 4.0000%  | 0.0000% | $161000.00         | $8447.23           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $3385008.00        | $3575839.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $10157024.00       | $10198599.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 5.5000%  | 0.0000% | $136123.00         | $135869.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $15742720.00       | $15094048.06       | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-15      | 5.0000%  | 0.0000% | $6883607.00        | $89832.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-15      | 4.0000%  | 0.0000% | $3620660.00        | $120104.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-12-15      | 6.0000%  | 0.0000% | $905677.00         | $16927.07          | Agency Mortgage-Backed Securities |

### Security 30: HSBC SEC USA INC MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 4049898Z1, C.5 - Other ID: 4049898Z1
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $154102.00         | $25171.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $400000.00         | $101409.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $200000.00         | $168029.62         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-10-01      | 3.5000%  | 0.0000% | $1717176.00        | $460892.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $3122232.00        | $3038844.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 8.5000%  | 0.0000% | $15000000.00       | $29094.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 3.5000%  | 0.0000% | $6500000.00        | $681077.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $5000.00           | $5047.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $5000.00           | $5049.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $13963.00          | $7706.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $110001.00         | $84901.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $99971840.00       | $23700713.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 3.0000%  | 0.0000% | $470899.00         | $247720.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 2.5000%  | 0.0000% | $99000.00          | $57188.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $156424.00         | $135211.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $133849.00         | $77394.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $1100000.00        | $770912.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $2257208.00        | $1405148.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.5000%  | 0.0000% | $103000.00         | $54191.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $695000.00         | $377444.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $14000.00          | $10500.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $56203.00          | $42620.76          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $33015.00          | $32199.35          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $84482048.00       | $83741529.32       | Agency Mortgage-Backed Securities |

### Security 31: HSBC SEC USA INC TREASURY REPO 4.3400 20250602

- **C.1 - Title:** HSBC SEC USA INC TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049914H1, C.5 - Other ID: 4049914H1
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $67479900.00       | $68340093.82       | U.S. Treasuries (including strips) |

### Security 32: JP MORGAN SEC LLC MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 6169972J0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169972J0
- **C.18 - Value (incl. sponsor support):** $730000000.00
- **C.18.a - Value (excl. sponsor support):** $730000000.00
- **C.19 - Percentage of Net Assets:** 3.7500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2044-10-01      | 7.2360%  | 0.0000% | $1182990.00        | $455550.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 7.1480%  | 0.0000% | $10559728.00       | $245156.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 7.5190%  | 0.0000% | $2000000.00        | $9125.22           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-03-01      | 3.8300%  | 0.0000% | $5897688.00        | $4465454.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 3.6700%  | 0.0000% | $18559000.00       | $16604391.90       | Agency Mortgage-Backed Securities |
| FMAC          | 2031-10-01      | 4.1000%  | 0.0000% | $24028000.00       | $23550438.17       | Agency Mortgage-Backed Securities |
| FMAC          | 2032-01-01      | 4.2000%  | 0.0000% | $25083000.00       | $24491350.55       | Agency Mortgage-Backed Securities |
| FMAC          | 2028-08-01      | 4.5820%  | 0.0000% | $23322615.00       | $18791.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $222270000.00      | $213347528.37      | Agency Mortgage-Backed Securities |
| FNMA          | 2025-06-25      | 2.7400%  | 0.0000% | $20119100.00       | $16018688.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 3.6800%  | 0.0000% | $19776000.00       | $18482421.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 7.3960%  | 0.0000% | $9868816.00        | $151425.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 7.3100%  | 0.0000% | $3071868.00        | $42205.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.1200%  | 0.0000% | $5835888.00        | $5012231.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.1370%  | 0.0000% | $1107646.00        | $848560.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5210%  | 0.0000% | $5050128.00        | $4527836.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $9260336.00        | $9332571.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $4286208.00        | $4276502.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3558120.00        | $3550632.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 3.9550%  | 0.0000% | $8167000.00        | $8089486.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 4.0600%  | 0.0000% | $25000000.00       | $23820088.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-02-01      | 3.9800%  | 0.0000% | $191520.00         | $187093.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.5000%  | 0.0000% | $7876272.00        | $7134215.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0800%  | 0.0000% | $3104976.00        | $2592700.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 3.4000%  | 0.0000% | $9495664.00        | $8561451.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 7.0000%  | 0.0000% | $2499960.00        | $454031.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 1.9500%  | 0.0000% | $6000000.00        | $4829879.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 3.9100%  | 0.0000% | $73380000.00       | $68561775.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 4.5900%  | 0.0000% | $48000000.00       | $47685672.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 5.3700%  | 0.0000% | $81501000.00       | $84838941.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 5.5000%  | 0.0000% | $18261000.00       | $18962889.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 4.6800%  | 0.0000% | $30751000.00       | $30666834.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 4.3400%  | 0.0000% | $10800000.00       | $10444000.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $96727680.00       | $72671011.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 8.1850%  | 0.0000% | $3395940.00        | $31458.76          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.2510%  | 0.0000% | $5114536.00        | $4721722.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.3560%  | 0.0000% | $6219144.00        | $4915886.14        | Agency Mortgage-Backed Securities |

### Security 33: JP MORGAN SEC LLC TREASURY REPO 4.3400 20250602

- **C.1 - Title:** JP MORGAN SEC LLC TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 6169996B9, C.5 - Other ID: 6169996B9
- **C.18 - Value (incl. sponsor support):** $34000000.00
- **C.18.a - Value (excl. sponsor support):** $34000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** 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          | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $93.14             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 0.6250%  | 0.0000% | $36028000.00       | $34679924.40       | U.S. Treasuries (including strips) |

### Security 34: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809756J2, C.5 - Other ID: 7809756J2
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-03-19      | 0.0000%  | 0.0000% | $1057300.00        | $1022736.86        | U.S. Treasuries (including strips) |
| USTR          | 2025-09-11      | 0.0000%  | 0.0000% | $77500.00          | $76562.25          | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 4.5000%  | 0.0000% | $154900.00         | $153124.09         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $92414900.00       | $94627612.32       | U.S. Treasuries (including strips) |

### Security 35: ROYAL BANK OF CANADA NY TREASURY REPO 4.3300 20250606

- **C.1 - Title:** ROYAL BANK OF CANADA NY TREASURY REPO 4.3300 20250606 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809775W0, C.5 - Other ID: 7809775W0
- **C.18 - Value (incl. sponsor support):** $265000000.00
- **C.18.a - Value (excl. sponsor support):** $265000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $250000000.00      | $251955573.75      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $17241100.00       | $17663868.91       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $680400.00         | $680563.74         | U.S. Treasuries (including strips) |

### Security 36: RBC DS MORTGAGE REPO 4.3500 20250602

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.3500 20250602 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809791J9, C.5 - Other ID: 7809791J9
- **C.18 - Value (incl. sponsor support):** $1006000000.00
- **C.18.a - Value (excl. sponsor support):** $1006000000.00
- **C.19 - Percentage of Net Assets:** 5.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-10-01      | 6.0000%  | 0.0000% | $1019.00           | $14.12             | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $174.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-06-01      | 4.0000%  | 0.0000% | $3346.00           | $410.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-05-01      | 6.0000%  | 0.0000% | $5139.00           | $4228.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-05-01      | 3.5000%  | 0.0000% | $2097.00           | $1278.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $656.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $745.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $758.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $891.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $10585.00          | $1907.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1112.00           | $530.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $3404.00           | $3270.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $6328873.00        | $6409874.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $541.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $20024.00          | $14286.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $741.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $40017.00          | $31440.91          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $230800.00         | $186941.78         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $840.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1730.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $2131.00           | $2124.96           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $908.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $286.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-07-01      | 2.5000%  | 0.0000% | $3000.00           | $1848.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $705.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $636.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $665.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $758.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $762.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $748.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $686.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $823.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $491.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $970.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $736.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $880.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $973.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $895.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $866.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $969.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $847.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $943.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $710.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $852.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $505.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $998.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $992.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $926.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $996.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $1002.00           | $351.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $461.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $548.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $626.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $635.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $792.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $745.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $843.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $882.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.5000%  | 0.0000% | $696750.00         | $685524.52         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $912.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 4.0000%  | 0.0000% | $1000.00           | $129.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 3.0000%  | 0.0000% | $1889.00           | $95.16             | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $202.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $26720639.00       | $7237797.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $159.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1005.00           | $174.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $1001.00           | $114.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $103.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 4.0000%  | 0.0000% | $1002.00           | $34.06             | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-11-01      | 4.5000%  | 0.0000% | $30199945.00       | $1006848.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 4.5000%  | 0.0000% | $5536.00           | $40.67             | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1546622.00        | $1172565.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $909.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $986.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1046.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2926.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $834.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $938.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $340290.00         | $261115.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $969.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $1024189.00        | $735420.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $911.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $455717.00         | $465737.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1042651.00        | $1066459.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $944.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $173924.00         | $177171.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $970.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $998.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $944.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $975.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1002.00           | $999.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $160.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $171.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $10475.00          | $1176.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $227.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $227.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $212.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $1893.00           | $183.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $383000.00         | $153051.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $3518904.00        | $2082428.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $3438216.00        | $2648413.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $636.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1845.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $4286216.00        | $3805189.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $719.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $705.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $807.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3087.00           | $2342.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1466.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $711.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $728.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $768.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3268.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $935.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $789.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $810.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $642.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $752.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $858.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1019.00           | $230.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $4006.00           | $410.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $256.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $720196.00         | $284427.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 4.5000%  | 0.0000% | $1024.00           | $263.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $578.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $362.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $112588591.00      | $64047233.57       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $573.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $309831.00         | $150771.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $489000.00         | $295538.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $640.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $597.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $72246199.00       | $45328046.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $649.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $628.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 2.5000%  | 0.0000% | $534000.00         | $335812.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $655.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $716.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $728.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $621.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $688.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $728.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $971000.00         | $724505.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $788.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $657.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $732.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $476000.00         | $339927.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2245.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $796.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $748.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $791.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $783.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $8042659.00        | $6303128.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $632992.00         | $544876.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $758.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $9860928.00        | $7797065.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $55646.00          | $47355.86          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $139002.00         | $104049.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $665584.00         | $536615.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $11372098.00       | $9668626.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $360058.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $741252.00         | $648294.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $83940.00          | $67839.37          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $184000.00         | $157038.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $389289.00         | $343307.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $814.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $859.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $867759.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1780.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $755000.00         | $659325.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $939.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $870.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1813240.00        | $1685776.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $848000.00         | $770570.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $886.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $3318741.00        | $2362159.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $839000.00         | $778939.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $1168457.00        | $1015438.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $857.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $862.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $984.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $818.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $7316726.00        | $6959885.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1001.00           | $980.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $966.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $5029486.00        | $4065018.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $33614912.00       | $32586377.06       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $70000.00          | $64939.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $4802888.00        | $4680586.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $978.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $296508.00         | $293255.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $962.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $27910.00          | $25935.16          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1284521.00        | $1232210.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $141000.00         | $136353.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $26275800.00       | $22518444.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $153.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $157.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $176926.00         | $40677.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $413.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $855920.00         | $398421.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $316.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $2152016.00        | $849996.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $70000.00          | $32859.56          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 2.5000%  | 0.0000% | $1000.00           | $546.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $100000.00         | $33680.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $778941.00         | $340331.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.5000%  | 0.0000% | $1000.00           | $380.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $299.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $244.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 3.0000%  | 0.0000% | $5700000.00        | $2000582.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 4.5000%  | 0.0000% | $783395.00         | $361358.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $587.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $530.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $870621.00         | $486287.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1263.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $157001.00         | $90322.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $202000.00         | $83865.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $96156.00          | $60838.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1566930.00        | $1014022.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1201.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $632.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $666.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $627.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $643.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $841000.00         | $561347.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $7481.00           | $4725.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $90000.00          | $55880.46          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $648.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1080798.00        | $742585.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $661.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $80000.00          | $52932.42          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $589.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $646.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $634.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $651.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $37212.00          | $24826.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $655.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $374509.00         | $239407.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $645.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $6000.00           | $4222.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 5.0000%  | 0.0000% | $137000.00         | $80002.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $34000.00          | $21088.48          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $693.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $655.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $700.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $103509.00         | $73212.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $649.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3644.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $5000.00           | $3784.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $109314.00         | $72005.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1280462.00        | $912459.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $189000.00         | $142296.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $2001.00           | $1542.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $682.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $703.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $762.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1719640.00        | $1270882.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $750.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $40000.00          | $30016.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $936000.00         | $611929.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2183.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $64690.00          | $50490.90          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $103908.00         | $78642.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $1000.00           | $706.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $54000.00          | $36038.38          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $128714.00         | $95071.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $913.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $190000.00         | $128213.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $7459520.00        | $6129395.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1470.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $996486.00         | $872015.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 3.5000%  | 0.0000% | $1000.00           | $795.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $719.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 2.5000%  | 0.0000% | $25000.00          | $18147.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1512.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $647.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $759.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $2016.00           | $1538.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $975000.00         | $706909.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $858.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $160000.00         | $126806.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $850.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $126089.00         | $105221.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $754.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $6858360.00        | $5943758.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $813.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $886.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $801.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $860.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $961784.00         | $696422.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $900.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $752.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $767.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $950.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $950.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $2047.00           | $1868.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $3135708.00        | $2986944.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3650.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $2426722.00        | $2053724.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $5202.00           | $5040.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $548898.00         | $463558.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $14320816.00       | $14020185.68       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $951.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $992.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $32066752.00       | $31996229.03       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 5.8000%  | 0.0000% | $1003.00           | $60.83             | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-09-01      | 5.0000%  | 0.0000% | $1000.00           | $102.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-01-01      | 5.5000%  | 0.0000% | $1019.00           | $5.56              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 4.5300%  | 0.0000% | $1000.00           | $315.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 5.0000%  | 0.0000% | $1000.00           | $39.36             | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-06-01      | 4.5000%  | 0.0000% | $1003.00           | $40.61             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2996.00           | $520.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 2.5000%  | 0.0000% | $1000.00           | $263.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $2000.00           | $381.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-09-01      | 5.1500%  | 0.0000% | $1000.00           | $493.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 4.0000%  | 0.0000% | $1000.00           | $108.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 3.0000%  | 0.0000% | $2010.00           | $161.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1007.00           | $123.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 4.0000%  | 0.0000% | $2000.00           | $224.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-10-01      | 2.5000%  | 0.0000% | $1000.00           | $32.96             | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 3.5000%  | 0.0000% | $1002.00           | $117.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-05-01      | 3.0000%  | 0.0000% | $1000.00           | $71.77             | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $605.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 1.5000%  | 0.0000% | $1000.00           | $610.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $6008.00           | $553.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $42000.00          | $23254.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $58000.00          | $33680.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $620929.00         | $406707.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $305000.00         | $197482.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 2.0000%  | 0.0000% | $93999.00          | $62030.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $45964.00          | $32858.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-05-01      | 3.0000%  | 0.0000% | $49000.00          | $31174.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $547463.00         | $411408.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $667.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $9000.00           | $6899.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $775.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3000.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $78000.00          | $59527.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 3.5000%  | 0.0000% | $1263444.00        | $991669.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $12856362.00       | $10462422.40       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $812.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $389855.00         | $324034.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2045.00           | $1649.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $588639.00         | $529098.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 4.0000%  | 0.0000% | $1002674.00        | $841307.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $9220000.00        | $8255315.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $20145.00          | $17184.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 4.5000%  | 0.0000% | $75310.00          | $68253.45          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $421852.00         | $397289.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $477041.00         | $456836.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 4.0000%  | 0.0000% | $7936.00           | $7158.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 3.5000%  | 0.0000% | $1000.00           | $888.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $939.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $976.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2990.95           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $938.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $937464.00         | $938551.33         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $4912968.00        | $4625755.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $175734.00         | $179130.73         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $3883400.00        | $3761545.97        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1841952.00        | $1881741.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.27           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $914635.00         | $920217.98         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $9205280.00        | $9376263.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $12236270.00       | $12132322.10       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $913.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1141240.00        | $982099.64         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $17835221.00       | $15565122.17       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1846.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $975.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $48817828.00       | $44158264.81       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $8728117.00        | $7923195.81        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $5690.00           | $5434.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $3379904.00        | $3253514.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $3214364.00        | $3167524.05        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $8417700.00        | $8749333.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 4.5000%  | 0.0000% | $324560.00         | $306739.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $16569424.00       | $6281306.71        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $148068083.00      | $104697620.78      | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $32949134.00       | $24307321.37       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $1188.00           | $613.33            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 3.5000%  | 0.0000% | $1024.00           | $614.66            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $814.36            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $2798128.00        | $2124083.49        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 3.5000%  | 0.0000% | $6785.00           | $4903.14           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $24590086.00       | $19077770.70       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $2120.00           | $1554.78           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $16998.00          | $12512.37          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $3000.00           | $2369.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $2064.00           | $1286.68           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $775.23            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $33000.00          | $24991.34          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $1536.00           | $1221.63           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $33979.00          | $24212.58          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 6.5000%  | 0.0000% | $76603360.00       | $44366269.78       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $1025.00           | $724.37            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $474776.00         | $274186.66         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $55112.00          | $39594.64          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 6.0000%  | 0.0000% | $9000.00           | $6504.06           | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-02-20      | 5.5000%  | 0.0000% | $2000.00           | $1756.19           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 5.5000%  | 0.0000% | $2224272.00        | $1920580.17        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 5.0000%  | 0.0000% | $1000.00           | $931.79            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $79226.00          | $14750.63          | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-02-15      | 4.4700%  | 0.0000% | $1000.00           | $942.46            | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-08-15      | 3.5000%  | 0.0000% | $2011.00           | $347.46            | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-05-20      | 3.7500%  | 0.0000% | $72250.00          | $29639.32          | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-04-15      | 5.0000%  | 0.0000% | $1008.00           | $975.68            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-01-15      | 5.7000%  | 0.0000% | $1000.00           | $1019.19           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-02-15      | 5.7900%  | 0.0000% | $1000.00           | $1036.20           | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-12-15      | 5.7300%  | 0.0000% | $1000.00           | $1023.01           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $998.64            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1017.15           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $1000.00           | $1051.50           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $998.43            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1053.00           | $1088.12           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1019.15           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $2988.00           | $2995.36           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $799823.00         | $801677.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1982.00           | $2051.14           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2285670.00        | $2270243.00        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $980.26            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $984.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 4.0000%  | 0.0000% | $75859818.00       | $69115705.34       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $65928704.00       | $63626464.38       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $22974010.00       | $22669014.96       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $967.97            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1010.27           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $6289472.00        | $6285619.81        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.99           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1527664.00        | $1610239.12        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $5073576.00        | $5246306.15        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $2000.00           | $2048.63           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $4270224.00        | $4271819.17        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.54           | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-08-20      | 6.0000%  | 0.0000% | $1002.00           | $29.42             | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $99.49             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 4.0000%  | 0.0000% | $112696892.00      | $10248364.11       | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 3.0000%  | 0.0000% | $1024.00           | $388.55            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $1105.00           | $643.69            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 5.0000%  | 0.0000% | $582336.00         | $456431.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $33479376.00       | $22308244.22       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $6110702.00        | $3603821.23        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $82561666.00       | $55441151.96       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $1008.00           | $743.06            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $37073.00          | $33724.69          | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-03-15      | 5.5000%  | 0.0000% | $1013.00           | $10.00             | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-12-15      | 5.5000%  | 0.0000% | $12972645.00       | $184156.18         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-12-15      | 4.0000%  | 0.0000% | $18688117.00       | $1050909.18        | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-05-20      | 3.5000%  | 0.0000% | $3485792.00        | $253978.62         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-20      | 3.0000%  | 0.0000% | $1000.00           | $473.81            | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-05-15      | 5.5000%  | 0.0000% | $1000.00           | $67.41             | Agency Mortgage-Backed Securities  |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $90.43             | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $462900.00         | $429672.47         | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $195000.00         | $201316.01         | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $10832900.00       | $10980125.70       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $76271800.00       | $75895025.62       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |

### Security 37: RBC DS TREASURY REPO 4.3400 20250602

- **C.1 - Title:** RBC DS TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809974H2, C.5 - Other ID: 7809974H2
- **C.18 - Value (incl. sponsor support):** $401000000.00
- **C.18.a - Value (excl. sponsor support):** $401000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-07-24      | 0.0000%  | 0.0000% | $800.00            | $794.84            | U.S. Treasuries (including strips) |
| USTR          | 2025-06-24      | 0.0000%  | 0.0000% | $3103200.00        | $3094107.62        | U.S. Treasuries (including strips) |
| USTR          | 2025-09-11      | 0.0000%  | 0.0000% | $14100.00          | $13929.39          | U.S. Treasuries (including strips) |
| USTR          | 2025-07-15      | 0.0000%  | 0.0000% | $20100.00          | $19991.94          | U.S. Treasuries (including strips) |
| USTR          | 2025-07-22      | 0.0000%  | 0.0000% | $2896400.00        | $2878404.67        | U.S. Treasuries (including strips) |
| USTR          | 2025-09-16      | 0.0000%  | 0.0000% | $276000.00         | $272472.72         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $97.41             | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $204.79            | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $200.00            | $200.78            | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $19168400.00       | $17333899.53       | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $62.76             | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $140.30            | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.27             | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $167.00            | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $87.57             | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $200.00            | $187.33            | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $373.48            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $97.36             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $17055000.00       | $21208579.29       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $5100.00           | $6405.02           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $300.00            | $254.74            | U.S. Treasuries (including strips) |
| USTR          | 2025-06-30      | 0.2500%  | 0.0000% | $265000.00         | $264293.75         | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $84.24             | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $92.80             | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $183.37            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $15470200.00       | $13089091.17       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $600.00            | $576.05            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $168.60            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $400.00            | $371.28            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $174.12            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $55600700.00       | $56482219.11       | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $24801800.00       | $24853696.75       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $1000.00           | $995.08            | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $2710600.00        | $2601810.75        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $197900.00         | $210054.52         | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $35815600.00       | $35913150.02       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $67500.00          | $68888.59          | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $4840400.00        | $4749848.68        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $21000.00          | $21291.28          | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $300.00            | $299.73            | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $98.59             | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $258100.00         | $265959.25         | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $105976100.00      | $106193699.51      | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $6807600.00        | $7144221.80        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $33300.00          | $34133.15          | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $10328000.00       | $10461645.18       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $900.00            | $911.85            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $197.48            | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $4415000.00        | $4393190.38        | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $17102900.00       | $16704105.24       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.26            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $51433400.00       | $52662629.87       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $27995400.00       | $28071051.83       | U.S. Treasuries (including strips) |

### Security 38: TD SECURITIES USA LLC TREASURY REPO 4.3400 20250602

- **C.1 - Title:** TD SECURITIES USA LLC TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8919929W1, C.5 - Other ID: 8919929W1
- **C.18 - Value (incl. sponsor support):** $41000000.00
- **C.18.a - Value (excl. sponsor support):** $41000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $13804200.00       | $13362503.26       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $14375000.00       | $13262367.38       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $2177300.00        | $2205407.80        | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $12325800.00       | $12783412.69       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $206300.00         | $206349.65         | U.S. Treasuries (including strips) |

### Security 39: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195518905.38
- **C.18.a - Value (excl. sponsor support):** $195518905.38
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $112495455.00
- **C.18.a - Value (excl. sponsor support):** $112495455.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $691207811.43
- **C.18.a - Value (excl. sponsor support):** $691207811.43
- **C.19 - Percentage of Net Assets:** 3.5500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: 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: 912797PS0, C.4 - ISIN: US912797PS04, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $837516018.75
- **C.18.a - Value (excl. sponsor support):** $837516018.75
- **C.19 - Percentage of Net Assets:** 4.3100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **C.10 - Ratings:** Fitch, Inc.: 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 43: 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: 912797PT8, C.4 - ISIN: US912797PT86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $401959478.18
- **C.18.a - Value (excl. sponsor support):** $401959478.18
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $436679465.20
- **C.18.a - Value (excl. sponsor support):** $436679465.20
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $429308460.00
- **C.18.a - Value (excl. sponsor support):** $429308460.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $503655457.20
- **C.18.a - Value (excl. sponsor support):** $503655457.20
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394695276.00
- **C.18.a - Value (excl. sponsor support):** $394695276.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197203500.00
- **C.18.a - Value (excl. sponsor support):** $197203500.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $91849414.30
- **C.18.a - Value (excl. sponsor support):** $91849414.30
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52730859.11
- **C.18.a - Value (excl. sponsor support):** $52730859.11
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199929688.00
- **C.18.a - Value (excl. sponsor support):** $199929688.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.426263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $486922153.95
- **C.18.a - Value (excl. sponsor support):** $486922153.95
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.471263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $685990328.44
- **C.18.a - Value (excl. sponsor support):** $685990328.44
- **C.19 - Percentage of Net Assets:** 3.5300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.546263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $106126703.92
- **C.18.a - Value (excl. sponsor support):** $106126703.92
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.451263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100068006.00
- **C.18.a - Value (excl. sponsor support):** $100068006.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.483263%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245300904.10
- **C.18.a - Value (excl. sponsor support):** $245300904.10
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: WELLS FARGO SECURITIES TREASURY REPO 4.3400 20250602

- **C.1 - Title:** WELLS FARGO SECURITIES TREASURY REPO 4.3400 20250602 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 9499868V8, C.5 - Other ID: 9499868V8
- **C.18 - Value (incl. sponsor support):** $73000000.00
- **C.18.a - Value (excl. sponsor support):** $73000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2037-05-15      | 5.0000%  | 0.0000% | $34262300.00       | $35911380.23       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $19557600.00       | $15815446.88       | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $19422100.00       | $14486280.66       | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $474600.00         | $394979.26         | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $8626300.00        | $7851967.34        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-06-06

**By:** Alan S. Dupski

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

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