# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001258897-25-000161
**Filing Date:** 2025-9
**Character Count:** 253547
**Document Hash:** 98760e60f232f67a7e8399a0807559ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001258897-25-000161.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001258897-25-000161

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FEDERATED HERMES INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000912577

**ORGANIZATION NAME:**
- **EIN:** 256425525
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08042
- **FILM NUMBER:** 251298935

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED INSURANCE SERIES
- **DATE OF NAME CHANGE:** 19960328

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSURANCE MANAGEMENT SERIES
- **DATE OF NAME CHANGE:** 19930924

## Series and Classes Contracts Data

### Federated Hermes Government Money Fund II (Series ID: S000009743)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026768 | Service Shares |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000912577

### General Information

**Report for (YYYY-MM-DD):** 2025-08-29

**Registrant Full Name:** Federated Hermes Insurance Series

**CIK Number of Registrant:** 0000912577

**LEI of Registrant:** 254900PGYAB5I8WZFV72

**Name of Series:** FEDERATED HERMES GOVERNMENT MONEY FUND II

**LEI of Series:** 254900P826KPVQ1HK209

**EDGAR Series Identifier:** S000009743

**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            | Federated Investment Management Company | 801-34612         |
| Independent Public Accountant | KPMG LLP<br>City: Boston<br>State: MA   |  |
| Administrator                 | Federated Administrative Services       |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143      | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-69268

- **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:** 47 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $78326173.84

- **Amortized Cost of Portfolio Securities:** $78314395.04

- **Cash:** $0.00

- **Total Other Assets:** $142122.90

- **Total Liabilities:** $2536686.25

- **Net Assets of Series:** $75924306.99

- **Number of Shares Outstanding (Series):** 75924009.9500

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

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

- **Is cash management vehicle an affiliated fund?:** No

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $63423900.94              | $63423900.94               | 81.9400%                  | 81.9400%                   |
| 2025-08-04 | $63721491.31              | $63721491.31               | 82.0200%                  | 82.0200%                   |
| 2025-08-05 | $63529090.46              | $63529090.46               | 81.9700%                  | 81.9700%                   |
| 2025-08-06 | $63550578.92              | $63550578.92               | 81.9800%                  | 81.9800%                   |
| 2025-08-07 | $66262059.02              | $66262059.02               | 82.5900%                  | 82.5900%                   |
| 2025-08-08 | $57998087.11              | $66097375.45               | 72.0600%                  | 82.1200%                   |
| 2025-08-11 | $54864731.10              | $65964031.30               | 68.2900%                  | 82.1000%                   |
| 2025-08-12 | $51568341.24              | $62667653.29               | 66.6700%                  | 81.0200%                   |
| 2025-08-13 | $52085725.13              | $63185049.05               | 66.8900%                  | 81.1500%                   |
| 2025-08-14 | $52727621.55              | $63826957.33               | 66.9500%                  | 81.0400%                   |
| 2025-08-15 | $55025822.84              | $63621640.87               | 70.4800%                  | 81.4900%                   |
| 2025-08-18 | $55214116.66              | $63810005.77               | 70.8300%                  | 81.8600%                   |
| 2025-08-19 | $53934980.76              | $64530940.96               | 68.5500%                  | 82.0200%                   |
| 2025-08-20 | $52198634.68              | $62794665.95               | 68.1100%                  | 81.9400%                   |
| 2025-08-21 | $52768588.01              | $63464690.37               | 67.9100%                  | 81.6700%                   |
| 2025-08-22 | $52259989.68              | $62956305.30               | 67.6800%                  | 81.5300%                   |
| 2025-08-25 | $52082252.94              | $63778639.64               | 66.7400%                  | 81.7300%                   |
| 2025-08-26 | $52661585.43              | $62858043.21               | 68.2900%                  | 81.5100%                   |
| 2025-08-27 | $51503027.10              | $62599555.96               | 67.0100%                  | 81.4500%                   |
| 2025-08-28 | $52793459.92              | $64015059.86               | 67.3400%                  | 81.6500%                   |
| 2025-08-29 | $52834650.58              | $64056463.77               | 67.3400%                  | 81.6500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.4000%             |
| 2025-08-04 | 4.3800%             |
| 2025-08-05 | 4.3800%             |
| 2025-08-06 | 4.3800%             |
| 2025-08-07 | 4.3700%             |
| 2025-08-08 | 4.3700%             |
| 2025-08-11 | 4.3800%             |
| 2025-08-12 | 4.3800%             |
| 2025-08-13 | 4.3800%             |
| 2025-08-14 | 4.3800%             |
| 2025-08-15 | 4.3800%             |
| 2025-08-18 | 4.3700%             |
| 2025-08-19 | 4.3700%             |
| 2025-08-20 | 4.3700%             |
| 2025-08-21 | 4.3700%             |
| 2025-08-22 | 4.3700%             |
| 2025-08-25 | 4.3700%             |
| 2025-08-26 | 4.3700%             |
| 2025-08-27 | 4.3700%             |
| 2025-08-28 | 4.3700%             |
| 2025-08-29 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0001                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0002                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0001                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0002                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $75924306.99

- **Number of Shares Outstanding:** 75924009.9500

- **Expense Reimbursement/Waiver:** 6687.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $310353.81                | $17300.47               |
| 2025-08-04 | $581.24                   | $219675.76              |
| 2025-08-05 | $17992.05                 | $19995.56               |
| 2025-08-06 | $17881.77                 | $5484.29                |
| 2025-08-07 | $28970.76                 | $37445.31               |
| 2025-08-08 | $14960.52                 | $38969.78               |
| 2025-08-11 | $361690.78                | $15234.65               |
| 2025-08-12 | $18326.57                 | $43453.44               |
| 2025-08-13 | $93217.61                 | $77431.79               |
| 2025-08-14 | $1415.09                  | $107747.19              |
| 2025-08-15 | $2249.82                  | $466148.33              |
| 2025-08-18 | $2791.23                  | $132129.61              |
| 2025-08-19 | $1123.79                  | $47694.02               |
| 2025-08-20 | $2927.53                  | $52637.10               |
| 2025-08-21 | $196259.58                | $377996.37              |
| 2025-08-22 | $379.92                   | $19178.26               |
| 2025-08-25 | $125611.78                | $7934.27                |
| 2025-08-26 | $6961.97                  | $189627.63              |
| 2025-08-27 | $1093.64                  | $267335.47              |
| 2025-08-28 | $3398.44                  | $18219.44               |
| 2025-08-29 | $46993.55                 | $11287.21               |

**Total Gross Subscriptions (Month):** $1255181.45

**Total Gross Redemptions (Month):** $2172925.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7600%           |
| 2025-08-04 | 3.7500%           |
| 2025-08-05 | 3.7500%           |
| 2025-08-06 | 3.7500%           |
| 2025-08-07 | 3.7400%           |
| 2025-08-08 | 3.7400%           |
| 2025-08-11 | 3.7400%           |
| 2025-08-12 | 3.7400%           |
| 2025-08-13 | 3.7400%           |
| 2025-08-14 | 3.7400%           |
| 2025-08-15 | 3.7400%           |
| 2025-08-18 | 3.7400%           |
| 2025-08-19 | 3.7400%           |
| 2025-08-20 | 3.7400%           |
| 2025-08-21 | 3.7300%           |
| 2025-08-22 | 3.7300%           |
| 2025-08-25 | 3.7300%           |
| 2025-08-26 | 3.7400%           |
| 2025-08-27 | 3.7400%           |
| 2025-08-28 | 3.7400%           |
| 2025-08-29 | 3.7400%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 17.9100%         | 0.0000%              |
| Insurance company |  | 15.1300%         | 0.0000%              |
| Insurance company |  | 12.4800%         | 0.0000%              |
| Insurance company |  | 9.9700%          | 0.0000%              |
| Insurance company |  | 26.3900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.340%, 9/2/2025
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $16474.67          | $14359.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $39555.10          | $38016.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $84271.80          | $84635.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  |  | $497298.88         | $493899.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $419885.60         | $417607.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $187363.48         | $174431.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $175151.17         | $148711.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $1395.83           | $1380.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $168522.54         | $149051.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $639969.81         | $621173.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $196099.65         | $166427.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $69767.55          | $65543.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $411835.21         | $367939.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3112 | 2052-10-01      | 5.0000%  |  | $7062.97           | $7029.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $49475.07          | $51985.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $387309.41         | $384698.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $1018317.21        | $1010668.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $176411.84         | $181883.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $331532.84         | $331936.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $204452.08         | $199256.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $58015.52          | $54907.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $12221.02          | $10801.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0393 | 2047-09-01      | 4.0000%  |  | $6825.58           | $6491.13           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $1032000.00        | $1045740.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $17484.96          | $17351.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $53472.54          | $54772.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $219072.45         | $193444.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $215422.71         | $183035.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $275191.47         | $272879.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $31687.86          | $32501.09          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $1013000.00        | $1048479.42        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS7329 | 2032-12-01      | 5.4100%  |  | $246948.04         | $257924.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $66324.84          | $62984.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $35759.10          | $38111.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $29.10             | $29.95             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $4696.29           | $4438.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1320.59           | $1371.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $139860.42         | $139780.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $60584.13          | $60349.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $415884.81         | $413605.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $32896.37          | $32911.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $425163.50         | $388073.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $224192.23         | $205889.90         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $87465.96          | $83644.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $171212.16         | $171605.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $77936.44          | $79231.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $266485.45         | $271363.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $39531.31          | $39463.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $4554.71           | $4288.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $83853.21          | $77320.49          | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $11720.00          | $11908.75          | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $35084.00          | $33800.70          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $19040.00          | $18618.75          | U.S. Treasuries (including strips) |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.350%, 9/8/2025
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 10.5400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DJ8269 C     | 2055-08-20      | 6.0000%  |  | $53773.35          | $55576.68          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-070 GA     | 2052-02-20      | 5.0000%  |  | $35447.75          | $35692.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-120 FG     | 2055-07-20      | 5.5950%  |  | $1420237.10        | $1425348.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNPL PN DJ7951       | 2060-07-15      | 5.9900%  |  | $28531.66          | $30568.64          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1748       | 2060-02-15      | 5.8500%  |  | $6196.29           | $6615.73           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8946       | 2060-02-15      | 4.9000%  |  | $5747.95           | $5767.95           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3879       | 2059-11-15      | 4.9800%  |  | $5733.53           | $5774.67           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5546       | 2059-10-15      | 5.0100%  |  | $6610.19           | $6665.98           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4693       | 2049-11-15      | 5.4400%  |  | $6574.13           | $6828.38           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DD2255       | 2067-01-15      | 5.2400%  |  | $22880.94          | $23104.55          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2245       | 2059-10-15      | 5.0200%  |  | $5728.94           | $5791.47           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7244       | 2060-05-15      | 5.5900%  |  | $2054.95           | $2163.04           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7240       | 2060-04-15      | 5.5200%  |  | $6646.79           | $6927.38           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7180       | 2059-09-15      | 5.4700%  |  | $5023.94           | $5227.53           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7177       | 2066-07-15      | 5.7500%  |  | $5741.90           | $6002.18           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4402       | 2059-07-15      | 5.8900%  |  | $8.81              | $9.44              | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4200       | 2059-12-15      | 5.5900%  |  | $5920.26           | $6219.66           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS3813       | 2066-02-15      | 5.6900%  |  | $31128.39          | $32512.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $796.89            | $747.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  |  | $346707.46         | $296185.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8044 M     | 2052-05-20      | 3.5000%  |  | $951170.11         | $870788.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  |  | $14.83             | $13.21             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7027       | 2059-10-15      | 5.1800%  |  | $6612.27           | $6742.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  |  | $146.96            | $156.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $531.97            | $514.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9630 C     | 2055-08-20      | 6.0000%  |  | $51514.30          | $53591.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M     | 2047-05-20      | 3.5000%  |  | $104943.96         | $97592.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4499 C     | 2055-08-20      | 6.0000%  |  | $38013.45          | $39418.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4502 C     | 2055-08-20      | 6.0000%  |  | $61136.92          | $63187.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  |  | $115342.06         | $114556.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1116 C     | 2055-08-20      | 6.0000%  |  | $21852.10          | $22791.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $443185.30         | $453982.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8224 C     | 2055-08-20      | 6.0000%  |  | $150400.66         | $155721.18         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2243       | 2059-10-15      | 5.6000%  |  | $3571.23           | $3751.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3169 C     | 2055-08-20      | 6.0000%  |  | $48174.20          | $49848.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  |  | $126497.12         | $132451.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $163240.29         | $165188.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8270 C     | 2055-08-20      | 6.0000%  |  | $68415.00          | $70835.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4540 C     | 2055-08-20      | 6.0000%  |  | $33874.55          | $35239.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8273 C     | 2055-08-20      | 6.0000%  |  | $165220.76         | $170609.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1123 C     | 2055-08-20      | 6.0000%  |  | $94347.05          | $97632.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  |  | $35222.05          | $35794.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3224 C     | 2055-08-20      | 6.0000%  |  | $34792.44          | $36067.32          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7255       | 2060-07-15      | 5.8200%  |  | $41891.05          | $44504.37          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7031       | 2060-01-15      | 5.4400%  |  | $6630.99           | $6892.55           | Agency Mortgage-Backed Securities         |
| FMAC FERA 5471FJ 11/25/54 | 2054-11-25      | 5.4984%  |  | $1892.56           | $1885.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-104 AB     | 2048-05-20      | 3.5000%  |  | $435492.05         | $419234.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 QT     | 2055-03-20      | 5.0000%  |  | $34611.86          | $33124.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB     | 2054-08-20      | 5.3950%  |  | $35541.08          | $35549.21          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-077 LC     | 2050-07-20      | 1.2500%  |  | $1237.03           | $963.70            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DK9628 C     | 2055-08-20      | 6.0000%  |  | $78257.71          | $81317.40          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9778       | 2060-05-15      | 5.6800%  |  | $5765.35           | $6075.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M     | 2054-11-20      | 4.0000%  |  | $80784.35          | $75611.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M     | 2054-11-20      | 4.5000%  |  | $1269.56           | $1227.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M     | 2055-06-20      | 6.0000%  |  | $24314.07          | $24917.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8858 C     | 2055-08-20      | 6.5000%  |  | $10065.40          | $10572.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  |  | $6942.89           | $6878.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654 | 2054-12-01      | 5.0000%  |  | $140456.69         | $140179.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C     | 2053-09-20      | 6.0000%  |  | $101674.08         | $105955.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004029 M     | 2037-09-20      | 6.5000%  |  | $238.79            | $257.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  |  | $114.45            | $119.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8810 C     | 2055-08-20      | 6.0000%  |  | $2795.82           | $2884.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8712 C     | 2055-07-20      | 6.5000%  |  | $419.46            | $437.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4538 C     | 2055-08-20      | 6.0000%  |  | $30243.24          | $31498.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4535 C     | 2055-08-20      | 6.0000%  |  | $20742.01          | $21514.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $177704.00         | $179825.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $17922.88          | $18136.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0480 M     | 2055-07-20      | 3.0000%  |  | $317.87            | $282.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0458 M     | 2040-07-20      | 5.0000%  |  | $97804.58          | $99185.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0426 M     | 2055-06-20      | 6.5000%  |  | $19.38             | $20.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $715659.60         | $724202.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0399 M     | 2040-06-20      | 5.0000%  |  | $206122.76         | $208971.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  |  | $368705.24         | $373106.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0144 M     | 2055-01-20      | 4.0000%  |  | $60300.61          | $56439.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7051 C     | 2055-08-20      | 6.5000%  |  | $10.85             | $11.32             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6662 C     | 2055-08-20      | 5.5000%  |  | $28258.49          | $28726.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4501 C     | 2055-08-20      | 6.0000%  |  | $56581.05          | $58530.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4500 C     | 2055-08-20      | 6.0000%  |  | $29189.66          | $30258.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4498 C     | 2055-08-20      | 6.0000%  |  | $36729.07          | $38129.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2222 C     | 2055-08-20      | 6.0000%  |  | $18518.84          | $19174.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2221 C     | 2055-08-20      | 6.0000%  |  | $34768.28          | $36019.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0457 C     | 2055-08-20      | 6.5000%  |  | $378.89            | $395.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9629 C     | 2055-08-20      | 6.0000%  |  | $57284.33          | $59524.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8225 C     | 2055-08-20      | 6.0000%  |  | $33444.85          | $34586.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8223 C     | 2055-08-20      | 6.0000%  |  | $113063.63         | $117202.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8222 C     | 2055-08-20      | 6.0000%  |  | $82500.99          | $85622.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3227 C     | 2055-08-20      | 6.0000%  |  | $25283.91          | $26187.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8274 C     | 2055-08-20      | 6.0000%  |  | $125316.67         | $129288.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8272 C     | 2055-08-20      | 6.0000%  |  | $111661.60         | $115406.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8271 C     | 2055-08-20      | 6.0000%  |  | $75862.87          | $78476.78          | Agency Mortgage-Backed Securities         |

### Security 3: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.500%, 10/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200040.76
- **C.18.a - Value (excl. sponsor support):** $200040.76
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 4: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.495%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250105.93
- **C.18.a - Value (excl. sponsor support):** $250105.93
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 5: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.440%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100054.59
- **C.18.a - Value (excl. sponsor support):** $100054.59
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 6: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.475%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100075.80
- **C.18.a - Value (excl. sponsor support):** $100075.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.405%, 9/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500011.45
- **C.18.a - Value (excl. sponsor support):** $500011.45
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.485%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200186.52
- **C.18.a - Value (excl. sponsor support):** $200186.52
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.525%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200039.47
- **C.18.a - Value (excl. sponsor support):** $200039.47
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.335%, 1/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499910.60
- **C.18.a - Value (excl. sponsor support):** $499910.60
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.360%, 10/9/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300003.29
- **C.18.a - Value (excl. sponsor support):** $300003.29
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299542.00
- **C.18.a - Value (excl. sponsor support):** $299542.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.350%, 3/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299713.74
- **C.18.a - Value (excl. sponsor support):** $299713.74
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.340%, 4/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299789.36
- **C.18.a - Value (excl. sponsor support):** $299789.36
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.345%, 12/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499990.76
- **C.18.a - Value (excl. sponsor support):** $499990.76
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.415%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249992.24
- **C.18.a - Value (excl. sponsor support):** $249992.24
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.460%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149963.04
- **C.18.a - Value (excl. sponsor support):** $149963.04
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.375%, 1/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500049.60
- **C.18.a - Value (excl. sponsor support):** $500049.60
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.375%, 1/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250025.28
- **C.18.a - Value (excl. sponsor support):** $250025.28
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 5/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299730.25
- **C.18.a - Value (excl. sponsor support):** $299730.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499640.71
- **C.18.a - Value (excl. sponsor support):** $499640.71
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499843.30
- **C.18.a - Value (excl. sponsor support):** $499843.30
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.340%, 12/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299996.58
- **C.18.a - Value (excl. sponsor support):** $299996.58
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.340%, 1/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299995.50
- **C.18.a - Value (excl. sponsor support):** $299995.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.365%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499999.64
- **C.18.a - Value (excl. sponsor support):** $499999.64
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G65, C.4 - ISIN: US3130B7G650, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499820.06
- **C.18.a - Value (excl. sponsor support):** $499820.06
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299673.76
- **C.18.a - Value (excl. sponsor support):** $299673.76
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KD5, C.4 - ISIN: US3130B7KD50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499537.61
- **C.18.a - Value (excl. sponsor support):** $499537.61
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.270%, 10/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99521.67
- **C.18.a - Value (excl. sponsor support):** $99521.67
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.264%, 10/17/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $497209.72
- **C.18.a - Value (excl. sponsor support):** $497209.72
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.140%, 11/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247842.40
- **C.18.a - Value (excl. sponsor support):** $247842.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.100%, 1/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246556.88
- **C.18.a - Value (excl. sponsor support):** $246556.88
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 9/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125001.48
- **C.18.a - Value (excl. sponsor support):** $125001.48
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999.17
- **C.18.a - Value (excl. sponsor support):** $99999.17
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74976.38
- **C.18.a - Value (excl. sponsor support):** $74976.38
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.395%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24996.98
- **C.18.a - Value (excl. sponsor support):** $24996.98
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 4/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200009.96
- **C.18.a - Value (excl. sponsor support):** $200009.96
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125042.43
- **C.18.a - Value (excl. sponsor support):** $125042.43
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 5/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50006.50
- **C.18.a - Value (excl. sponsor support):** $50006.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100063.40
- **C.18.a - Value (excl. sponsor support):** $100063.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250052.22
- **C.18.a - Value (excl. sponsor support):** $250052.22
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100057.75
- **C.18.a - Value (excl. sponsor support):** $100057.75
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 6/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100022.34
- **C.18.a - Value (excl. sponsor support):** $100022.34
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100070.37
- **C.18.a - Value (excl. sponsor support):** $100070.37
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 7/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100071.46
- **C.18.a - Value (excl. sponsor support):** $100071.46
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.465%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175045.90
- **C.18.a - Value (excl. sponsor support):** $175045.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150040.52
- **C.18.a - Value (excl. sponsor support):** $150040.52
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150046.46
- **C.18.a - Value (excl. sponsor support):** $150046.46
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 8/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250170.91
- **C.18.a - Value (excl. sponsor support):** $250170.91
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150062.18
- **C.18.a - Value (excl. sponsor support):** $150062.18
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150129.92
- **C.18.a - Value (excl. sponsor support):** $150129.92
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100047.13
- **C.18.a - Value (excl. sponsor support):** $100047.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200099.89
- **C.18.a - Value (excl. sponsor support):** $200099.89
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100024.58
- **C.18.a - Value (excl. sponsor support):** $100024.58
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100047.73
- **C.18.a - Value (excl. sponsor support):** $100047.73
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.475%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100080.98
- **C.18.a - Value (excl. sponsor support):** $100080.98
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250143.66
- **C.18.a - Value (excl. sponsor support):** $250143.66
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59999.92
- **C.18.a - Value (excl. sponsor support):** $59999.92
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199918.50
- **C.18.a - Value (excl. sponsor support):** $199918.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.455%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999.91
- **C.18.a - Value (excl. sponsor support):** $99999.91
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249999.10
- **C.18.a - Value (excl. sponsor support):** $249999.10
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.435%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249963.57
- **C.18.a - Value (excl. sponsor support):** $249963.57
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 7/29/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199995.67
- **C.18.a - Value (excl. sponsor support):** $199995.67
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.480%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $150110.91
- **C.18.a - Value (excl. sponsor support):** $150110.91
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.510%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249998.94
- **C.18.a - Value (excl. sponsor support):** $249998.94
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.435%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $199967.59
- **C.18.a - Value (excl. sponsor support):** $199967.59
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.480%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200161.52
- **C.18.a - Value (excl. sponsor support):** $200161.52
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.480%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $100102.40
- **C.18.a - Value (excl. sponsor support):** $100102.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 69: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.135%, 9/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349917.65
- **C.18.a - Value (excl. sponsor support):** $349917.65
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99648.32
- **C.18.a - Value (excl. sponsor support):** $99648.32
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199296.63
- **C.18.a - Value (excl. sponsor support):** $199296.63
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248328.63
- **C.18.a - Value (excl. sponsor support):** $248328.63
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 73: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.110%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248328.63
- **C.18.a - Value (excl. sponsor support):** $248328.63
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 74: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397325.81
- **C.18.a - Value (excl. sponsor support):** $397325.81
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 75: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.190%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396086.93
- **C.18.a - Value (excl. sponsor support):** $396086.93
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $693152.13
- **C.18.a - Value (excl. sponsor support):** $693152.13
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495108.67
- **C.18.a - Value (excl. sponsor support):** $495108.67
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394879.30
- **C.18.a - Value (excl. sponsor support):** $394879.30
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.115%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $787671.09
- **C.18.a - Value (excl. sponsor support):** $787671.09
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $787671.09
- **C.18.a - Value (excl. sponsor support):** $787671.09
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98176.92
- **C.18.a - Value (excl. sponsor support):** $98176.92
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $783271.20
- **C.18.a - Value (excl. sponsor support):** $783271.20
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.060%, 10/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $795937.34
- **C.18.a - Value (excl. sponsor support):** $795937.34
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.240%, 10/23/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198832.67
- **C.18.a - Value (excl. sponsor support):** $198832.67
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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 85: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $389459.00
- **C.18.a - Value (excl. sponsor support):** $389459.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97364.75
- **C.18.a - Value (excl. sponsor support):** $97364.75
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $778918.00
- **C.18.a - Value (excl. sponsor support):** $778918.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.165%, 11/6/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496308.36
- **C.18.a - Value (excl. sponsor support):** $496308.36
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247399.39
- **C.18.a - Value (excl. sponsor support):** $247399.39
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 90: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.245%, 9/30/2025
- **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):** $996698.33
- **C.18.a - Value (excl. sponsor support):** $996698.33
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 91: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $388290.66
- **C.18.a - Value (excl. sponsor support):** $388290.66
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 92: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/11/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $791117.78
- **C.18.a - Value (excl. sponsor support):** $791117.78
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 93: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.235%, 10/7/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2987750.01
- **C.18.a - Value (excl. sponsor support):** $2987750.01
- **C.19 - Percentage of Net Assets:** 3.9400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 94: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.185%, 10/14/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $746355.62
- **C.18.a - Value (excl. sponsor support):** $746355.62
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 95: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.235%, 10/21/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1093782.79
- **C.18.a - Value (excl. sponsor support):** $1093782.79
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 96: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.220%, 10/21/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $745760.99
- **C.18.a - Value (excl. sponsor support):** $745760.99
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 97: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.145%, 10/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $993560.00
- **C.18.a - Value (excl. sponsor support):** $993560.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 98: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $677556.57
- **C.18.a - Value (excl. sponsor support):** $677556.57
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 99: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $788267.45
- **C.18.a - Value (excl. sponsor support):** $788267.45
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.120%, 1/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $688677.95
- **C.18.a - Value (excl. sponsor support):** $688677.95
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 101: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.220%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $693959.71
- **C.18.a - Value (excl. sponsor support):** $693959.71
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 102: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 11/25/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $693432.78
- **C.18.a - Value (excl. sponsor support):** $693432.78
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 103: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.210%, 12/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197966.91
- **C.18.a - Value (excl. sponsor support):** $197966.91
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 12/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494131.30
- **C.18.a - Value (excl. sponsor support):** $494131.30
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 105: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97899.61
- **C.18.a - Value (excl. sponsor support):** $97899.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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 106: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **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):** $146482.03
- **C.18.a - Value (excl. sponsor support):** $146482.03
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 107: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194189.06
- **C.18.a - Value (excl. sponsor support):** $194189.06
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 108: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.313%, 10/31/2025
- **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):** $750065.21
- **C.18.a - Value (excl. sponsor support):** $750065.21
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 109: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $201109.38
- **C.18.a - Value (excl. sponsor support):** $201109.38
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 110: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199759.37
- **C.18.a - Value (excl. sponsor support):** $199759.37
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 111: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.348%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500321.47
- **C.18.a - Value (excl. sponsor support):** $500321.47
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 112: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.241%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $999687.32
- **C.18.a - Value (excl. sponsor support):** $999687.32
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 113: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.303%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $999878.26
- **C.18.a - Value (excl. sponsor support):** $999878.26
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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 114: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.340%, 9/2/2025
- **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: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $6801000.00
- **C.18.a - Value (excl. sponsor support):** $6801000.00
- **C.19 - Percentage of Net Assets:** 8.9600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $114.19            | $107.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $6698.77           | $6306.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $1825.71           | $1781.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $20338.85          | $20333.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $141171.88         | $143011.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $264282.59         | $262807.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $256359.99         | $259487.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $258018.01         | $249562.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $262535.35         | $246326.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $129556.51         | $128920.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $251612.92         | $243349.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $356205.34         | $345961.95         | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  |  | $1293.70           | $1368.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  |  | $73942.88          | $79048.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ3489 | 2048-05-01      | 3.5000%  |  | $10926.31          | $10050.13          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $151367.96         | $150086.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $250091.45         | $253194.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $314431.09         | $313877.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $13347.24          | $12736.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $3714.98           | $3549.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $0.41              | $0.40              | Agency Mortgage-Backed Securities  |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $438250.88         | $442688.56         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $323347.98         | $317130.71         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $393034.74         | $403605.28         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $422020.60         | $419308.74         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $335028.39         | $341410.31         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $322228.91         | $316662.14         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $328730.66         | $337266.14         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $316827.68         | $335160.34         | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $309136.36         | $313780.88         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $140469.71         | $142732.00         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $340676.93         | $339194.69         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $153014.46         | $153012.34         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $369497.71         | $346544.54         | U.S. Treasuries (including strips) |

### Security 115: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.340%, 9/2/2025
- **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: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 13.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 GNII SF 003295 M | 2032-10-20      | 5.5000%  |  | $10.33             | $10.77             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003187 M | 2032-01-20      | 6.0000%  |  | $3.46              | $3.61              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003161 M | 2031-11-20      | 6.5000%  |  | $5.14              | $5.41              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003500 M | 2034-01-20      | 5.5000%  |  | $9.31              | $9.76              | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ6849 C | 2047-05-20      | 3.5000%  |  | $2150.09           | $1981.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3151 C | 2047-03-20      | 3.5000%  |  | $2272.85           | $2094.55           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AX3410 C | 2047-03-20      | 3.5000%  |  | $1411.28           | $1305.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1516 C | 2055-03-20      | 5.5000%  |  | $11268.74          | $11473.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1035 C | 2055-02-20      | 7.0000%  |  | $8179.22           | $8817.04           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0554 M | 2055-08-20      | 4.5000%  |  | $1995162.69        | $1928943.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0425 M | 2055-06-20      | 6.0000%  |  | $802657.33         | $822574.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0306 M | 2055-04-20      | 4.5000%  |  | $245183.66         | $237046.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0284 M | 2040-04-20      | 6.0000%  |  | $62425.56          | $64777.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0204 M | 2055-02-20      | 5.0000%  |  | $1467009.76        | $1457397.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9712 C | 2055-08-20      | 7.0000%  |  | $6864.08           | $7214.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2370 M | 2044-11-20      | 3.0000%  |  | $2575.92           | $2331.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1223 M | 2043-08-20      | 3.0000%  |  | $1455.91           | $1326.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1091 M | 2043-06-20      | 4.0000%  |  | $871.44            | $836.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1676 M | 2044-02-20      | 3.0000%  |  | $68.31             | $62.19             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0535 M | 2042-11-20      | 4.0000%  |  | $2963.96           | $2851.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0317 M | 2042-08-20      | 3.0000%  |  | $771.19            | $708.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0089 M | 2042-05-20      | 4.0000%  |  | $3258.96           | $3135.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6825 C | 2055-08-20      | 6.0000%  |  | $133981.53         | $138228.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4934 C | 2055-08-20      | 7.0000%  |  | $5623.92           | $5952.59           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4098 C | 2055-08-20      | 6.0000%  |  | $20262.18          | $20866.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2050 C | 2055-07-20      | 6.0000%  |  | $6928.56           | $7243.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6881 C | 2053-12-20      | 6.0000%  |  | $17989.00          | $18560.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8076 C | 2053-09-20      | 6.5000%  |  | $4298.86           | $4483.30           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV6245 C | 2053-08-20      | 7.0000%  |  | $44937.27          | $48008.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9689 C | 2053-11-20      | 6.5000%  |  | $4847.82           | $5037.88           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU6443 C | 2053-05-20      | 6.5000%  |  | $29902.78          | $31178.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1168 C | 2053-07-20      | 6.5000%  |  | $25923.05          | $27150.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ3551 C | 2046-03-20      | 3.5000%  |  | $2195.82           | $2026.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL5503 C | 2045-03-20      | 3.5000%  |  | $217.52            | $197.37            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9940 M | 2039-10-20      | 6.0000%  |  | $14426.23          | $14911.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI6773 C | 2051-10-20      | 3.0000%  |  | $7070.08           | $6278.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH6427 C | 2051-11-20      | 2.5000%  |  | $43591.27          | $36533.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9926 C | 2051-08-20      | 2.5000%  |  | $7051.91           | $6006.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ2572 C | 2050-11-20      | 2.5000%  |  | $1936.49           | $1649.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX9609 C | 2051-03-20      | 2.0000%  |  | $22265.73          | $18262.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT1865 C | 2050-11-20      | 3.0000%  |  | $12931.10          | $11099.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7589 C | 2050-03-20      | 4.0000%  |  | $551.76            | $518.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP8087 C | 2050-02-20      | 3.5000%  |  | $1309.05           | $1206.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF1069 C | 2048-01-20      | 3.5000%  |  | $4302.90           | $3970.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC4840 C | 2047-09-20      | 3.5000%  |  | $760.77            | $703.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9749 M | 2039-11-20      | 5.5000%  |  | $1032.41           | $1059.11           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9723 M | 2054-06-20      | 4.5000%  |  | $161025.53         | $155835.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9306 M | 2053-11-20      | 6.0000%  |  | $3115.04           | $3205.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9098 M | 2053-08-20      | 1.5000%  |  | $6247.64           | $4906.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9874 M | 2035-04-20      | 3.0000%  |  | $861.71            | $823.04            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8798 M | 2053-04-20      | 4.0000%  |  | $64197.37          | $60524.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M | 2053-02-20      | 5.5000%  |  | $28507.56          | $28982.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M | 2052-10-20      | 4.0000%  |  | $35477.16          | $33475.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M | 2052-10-20      | 5.5000%  |  | $266362.05         | $271845.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8269 M | 2052-09-20      | 5.0000%  |  | $28001.08          | $27945.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7851 M | 2037-02-20      | 1.5000%  |  | $949.95            | $855.76            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7832 M | 2052-01-20      | 5.0000%  |  | $933.47            | $935.84            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7771 M | 2051-12-20      | 4.5000%  |  | $7006.53           | $6869.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7736 M | 2036-12-20      | 1.5000%  |  | $364.57            | $328.43            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  |  | $311780.70         | $276930.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M | 2050-12-20      | 2.0000%  |  | $277566.44         | $227791.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M | 2050-11-20      | 3.5000%  |  | $11561.37          | $10634.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7841 C | 2055-06-20      | 7.5000%  |  | $30077.73          | $32599.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3236 C | 2055-07-20      | 6.0000%  |  | $39034.71          | $40329.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9916 C | 2055-07-20      | 7.0000%  |  | $5847.05           | $6210.17           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9904 C | 2055-07-20      | 7.0000%  |  | $38496.51          | $40975.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6580 C | 2055-05-20      | 6.5000%  |  | $7730.56           | $8060.60           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3185 C | 2055-08-20      | 5.5000%  |  | $43376.36          | $44052.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3166 C | 2055-08-20      | 5.5000%  |  | $47574.42          | $48242.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2919 C | 2055-07-20      | 5.5000%  |  | $82246.19          | $84262.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0746 C | 2055-04-20      | 7.0000%  |  | $8305.61           | $8738.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0740 C | 2055-05-20      | 5.5000%  |  | $12206.80          | $12487.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0733 C | 2055-05-20      | 6.0000%  |  | $7456.85           | $7714.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7181 C | 2054-12-20      | 5.5000%  |  | $13191.66          | $13445.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5673 C | 2055-02-20      | 5.5000%  |  | $7078.90           | $7178.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8881 C | 2054-09-20      | 6.5000%  |  | $12371.07          | $12898.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4855 C | 2054-11-20      | 6.5000%  |  | $63863.16          | $66744.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6968 M | 2035-11-20      | 2.5000%  |  | $2603.14           | $2450.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6818 M | 2050-08-20      | 2.0000%  |  | $662963.20         | $544076.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6654 M | 2050-05-20      | 2.0000%  |  | $278.18            | $228.76            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $235953.83         | $193641.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6039 M | 2049-07-20      | 3.5000%  |  | $39706.10          | $36534.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5880 M | 2049-04-20      | 6.0000%  |  | $61.78             | $65.25             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 759449 C | 2041-01-20      | 4.0000%  |  | $4402.67           | $4209.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004978 M | 2041-03-20      | 4.5000%  |  | $24.00             | $24.04             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004747 M | 2040-07-20      | 5.0000%  |  | $214.14            | $218.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004545 M | 2039-02-20      | 7.0000%  |  | $92.79             | $96.36             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005280 M | 2042-01-20      | 4.0000%  |  | $22539.51          | $21572.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004005 M | 2037-07-20      | 5.5000%  |  | $3.49              | $3.62              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003890 M | 2036-08-20      | 6.0000%  |  | $5.53              | $5.82              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004471 M | 2039-06-20      | 6.0000%  |  | $107.55            | $113.58            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003414 M | 2033-07-20      | 5.0000%  |  | $12.66             | $12.83             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5793 M | 2034-03-20      | 4.5000%  |  | $416.56            | $418.26            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5766 M | 2049-02-20      | 5.5000%  |  | $490.41            | $503.77            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5598 M | 2048-11-20      | 5.5000%  |  | $880.62            | $906.03            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5437 M | 2033-09-20      | 4.0000%  |  | $154.68            | $155.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6224 M | 2049-10-20      | 6.0000%  |  | $88.34             | $93.30             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5138 M | 2048-04-20      | 4.5000%  |  | $301.56            | $297.90            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M | 2048-02-20      | 4.0000%  |  | $57.18             | $54.37             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4900 M | 2047-12-20      | 3.5000%  |  | $755.86            | $704.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4589 M | 2047-07-20      | 5.0000%  |  | $528.17            | $536.22            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4261 M | 2047-02-20      | 3.0000%  |  | $32950.61          | $29649.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3664 M | 2046-05-20      | 4.0000%  |  | $2384.54           | $2273.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4848 C | 2054-11-20      | 6.0000%  |  | $21620.90          | $22398.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8715 C | 2054-09-20      | 6.5000%  |  | $47618.73          | $50241.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3181 C | 2054-09-20      | 6.0000%  |  | $9473.59           | $9802.80           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7429 C | 2054-08-20      | 6.5000%  |  | $11630.22          | $12283.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2911 C | 2054-05-20      | 6.5000%  |  | $6976.92           | $7274.62           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2905 C | 2054-05-20      | 6.5000%  |  | $6583.96           | $6890.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1246 C | 2054-03-20      | 6.5000%  |  | $12156.92          | $12826.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0023 C | 2054-05-20      | 6.5000%  |  | $14577.35          | $15310.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7258 C | 2054-06-20      | 6.0000%  |  | $26092.23          | $26982.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7165 C | 2054-05-20      | 6.0000%  |  | $6924.48           | $7125.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5256 C | 2054-01-20      | 7.5000%  |  | $4724.15           | $4976.48           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3989 C | 2054-01-20      | 6.5000%  |  | $5798.18           | $6089.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3715 C | 2054-01-20      | 7.5000%  |  | $1153.90           | $1205.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3343 C | 2053-12-20      | 6.5000%  |  | $10763.26          | $11284.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1870 C | 2054-01-20      | 7.5000%  |  | $1598.43           | $1666.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9137 C | 2054-04-20      | 6.0000%  |  | $842.57            | $871.33            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2875 C | 2054-02-20      | 6.5000%  |  | $5750.50           | $5995.80           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6928 C | 2053-10-20      | 6.0000%  |  | $3727.52           | $3833.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6884 C | 2053-12-20      | 6.0000%  |  | $3299.80           | $3395.45           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3244 M | 2045-11-20      | 3.5000%  |  | $144819.10         | $135249.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2798 M | 2030-05-20      | 3.5000%  |  | $400.34            | $397.29            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ1318 C | 2049-05-20      | 5.0000%  |  | $301.70            | $306.80            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2583 C | 2054-08-20      | 6.5000%  |  | $7265.33           | $7575.29           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004715 M | 2040-06-20      | 5.0000%  |  | $356.19            | $365.11            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M | 2040-08-20      | 5.0000%  |  | $3258.79           | $3322.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO7624 C | 2045-09-20      | 3.5000%  |  | $587.38            | $541.32            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7283 M | 2036-04-20      | 2.0000%  |  | $91.16             | $84.63             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5684 M | 2034-01-20      | 4.0000%  |  | $136.77            | $137.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7454 C | 2054-04-20      | 6.0000%  |  | $12866.61          | $13353.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005174 M | 2041-09-20      | 4.0000%  |  | $45215.29          | $43497.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3532 C | 2047-11-20      | 4.5000%  |  | $3647.37           | $3649.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0221 M | 2042-07-20      | 4.0000%  |  | $3584.22           | $3448.06           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9665 M | 2054-05-20      | 4.0000%  |  | $2046.55           | $1915.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AC6285 C | 2043-02-20      | 3.5000%  |  | $14004.37          | $12863.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT8347 C | 2053-04-20      | 6.5000%  |  | $7660.99           | $7987.79           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0223 C | 2054-09-20      | 5.5000%  |  | $6833.17           | $6981.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7134 M | 2051-01-20      | 1.5000%  |  | $255693.77         | $201025.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB3559 C | 2054-09-20      | 5.5000%  |  | $13724.16          | $13992.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6284 M | 2049-11-20      | 3.5000%  |  | $886.22            | $815.19            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9727 M | 2054-06-20      | 6.5000%  |  | $912272.35         | $944188.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5652 M | 2048-12-20      | 4.5000%  |  | $210428.26         | $207349.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6840 M | 2035-09-20      | 2.5000%  |  | $933.43            | $878.53            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CF8441 C | 2051-10-20      | 3.5000%  |  | $13589.64          | $12237.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1194 C | 2053-08-20      | 6.5000%  |  | $21251.67          | $22257.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9481 C | 2055-07-20      | 6.5000%  |  | $9802.72           | $10305.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8150 M | 2052-07-20      | 4.0000%  |  | $13688.48          | $12913.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8491 M | 2052-12-20      | 5.5000%  |  | $21902.65          | $22332.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9600 C | 2053-11-20      | 6.5000%  |  | $22217.09          | $23187.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7192 M | 2051-02-20      | 2.0000%  |  | $317109.15         | $260243.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5086 C | 2055-05-20      | 5.5000%  |  | $14366.35          | $14568.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7863 C | 2055-07-20      | 7.5000%  |  | $24404.05          | $26450.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9105 C | 2055-01-20      | 5.5000%  |  | $28807.76          | $29212.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1488 C | 2054-01-20      | 6.0000%  |  | $24843.61          | $25630.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6936 M | 2050-10-20      | 5.0000%  |  | $189.80            | $192.69            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3448 C | 2055-02-20      | 6.0000%  |  | $21654.29          | $22384.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2987 C | 2055-07-20      | 6.0000%  |  | $9702.58           | $10069.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3451 C | 2054-01-20      | 7.5000%  |  | $6831.38           | $7287.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3960 C | 2054-02-20      | 5.5000%  |  | $15538.66          | $15864.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  |  | $39074.75          | $39541.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4983 C | 2054-09-20      | 6.5000%  |  | $5945.20           | $6198.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3098 C | 2055-08-20      | 6.0000%  |  | $14874.35          | $15514.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6874 C | 2053-12-20      | 6.0000%  |  | $20057.17          | $20680.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9910 M | 2054-09-20      | 7.5000%  |  | $4817.13           | $5029.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4108 C | 2055-08-20      | 5.5000%  |  | $9699.77           | $9852.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0502 C | 2055-08-20      | 5.5000%  |  | $6822.97           | $6946.95           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8213 C | 2055-07-20      | 6.0000%  |  | $5841.50           | $6048.15           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8929 C | 2055-08-20      | 6.5000%  |  | $122686.78         | $131158.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3004 C | 2054-06-20      | 6.5000%  |  | $7954.46           | $8308.73           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  |  | $9056.97           | $9182.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9803 C | 2051-04-20      | 4.0000%  |  | $372.62            | $350.54            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4455 M | 2047-05-20      | 5.5000%  |  | $7066.90           | $7322.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9537 M | 2054-03-20      | 3.5000%  |  | $1881.23           | $1719.45           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2830 M | 2045-05-20      | 5.5000%  |  | $110.72            | $114.73            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9476 C | 2055-05-20      | 7.0000%  |  | $74953.52          | $80523.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7825 M | 2052-01-20      | 1.5000%  |  | $8527.38           | $6696.86           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  |  | $85665.88          | $76286.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M | 2046-12-20      | 3.0000%  |  | $24273.28          | $21842.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6284 C | 2055-02-20      | 6.5000%  |  | $8698.59           | $9259.59           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4822 C | 2054-09-20      | 6.5000%  |  | $27598.93          | $28875.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7001 C | 2047-09-20      | 4.0000%  |  | $117.20            | $109.42            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0551 M | 2055-08-20      | 3.0000%  |  | $4471.80           | $3973.87           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8724 M | 2053-03-20      | 4.5000%  |  | $18016.42          | $17555.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0149 M | 2055-01-20      | 6.5000%  |  | $5405.41           | $5589.66           | Agency Mortgage-Backed Securities |

### Security 116: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.300%, 10/31/2025
- **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: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 5.2984%  |  | $1535.71           | $1528.71           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5562FP 07/25/55 | 2055-07-25      | 5.4984%  |  | $15963.95          | $16009.30          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5509FA 02/25/55 | 2055-02-25      | 5.5984%  |  | $6487.52           | $6501.48           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $1287.54           | $1252.82           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.6484%  |  | $19684.97          | $19721.53          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.8484%  |  | $6179.02           | $6210.22           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2484%  |  | $10112.77          | $10121.87          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.6984%  |  | $46.74             | $46.91             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4484%  |  | $101.65            | $102.00            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1684%  |  | $1069.74           | $1057.77           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL059FD R25F059 | 2055-08-25      | 5.4484%  |  | $12953.13          | $12944.46          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FB R25F060 | 2055-08-25      | 5.2984%  |  | $14635.94          | $14679.92          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 5.3984%  |  | $0.55              | $0.55              | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $582.40            | $581.92            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FA R24F095 | 2054-12-25      | 5.8484%  |  | $18.18             | $18.23             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FT R24F052 | 2054-08-25      | 5.6484%  |  | $463.72            | $464.13            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 5.6984%  |  | $265.93            | $268.47            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.8984%  |  | $3809.43           | $3845.35           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8484%  |  | $2575.53           | $2598.41           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FB R24F065 | 2054-09-25      | 5.4484%  |  | $6977.28           | $6979.92           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL084FJ R24F084 | 2054-11-25      | 5.8184%  |  | $6522.68           | $6550.95           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.0984%  |  | $1900.07           | $1922.80           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $26.68             | $25.94             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.6984%  |  | $13090.77          | $13121.36          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $372.20            | $357.83            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.1984%  |  | $21908.12          | $21892.71          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2484%  |  | $6837.14           | $6807.95           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4950%  |  | $0.36              | $0.36              | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $853.78            | $790.17            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.8484%  |  | $47645.93          | $47937.89          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5514FL 03/25/55 | 2055-03-25      | 5.4484%  |  | $11661.48          | $11645.82          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $1027.79           | $780.09            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6984%  |  | $1492.44           | $1493.14           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5563FE 08/25/55 | 2055-08-25      | 5.3984%  |  | $17889.30          | $17917.57          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  |  | $69.89             | $56.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $335.76            | $315.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  |  | $51.02             | $48.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $1053.28           | $1042.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $2056.63           | $1974.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  |  | $63.70             | $66.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  |  | $1009.58           | $992.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  |  | $144.46            | $131.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  |  | $311.55            | $285.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $447.59            | $477.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  |  | $40.07             | $40.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $5992.82           | $4838.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $215.70            | $172.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4102 | 2041-12-01      | 3.5000%  |  | $9.59              | $9.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  |  | $12.01             | $12.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  |  | $34.42             | $35.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  |  | $65.80             | $68.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  |  | $66.77             | $69.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  |  | $65.21             | $67.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  |  | $48.96             | $50.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $243.96            | $232.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  |  | $103.00            | $99.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  |  | $67.57             | $65.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8704 | 2048-10-01      | 4.0000%  |  | $559.02            | $529.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $115.57            | $110.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  |  | $733.54            | $702.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2630 | 2047-02-01      | 4.0000%  |  | $188.69            | $178.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $429.16            | $430.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  |  | $29.57             | $30.70             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $0.22              | $0.23              | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  |  | $147.29            | $124.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1969 | 2051-10-01      | 3.5000%  |  | $5978.37           | $5552.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $4.83              | $4.96              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  |  | $37.25             | $38.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $24715.06          | $25119.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $1631.42           | $1703.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  |  | $2141.05           | $2301.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $3669.21           | $3900.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $267.62            | $272.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $523.07            | $521.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  |  | $1258.09           | $1281.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  |  | $961.76            | $972.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  |  | $60.08             | $62.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $222.20            | $224.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $362.20            | $359.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $923.83            | $866.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  |  | $43.91             | $45.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  |  | $50.22             | $52.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  |  | $171.28            | $181.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  |  | $54.25             | $56.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  |  | $87.38             | $90.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  |  | $584.60            | $613.93            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  |  | $30.15             | $29.71             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  |  | $145.03            | $139.51            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $679.09            | $665.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $102.51            | $106.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $632.90            | $647.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $597.73            | $611.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  |  | $102.13            | $86.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $211.37            | $178.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  |  | $234.29            | $197.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $4897.38           | $5013.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  |  | $1562.56           | $1585.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $546.61            | $530.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $0.23              | $0.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  |  | $11.57             | $10.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  |  | $802.93            | $796.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  |  | $0.28              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $30.97             | $30.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  |  | $18.27             | $16.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  |  | $1975.55           | $1778.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0177 | 2057-02-01      | 3.0000%  |  | $1827.08           | $1594.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  |  | $43.70             | $40.97             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $500.84            | $497.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4215 | 2055-02-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  |  | $503.11            | $527.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  |  | $735.98            | $756.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $6795.17           | $6864.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $94.97             | $100.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  |  | $339.44            | $353.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1977 | 2054-09-01      | 6.0000%  |  | $1365.42           | $1404.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $1486.33           | $1526.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  |  | $129.82            | $135.50            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 6.2050%  |  | $0.31              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $111.66            | $100.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  |  | $6.26              | $6.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $55.07             | $52.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $9.83              | $8.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $62.41             | $56.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  |  | $1779.01           | $1580.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $2999.37           | $3053.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  |  | $1038.50           | $1085.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $3.81              | $4.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5824 | 2055-02-01      | 6.5000%  |  | $2873.05           | $3011.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX3632 | 2055-01-01      | 6.5000%  |  | $677.38            | $708.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  |  | $645.94            | $668.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  |  | $354.95            | $367.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  |  | $19.77             | $21.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $1809.40           | $1833.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $1107.36           | $1155.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7691 | 2053-02-01      | 6.0000%  |  | $533.28            | $550.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $1011.14           | $1043.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $12335.91          | $12323.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  |  | $69.23             | $70.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $1111.98           | $1126.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  |  | $52.66             | $52.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $691.35            | $690.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $531.62            | $523.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $433.00            | $406.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  |  | $2048.38           | $1726.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4469 | 2036-11-01      | 1.5000%  |  | $111.84            | $100.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $355.00            | $329.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $177.07            | $168.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  |  | $73.81             | $71.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  |  | $474.71            | $459.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  |  | $194.82            | $201.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  |  | $61.73             | $63.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  |  | $36.44             | $37.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  |  | $397.07            | $364.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $678.39            | $680.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  |  | $147.21            | $138.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  |  | $133.93            | $131.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  |  | $98.53             | $101.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  |  | $46.59             | $48.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  |  | $104.12            | $93.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  |  | $78.07             | $71.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $9198.72           | $9494.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9476 | 2053-07-01      | 5.5000%  |  | $2427.68           | $2464.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8331 | 2052-12-01      | 6.5000%  |  | $95.62             | $99.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $1905.47           | $1975.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $1237.04           | $1253.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $1265.73           | $1231.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $26.93             | $26.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  |  | $91.00             | $83.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9748 | 2054-11-01      | 5.0000%  |  | $5396.75           | $5348.98           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4272 | 2029-01-01      | 1.8000%  |  | $600.00            | $559.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  |  | $201.63            | $170.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  |  | $92.87             | $75.29             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6598 | 2033-03-01      | 1.8697%  |  | $2224.76           | $1924.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  |  | $0.28              | $0.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1179 | 2050-07-01      | 2.5000%  |  | $875.97            | $745.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  |  | $1364.13           | $1100.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  |  | $1184.32           | $1123.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  |  | $82.44             | $85.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $781.59            | $721.91            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  |  | $35.45             | $35.12             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $0.44              | $0.41              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  |  | $77.32             | $73.83             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  |  | $150.57            | $139.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $5850.40           | $5586.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  |  | $1970.70           | $1802.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $2068.91           | $2151.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $2280.55           | $2268.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  |  | $3038.43           | $3156.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $938.84            | $949.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $746.85            | $773.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  |  | $270.41            | $287.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  |  | $62.43             | $64.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $1243.72           | $1220.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  |  | $34.46             | $35.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  |  | $56.03             | $57.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  |  | $63.38             | $65.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  |  | $73.47             | $76.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  |  | $63.68             | $66.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $3699.82           | $3545.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  |  | $1490.84           | $1387.90           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $12666.67          | $11402.63          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  |  | $273.75            | $260.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $80.61             | $76.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  |  | $7.20              | $7.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  |  | $32.66             | $28.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $34.90             | $30.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $1507.67           | $1511.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  |  | $100.30            | $106.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  |  | $37.99             | $39.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  |  | $45.10             | $46.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  |  | $141.89            | $149.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  |  | $331.70            | $312.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $843.07            | $845.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  |  | $36.60             | $38.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  |  | $38.83             | $39.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  |  | $36.58             | $37.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  |  | $276.01            | $286.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  |  | $76.08             | $80.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  |  | $61.84             | $63.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $4265.05           | $4345.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0966 | 2052-04-01      | 3.5000%  |  | $15938.57          | $14608.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $404.51            | $395.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $896.04            | $907.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $940.56            | $936.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $17523.62          | $16103.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  |  | $8828.95           | $9225.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  |  | $2302.46           | $2329.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $30909.70          | $32024.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  |  | $1614.61           | $1520.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  |  | $11217.29          | $9025.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $603.26            | $510.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  |  | $463.52            | $479.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $3936.12           | $4177.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  |  | $13379.17          | $10793.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  |  | $271.86            | $288.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $1093.10           | $1029.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  |  | $70.63             | $68.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  |  | $65.14             | $64.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $972.99            | $980.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $337.36            | $312.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $1.51              | $1.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  |  | $318.80            | $337.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  |  | $121.38            | $128.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  |  | $57.14             | $56.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $847.77            | $845.01            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS2653 | 2028-08-01      | 1.3900%  |  | $598.65            | $557.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  |  | $169.63            | $143.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  |  | $37.95             | $39.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  |  | $161.95            | $161.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $984.93            | $939.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6935 | 2053-08-01      | 6.5000%  |  | $6813.61           | $7161.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $4643.43           | $4705.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  |  | $23.59             | $20.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2455 | 2051-12-01      | 4.0000%  |  | $546.44            | $519.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  |  | $25.47             | $21.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  |  | $44.05             | $36.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  |  | $80.17             | $70.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  |  | $1751.29           | $1412.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8723 | 2051-01-01      | 2.0000%  |  | $13544.77          | $10937.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  |  | $83.42             | $67.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  |  | $6996.90           | $5650.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  |  | $7688.35           | $6227.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $50.93             | $41.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $834.56            | $670.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  |  | $10034.66          | $8067.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  |  | $10973.82          | $8861.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  |  | $2203.10           | $1771.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $22146.14          | $19010.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $3894.44           | $3134.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $247.58            | $208.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $9023.05           | $7608.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  |  | $1930.90           | $1789.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  |  | $2001.28           | $2036.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  |  | $117.19            | $95.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $1897.04           | $1750.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  |  | $52.55             | $51.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  |  | $2396.82           | $2375.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1777.19           | $1808.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $1036.68           | $1070.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $2217.50           | $2294.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  |  | $203.44            | $186.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $3945.11           | $4075.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $269.64            | $234.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  |  | $102.56            | $96.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9706 | 2051-10-01      | 3.0000%  |  | $251.81            | $219.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  |  | $117.50            | $95.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  |  | $198.21            | $166.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  |  | $61.01             | $49.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  |  | $4345.64           | $4535.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $656.07            | $665.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $1105.72           | $996.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  |  | $7107.09           | $5992.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $123.63            | $131.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $936.51            | $937.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  |  | $177.03            | $149.01            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $676.09            | $661.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $682.04            | $699.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $78.82             | $72.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  |  | $2989.21           | $3180.23           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  |  | $65.45             | $64.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1943 | 2055-05-01      | 5.5000%  |  | $43073.93          | $44005.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $2244.40           | $2223.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  |  | $996.06            | $953.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  |  | $3147.24           | $2954.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  |  | $208.38            | $216.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $1956.88           | $1985.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $1380.89           | $1379.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  |  | $174.98            | $179.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  |  | $28.48             | $28.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  |  | $494.64            | $525.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  |  | $2712.02           | $2768.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  |  | $1288.78           | $1370.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  |  | $62.52             | $59.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  |  | $44.50             | $36.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $32011.00          | $32418.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  |  | $1302.44           | $1365.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  |  | $1344.97           | $1404.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  |  | $2300.39           | $2449.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  |  | $132.44            | $134.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $4546.05           | $4615.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  |  | $335.07            | $360.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $6967.93           | $7095.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  |  | $2372.68           | $2435.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  |  | $1462.97           | $1380.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  |  | $2173.41           | $2201.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4951 | 2052-10-01      | 5.0000%  |  | $6555.53           | $6635.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $60.06             | $59.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $24490.93          | $24459.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3801 | 2052-06-01      | 3.0000%  |  | $589.54            | $520.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  |  | $1921.23           | $1820.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  |  | $48.66             | $45.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $1466.80           | $1455.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  |  | $1352.18           | $1091.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8668 | 2048-09-01      | 4.0000%  |  | $110.95            | $105.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  |  | $68.88             | $65.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  |  | $41.21             | $40.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  |  | $1288.70           | $1365.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $2649.81           | $2567.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $424.15            | $398.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $1909.19           | $1826.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $56.14             | $53.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  |  | $14.15             | $12.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $2460.88           | $2336.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3PRE6007 | 2049-08-01      | 3.5000%  |  | $24.79             | $22.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  |  | $1029.05           | $1040.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2196 | 2055-07-01      | 5.0000%  |  | $4140.01           | $4128.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $35.67             | $30.11             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9080%  |  | $1794.05           | $1815.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  |  | $37244.29          | $37046.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  |  | $147.14            | $120.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  |  | $292.25            | $254.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $1575.96           | $1570.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $7391.42           | $6652.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $9.49              | $8.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $5349.93           | $4794.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $10358.11          | $9672.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $39.35             | $36.18             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6110 | 2027-07-01      | 3.0000%  |  | $305.00            | $299.99            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  |  | $359.68            | $336.78            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  |  | $53.11             | $54.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $2940.06           | $2774.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  |  | $53.23             | $54.24             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  |  | $191.22            | $199.30            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.4440%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.4940%  |  | $241.70            | $242.17            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  |  | $90.81             | $91.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $52.71             | $50.02             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  |  | $153.09            | $151.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  |  | $145.40            | $123.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2236 | 2055-01-01      | 6.5000%  |  | $0.44              | $0.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  |  | $700.45            | $733.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  |  | $841.28            | $863.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5693 | 2055-05-01      | 6.5000%  |  | $762.94            | $799.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $1942.49           | $1964.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH7100 | 2048-01-01      | 4.0000%  |  | $0.12              | $0.11              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $685.00            | $713.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $6228.56           | $6316.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $24.51             | $23.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $815.95            | $818.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  |  | $33.82             | $33.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  |  | $5956.77           | $4792.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $2.08              | $2.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3347 | 2055-05-01      | 6.0000%  |  | $0.33              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $2006.15           | $2062.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  |  | $0.67              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  |  | $216.35            | $210.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $3.72              | $3.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  |  | $353.25            | $359.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  |  | $94.11             | $85.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  |  | $6024.24           | $4879.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  |  | $36.97             | $33.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  |  | $388.18            | $353.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $7760.69           | $7262.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $37665.48          | $37315.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $12017.99          | $11947.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $2709.32           | $2555.35           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0448%  |  | $2680.32           | $2407.24           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.6786%  |  | $3556.86           | $3225.47           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1530%  |  | $3333.33           | $2922.91           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  |  | $7400.00           | $6373.25           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5826%  |  | $1000.00           | $867.89            | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5397%  |  | $312.75            | $298.46            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $26.96             | $26.67             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5173%  |  | $1000.00           | $876.91            | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.5445%  |  | $7575.97           | $7270.55           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3594%  |  | $344.15            | $302.51            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $1581.04           | $1480.97           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $838.88            | $770.17            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  |  | $3205.37           | $3143.23           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.7428%  |  | $1181.90           | $1167.82           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6995%  |  | $3037.81           | $3009.32           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R18M007 | 2028-03-27      | 3.1271%  |  | $883.90            | $866.36            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2862%  |  | $3401.60           | $2949.44           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $62.20             | $56.65             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7465%  |  | $750.00            | $634.61            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.1531%  |  | $4901.27           | $4727.01           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.6786%  |  | $1246.46           | $1190.25           | Agency Mortgage-Backed Securities         |
| USTR TRFR AX 01/31/26     | 2026-01-31      | 4.3884%  |  | $26.23             | $26.34             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  |  | $7714.45           | $7808.90           | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $147.80            | $100.72            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  |  | $4460.80           | $4667.14           | U.S. Treasuries (including strips)        |

### Security 117: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.260%, 11/24/2025
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  |  | $213.40            | $211.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  |  | $607.78            | $569.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  |  | $0.40              | $0.42              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5460 | 2054-08-01      | 7.5000%  |  | $110.83            | $118.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8756 | 2054-08-01      | 6.0000%  |  | $52.61             | $54.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8674 | 2054-08-01      | 6.5000%  |  | $5230.44           | $5469.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4938 | 2054-08-01      | 6.5000%  |  | $1092.99           | $1157.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4916 | 2054-08-01      | 6.0000%  |  | $61.34             | $63.06             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1413 | 2054-08-01      | 6.5000%  |  | $605.21            | $641.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1130 | 2054-08-01      | 6.0000%  |  | $588.44            | $613.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0901 | 2054-08-01      | 6.0000%  |  | $266.54            | $273.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC0576 | 2054-08-01      | 6.5000%  |  | $523.33            | $554.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0363 | 2054-08-01      | 6.0000%  |  | $695.02            | $724.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0299 | 2054-08-01      | 6.0000%  |  | $30.43             | $31.23             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9242 | 2054-08-01      | 6.5000%  |  | $579.08            | $612.46            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODB9056 | 2054-08-01      | 3.5510%  |  | $1670.26           | $1587.85           | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODB8402 | 2054-08-01      | 5.2240%  |  | $1281.98           | $1306.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8178 | 2054-08-01      | 6.0000%  |  | $570.92            | $593.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7919 | 2054-08-01      | 6.5000%  |  | $513.73            | $540.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6963 | 2054-08-01      | 5.5000%  |  | $510.92            | $529.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6969 | 2054-08-01      | 5.5000%  |  | $1138.63           | $1168.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 3PRE5072 | 2054-08-01      | 7.5000%  |  | $2146.79           | $2254.14           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ6448 | 2054-08-01      | 7.0000%  |  | $612.68            | $649.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ4192 | 2054-08-01      | 6.5000%  |  | $531.59            | $554.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ4065 | 2054-08-01      | 6.0000%  |  | $6696.88           | $6872.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ3763 | 2054-08-01      | 7.0000%  |  | $1073.75           | $1139.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ3659 | 2054-08-01      | 4.0000%  |  | $594.54            | $557.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ3584 | 2054-08-01      | 5.5000%  |  | $553.16            | $565.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2444 | 2054-08-01      | 7.0000%  |  | $574.08            | $612.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ2419 | 2054-08-01      | 6.0000%  |  | $632.48            | $649.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1952 | 2054-08-01      | 5.5000%  |  | $520.78            | $534.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1935 | 2054-08-01      | 5.5000%  |  | $622.71            | $634.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1933 | 2054-08-01      | 6.0000%  |  | $571.46            | $587.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1916 | 2054-08-01      | 6.0000%  |  | $107.84            | $112.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ1910 | 2054-08-01      | 4.0000%  |  | $166.20            | $155.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1590 | 2054-08-01      | 6.0000%  |  | $88.44             | $90.80             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1600 | 2054-08-01      | 5.5000%  |  | $1553.28           | $1569.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1478 | 2054-08-01      | 6.0000%  |  | $264.00            | $271.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1422 | 2054-08-01      | 6.0000%  |  | $1987.50           | $2043.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1400 | 2054-08-01      | 5.5000%  |  | $293.66            | $296.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1412 | 2054-08-01      | 6.0000%  |  | $636.96            | $665.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ1264 | 2054-08-01      | 6.5000%  |  | $535.41            | $565.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ1238 | 2054-08-01      | 7.5000%  |  | $157.22            | $169.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1162 | 2054-08-01      | 5.5000%  |  | $300.46            | $303.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ1157 | 2054-08-01      | 5.0000%  |  | $30.03             | $29.77             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1795 | 2054-08-01      | 6.0000%  |  | $516.50            | $540.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0517 | 2054-08-01      | 6.0000%  |  | $775.63            | $808.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0489 | 2054-08-01      | 6.0000%  |  | $426.24            | $437.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0446 | 2054-08-01      | 7.0000%  |  | $767.59            | $815.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ0865 | 2054-08-01      | 5.5000%  |  | $106.37            | $107.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  |  | $4078.10           | $4185.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $20227.75          | $20443.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7692 | 2054-08-01      | 6.0000%  |  | $29.98             | $30.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8574 | 2054-08-01      | 6.5000%  |  | $14606.17          | $15269.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7917 | 2054-08-01      | 6.5000%  |  | $563.65            | $593.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2214 | 2054-08-01      | 6.5000%  |  | $50.79             | $53.79             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0559 M     | 2055-08-20      | 7.0000%  |  | $64538.97          | $67171.16          | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODB9055 | 2054-08-01      | 4.7420%  |  | $596.41            | $595.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2992 | 2054-08-01      | 6.5000%  |  | $5935.13           | $6191.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ2163 | 2054-08-01      | 6.0000%  |  | $148.97            | $152.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1439 | 2054-08-01      | 5.5000%  |  | $616.06            | $622.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5441 | 2054-08-01      | 4.0000%  |  | $5.04              | $4.73              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0036 | 2054-08-01      | 6.5000%  |  | $7567.25           | $7900.60           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $10590.18          | $10517.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1934 | 2054-08-01      | 7.0000%  |  | $656.44            | $698.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1220 | 2054-08-01      | 7.0000%  |  | $524.94            | $558.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD7217 | 2054-08-01      | 7.0000%  |  | $19621.71          | $21066.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2210 | 2054-08-01      | 6.0000%  |  | $1684.39           | $1732.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  |  | $42.74             | $41.29             | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0747 G        | 2054-08-01      | 3.7500%  |  | $792.35            | $756.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $3019.62           | $3098.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6753 | 2054-08-01      | 6.0000%  |  | $9065.41           | $9464.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6442 | 2054-08-01      | 6.0000%  |  | $9852.82           | $10166.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6385 | 2054-08-01      | 5.0000%  |  | $1085.44           | $1078.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7084 | 2054-08-01      | 6.0000%  |  | $15597.96          | $16081.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0553 M     | 2055-08-20      | 4.0000%  |  | $62703.03          | $58687.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  |  | $69973.38          | $65492.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0029 M     | 2054-11-20      | 7.0000%  |  | $24002.06          | $24953.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2702 | 2054-08-01      | 6.0000%  |  | $525.84            | $539.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  |  | $913.84            | $928.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2701 | 2054-08-01      | 5.5000%  |  | $103.69            | $104.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1475 | 2054-08-01      | 6.5000%  |  | $1846.75           | $1939.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4824 | 2054-08-01      | 6.0000%  |  | $1473.74           | $1536.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6389 | 2054-08-01      | 5.0000%  |  | $318.58            | $316.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1462 | 2054-08-01      | 5.5000%  |  | $1071.72           | $1083.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL1430 | 2054-08-01      | 7.0000%  |  | $2869.45           | $3084.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0690 | 2054-08-01      | 6.5000%  |  | $4643.39           | $4844.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6042 | 2054-08-01      | 5.5000%  |  | $7056.43           | $7192.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6039 | 2054-08-01      | 6.0000%  |  | $676.91            | $695.63            | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0754 G        | 2054-08-01      | 3.6400%  |  | $2146.66           | $2041.77           | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0752 G        | 2054-08-01      | 4.1460%  |  | $822.88            | $802.68            | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0750 G        | 2054-08-01      | 3.7280%  |  | $1623.85           | $1549.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL1705 | 2054-08-01      | 7.0000%  |  | $34303.30          | $36442.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1842 | 2054-08-01      | 6.5000%  |  | $1432.13           | $1504.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ2185 | 2054-08-01      | 5.5000%  |  | $779.61            | $788.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8460 | 2054-09-01      | 4.5000%  |  | $5721.87           | $5527.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  |  | $26723.37          | $27009.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6267 | 2054-08-01      | 6.0000%  |  | $22903.43          | $23547.17          | Agency Mortgage-Backed Securities |

### Security 118: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.360%, 9/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $133875.80         | $135798.92         | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $183548.47         | $187870.31         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $182463.00         | $185103.54         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $182382.67         | $170591.42         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $157863.27         | $156171.64         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $183608.07         | $185205.44         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2025-09-08

**By:** Stephen Van Meter

**Name of Signing Officer:** Stephen Van Meter

**Title of Signing Officer:** Chief Compliance Officer