# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001193125-26-258828
**Filing Date:** 2026-6
**Character Count:** 371646
**Document Hash:** a7aec9606b815a09edddcc83157458ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-258828.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-258828

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02603
- **FILM NUMBER:** 261067610

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T. Rowe Price Prime Reserve Fund, Inc.
- **DATE OF NAME CHANGE:** 20051028

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0000316968

**LEI of Registrant:** 549300COJR8LK71W1S28

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

**LEI of Series:** 549300PQ9RZN8WL3QX79

**EDGAR Series Identifier:** S000002140

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 96 days

- **Total Value of Portfolio Securities:** $13411504267.14

- **Amortized Cost of Portfolio Securities:** $13413761605.12

- **Cash:** $689.26

- **Total Other Assets:** $39138445.78

- **Total Liabilities:** $72615844.28

- **Net Assets of Series:** $13380284895.88

- **Number of Shares Outstanding (Series):** 13379580961.2968

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $10309877388.94           | $11275877388.94            | 74.7900%                  | 81.7900%                   |
| 2026-05-04 | $10235060387.12           | $11201060387.12            | 74.6500%                  | 81.7000%                   |
| 2026-05-05 | $10621139803.66           | $11284139803.66            | 77.0000%                  | 81.8100%                   |
| 2026-05-06 | $11834536103.42           | $11937536103.42            | 81.9100%                  | 82.6300%                   |
| 2026-05-07 | $11189369167.77           | $11922369167.77            | 77.5300%                  | 82.6100%                   |
| 2026-05-08 | $11212306260.78           | $11945306260.78            | 77.5500%                  | 82.6200%                   |
| 2026-05-11 | $11228026118.75           | $11961026118.75            | 77.5800%                  | 82.6400%                   |
| 2026-05-12 | $11139404781.18           | $11769404781.18            | 77.5900%                  | 81.9800%                   |
| 2026-05-13 | $11570003018.45           | $11687003018.45            | 81.0500%                  | 81.8700%                   |
| 2026-05-14 | $10849860820.77           | $11557860820.77            | 76.7000%                  | 81.7100%                   |
| 2026-05-15 | $10672865658.87           | $11380865658.87            | 76.4100%                  | 81.4700%                   |
| 2026-05-18 | $10476876051.95           | $11436041951.95            | 76.0800%                  | 83.0500%                   |
| 2026-05-19 | $10578371735.88           | $11420552269.22            | 76.9000%                  | 83.0200%                   |
| 2026-05-20 | $10867077833.74           | $11221273000.41            | 80.1600%                  | 82.7800%                   |
| 2026-05-21 | $10192083726.41           | $11144293526.41            | 75.7000%                  | 82.7700%                   |
| 2026-05-22 | $10300726957.73           | $11150995291.07            | 76.4400%                  | 82.7500%                   |
| 2026-05-26 | $10317285810.71           | $11049568777.38            | 76.5700%                  | 82.0100%                   |
| 2026-05-27 | $10817691422.65           | $11143912750.50            | 80.1600%                  | 82.5800%                   |
| 2026-05-28 | $10202224100.76           | $11133330836.56            | 75.7700%                  | 82.6900%                   |
| 2026-05-29 | $10187887242.56           | $11119045202.19            | 75.7300%                  | 82.6500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7300%             |
| 2026-05-04 | 3.7200%             |
| 2026-05-05 | 3.7200%             |
| 2026-05-06 | 3.7200%             |
| 2026-05-07 | 3.7100%             |
| 2026-05-08 | 3.6900%             |
| 2026-05-11 | 3.6900%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6800%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6600%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6400%             |
| 2026-05-22 | 3.6500%             |
| 2026-05-26 | 3.6500%             |
| 2026-05-27 | 3.6600%             |
| 2026-05-28 | 3.6800%             |
| 2026-05-29 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9998                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9097371854.82

- **Number of Shares Outstanding:** 9096893406.1527

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $55768973.22              | $28471052.36            |
| 2026-05-04 | $25789794.26              | $33576225.01            |
| 2026-05-05 | $32810860.83              | $34448224.93            |
| 2026-05-06 | $282098850.86             | $28259900.58            |
| 2026-05-07 | $137517555.54             | $29063948.73            |
| 2026-05-08 | $44039709.46              | $35860816.90            |
| 2026-05-11 | $31524584.56              | $31124188.79            |
| 2026-05-12 | $36822154.86              | $24325386.17            |
| 2026-05-13 | $35914988.80              | $45279592.88            |
| 2026-05-14 | $53538044.38              | $104760533.93           |
| 2026-05-15 | $35636741.08              | $374367008.49           |
| 2026-05-18 | $20854543.20              | $21469474.04            |
| 2026-05-19 | $30079774.91              | $22973765.45            |
| 2026-05-20 | $31329841.68              | $253462433.76           |
| 2026-05-21 | $20479266.62              | $81039315.22            |
| 2026-05-22 | $21475009.83              | $76817403.18            |
| 2026-05-26 | $22410963.96              | $17752651.04            |
| 2026-05-27 | $33107610.15              | $47645930.24            |
| 2026-05-28 | $30177413.81              | $27799410.19            |
| 2026-05-29 | $68448419.95              | $95357011.94            |

**Total Gross Subscriptions (Month):** $1049825101.96

**Total Gross Redemptions (Month):** $1413854273.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4100%           |
| 2026-05-04 | 3.4000%           |
| 2026-05-05 | 3.4000%           |
| 2026-05-06 | 3.4000%           |
| 2026-05-07 | 3.4000%           |
| 2026-05-08 | 3.3800%           |
| 2026-05-11 | 3.3800%           |
| 2026-05-12 | 3.3800%           |
| 2026-05-13 | 3.3800%           |
| 2026-05-14 | 3.3800%           |
| 2026-05-15 | 3.3600%           |
| 2026-05-18 | 3.3500%           |
| 2026-05-19 | 3.3500%           |
| 2026-05-20 | 3.3400%           |
| 2026-05-21 | 3.3300%           |
| 2026-05-22 | 3.3300%           |
| 2026-05-26 | 3.3400%           |
| 2026-05-27 | 3.3500%           |
| 2026-05-28 | 3.3600%           |
| 2026-05-29 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 27.7500%         | 19.3000%             |
| Non-financial corporation |  | 27.7500%         | 1.9900%              |
| Broker-dealer             |  | 27.7500%         | 1.3100%              |
| Non-financial corporation |  | 27.7500%         | 1.0900%              |
| Non-financial corporation |  | 27.7500%         | 1.0800%              |
| Non-financial corporation |  | 27.7500%         | 0.7900%              |
| Non-financial corporation |  | 27.7500%         | 0.5600%              |
| Non-financial corporation |  | 27.7500%         | 0.5500%              |
| Non-financial corporation |  | 27.7500%         | 0.3200%              |
| Non-financial corporation |  | 27.7500%         | 0.3000%              |
| Non-financial corporation |  | 27.7500%         | 0.1400%              |
| Non-financial corporation |  | 27.7500%         | 0.1000%              |
| Non-financial corporation |  | 27.7500%         | 0.0900%              |
| Non-financial corporation |  | 27.7500%         | 0.0400%              |
| Non-financial corporation |  | 27.7500%         | 0.0400%              |
| Non-financial corporation |  | 27.7500%         | 0.0300%              |
| Non-financial corporation |  | 27.7500%         | 0.0100%              |
| Non-financial corporation |  | 27.7500%         | 0.0100%              |
| Non-financial corporation |  | 27.7500%         | 0.0000%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4282913041.06

- **Number of Shares Outstanding:** 4282687555.1441

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $165446475.62             | $181656084.56           |
| 2026-05-04 | $163279117.03             | $164861051.03           |
| 2026-05-05 | $236395856.25             | $152749617.69           |
| 2026-05-06 | $600884149.05             | $200305388.83           |
| 2026-05-07 | $254488866.19             | $601749384.40           |
| 2026-05-08 | $198715608.60             | $259542578.08           |
| 2026-05-11 | $218950551.48             | $205791924.65           |
| 2026-05-12 | $234453571.52             | $217585773.07           |
| 2026-05-13 | $225003840.21             | $223096183.54           |
| 2026-05-14 | $242191051.77             | $247068229.87           |
| 2026-05-15 | $385766361.46             | $228236027.43           |
| 2026-05-18 | $192256472.82             | $390830003.47           |
| 2026-05-19 | $163070491.84             | $186490134.59           |
| 2026-05-20 | $183706151.80             | $162467372.40           |
| 2026-05-21 | $145048451.57             | $177664911.26           |
| 2026-05-22 | $194312790.86             | $133190524.06           |
| 2026-05-26 | $190651400.23             | $198011626.07           |
| 2026-05-27 | $189761126.11             | $192426141.89           |
| 2026-05-28 | $213716101.04             | $211757327.09           |
| 2026-05-29 | $232035784.16             | $249263558.07           |

**Total Gross Subscriptions (Month):** $4630134219.61

**Total Gross Redemptions (Month):** $4584743842.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5200%           |
| 2026-05-04 | 3.5100%           |
| 2026-05-05 | 3.5100%           |
| 2026-05-06 | 3.5100%           |
| 2026-05-07 | 3.5000%           |
| 2026-05-08 | 3.4800%           |
| 2026-05-11 | 3.4800%           |
| 2026-05-12 | 3.4800%           |
| 2026-05-13 | 3.4700%           |
| 2026-05-14 | 3.4700%           |
| 2026-05-15 | 3.4600%           |
| 2026-05-18 | 3.4500%           |
| 2026-05-19 | 3.4500%           |
| 2026-05-20 | 3.4400%           |
| 2026-05-21 | 3.4400%           |
| 2026-05-22 | 3.4400%           |
| 2026-05-26 | 3.4400%           |
| 2026-05-27 | 3.4500%           |
| 2026-05-28 | 3.4700%           |
| 2026-05-29 | 3.4900%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC TREASURY REPO 3.6500 20270312

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 3.6500 20270312 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609971M5, C.4 - ISIN: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609971M5
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $1600.00           | $1123.88           | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.22             | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.23             | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $39739800.00       | $38777508.43       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $18803700.00       | $18753357.12       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $800.00            | $766.84            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $11041600.00       | $11793953.35       | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $2024000.00        | $2072014.75        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $1000.00           | $1019.36           | U.S. Treasuries (including strips) |

### Security 2: BANK OF AMERICA SEC TREASURY REPO 3.6900 20261117

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 3.6900 20261117 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609971S2, C.4 - ISIN: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609971S2
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $32355000.00       | $43447540.62       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $27510500.00       | $27952501.02       | U.S. Treasuries (including strips) |

### Security 3: BMO CAPITAL MARKETS MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 0639927M7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639927M7
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-08-27      | 0.0000%  | 0.0000% | $8035800.00        | $7963558.16        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $3137400.00        | $3203007.28        | U.S. Treasuries (including strips) |
| USTR          | 2031-04-15      | 1.2500%  | 0.0000% | $41000000.00       | $40853336.87       | U.S. Treasuries (including strips) |

### Security 4: BANK OF MONTREAL MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 0639952K9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639952K9
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2050-01-20      | 3.0000%  | 0.0000% | $9377070.00        | $1567291.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $3047187.00        | $1698791.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.0000%  | 0.0000% | $2040006.00        | $1549964.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $6402399.00        | $1631267.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-20      | 4.5000%  | 0.0000% | $2502245.00        | $1674434.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1559812.00        | $1644722.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1610030.00        | $1714624.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1498995.00        | $1552931.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1488462.00        | $1537255.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1480926.00        | $1524952.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1507407.00        | $1583179.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1623194.00        | $1649469.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $1559054.00        | $1552365.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1494475.00        | $1546829.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $1738234.00        | $1654419.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1424703.00        | $1526835.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1725925.00        | $1760697.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1700889.00        | $1756350.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1728121.00        | $1782506.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1498357.00        | $1545852.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1595354.00        | $1692890.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1541840.00        | $1606931.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $1732151.00        | $1684107.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1502009.00        | $1557078.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1653523.00        | $1708782.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1717977.00        | $1777877.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1652351.00        | $1706163.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1682420.00        | $1737008.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $1491448.00        | $1556603.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1493523.00        | $1547260.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $1822572.00        | $1745913.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1596681.00        | $1643320.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $1537788.00        | $1605474.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1580471.00        | $1571837.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1514035.00        | $1593894.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 4.5000%  | 0.0000% | $1705008.00        | $1630326.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1667833.00        | $1727846.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $1673127.00        | $1766756.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1563729.00        | $1668656.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1535040.00        | $1571618.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 4.5000%  | 0.0000% | $596807.00         | $569485.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $9129.00           | $9440.88           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $1626000.00        | $1601052.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-20      | 4.0000%  | 0.0000% | $4691328.00        | $1624931.51        | Agency Mortgage-Backed Securities |

### Security 5: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 1360985Y2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1360985Y2
- **C.18 - Value (incl. sponsor support):** $306000000.00
- **C.18.a - Value (excl. sponsor support):** $306000000.00
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2037-08-01      | 2.5000%  | 0.0000% | $84441216.00       | $61946790.86       | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $10910200.00       | $4054480.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $718.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $831.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $953.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $55982.00          | $29432.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.8500%  | 0.0000% | $29360300.00       | $28815092.26       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 4.3500%  | 0.0000% | $1000.00           | $991.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-11-01      | 4.2800%  | 0.0000% | $11128000.00       | $10994785.48       | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-05-01      | 4.0400%  | 0.0000% | $12335056.00       | $12130074.77       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1993900.00        | $438071.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $661.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $84093824.00       | $73611357.86       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $3126000.00        | $3018882.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $1929836.00        | $1994233.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $891.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $927.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $937.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $3584.00           | $3576.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $3808240.00        | $2424112.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $688.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $942.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $935.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $931.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $6177.00           | $5189.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $985.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-05-01      | 4.5000%  | 0.0000% | $1000.00           | $56.64             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $11000000.00       | $1722811.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $124.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 4.0000%  | 0.0000% | $1008.00           | $901.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 4.0000%  | 0.0000% | $1008.00           | $946.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 3.5000%  | 0.0000% | $1000.00           | $958.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $945.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $597.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $901.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $948.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $769.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $2336404.00        | $2209516.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $999.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2100.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1855.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $925.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $913.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $937.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1093.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $927.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $974.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $968.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $953.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $726.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $915.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $755.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $871.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $853.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $955.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $971.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $968.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $763.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $786.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $851.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $953.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $885.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $875.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $967.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $854.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $974.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $943.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $962.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $1024.00           | $898.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $991.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $46367744.00       | $44950523.22       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $921.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1020.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $1080.00           | $1087.14           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $755.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $1040.00           | $802.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $805.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $624.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $925.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $939.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1055.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $788.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $575.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $616.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $720.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1024.00           | $836.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $906.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1024.00           | $752.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $861.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $895.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $931.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $925.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $926.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $881.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1008.00           | $968.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $955.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $846.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $11921344.00       | $10976599.52       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $7791.00           | $7630.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $895.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $639.50            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $983.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.62           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $957.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $11327000.00       | $11399019.02       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $987.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 6.5000%  | 0.0000% | $1008.00           | $1070.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 6.5000%  | 0.0000% | $1008.00           | $1067.95           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $771.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $975.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $46174784.00       | $33298277.88       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 4.0000%  | 0.0000% | $1000.00           | $921.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $935.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $985.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $3354488.00        | $3213752.18        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.14            | Agency Mortgage-Backed Securities  |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $2232600.00        | $2230358.47        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-29      | 0.0000%  | 0.0000% | $2000.00           | $1969.80           | U.S. Treasuries (including strips) |
| USTR          | 2026-07-30      | 0.0000%  | 0.0000% | $300.00            | $298.22            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-16      | 0.0000%  | 0.0000% | $1811100.00        | $1808365.24        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-23      | 0.0000%  | 0.0000% | $734800.00         | $733170.95         | U.S. Treasuries (including strips) |
| USTR          | 2026-09-08      | 0.0000%  | 0.0000% | $100.00            | $99.01             | U.S. Treasuries (including strips) |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6200 20260604

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6200 20260604 3.620000%
- **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: 1729912N0, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729912N0
- **C.18 - Value (incl. sponsor support):** $138000000.00
- **C.18.a - Value (excl. sponsor support):** $138000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2026-11-20      | 0.0000%  | 0.0000% | $134896000.00      | $132491613.70      | Agency Mortgage-Backed Securities |
| FHLB          | 2026-11-25      | 0.0000%  | 0.0000% | $100000.00         | $98165.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2026-08-26      | 0.0000%  | 0.0000% | $2622000.00        | $2598375.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-06-15      | 5.4500%  | 0.0000% | $604192.00         | $250999.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-09-20      | 6.0000%  | 0.0000% | $27586831.00       | $181459.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-15      | 5.7500%  | 0.0000% | $3220100.00        | $2357278.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-05-15      | 5.7500%  | 0.0000% | $487800.00         | $204655.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-15      | 5.7500%  | 0.0000% | $567000.00         | $221778.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-06-15      | 5.4000%  | 0.0000% | $1038199.00        | $166511.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-05-15      | 6.0000%  | 0.0000% | $1067500.00        | $448061.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-07-15      | 4.5000%  | 0.0000% | $4959301.00        | $165249.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-07-15      | 5.4500%  | 0.0000% | $250000.00         | $104731.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-08-15      | 5.7300%  | 0.0000% | $250000.00         | $108895.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-15      | 4.6800%  | 0.0000% | $1562700.00        | $850090.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-12-15      | 5.6000%  | 0.0000% | $650000.00         | $191548.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-08-15      | 5.8600%  | 0.0000% | $300000.00         | $108939.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-12-15      | 5.5500%  | 0.0000% | $485646.00         | $206079.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-11-20      | 5.0000%  | 0.0000% | $683877.00         | $5565.90           | Agency Mortgage-Backed Securities |

### Security 7: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 1729912P5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729912P5
- **C.18 - Value (incl. sponsor support):** $611000000.00
- **C.18.a - Value (excl. sponsor support):** $611000000.00
- **C.19 - Percentage of Net Assets:** 4.5700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2045-09-20      | 4.0000%  | 0.0000% | $54893683.00       | $3668611.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $6301069.00        | $3781612.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $5661000.00        | $3833412.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 3.5000%  | 0.0000% | $4964304.00        | $3315925.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $5367186.00        | $3741745.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $3763901.00        | $3744936.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $3727896.00        | $3626055.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $3301052.00        | $3094985.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $4358075.00        | $4113426.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $2902775.00        | $3123151.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $3796056.00        | $3668553.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $3254237.00        | $3390043.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3372827.00        | $3552810.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.5000%  | 0.0000% | $3602187.00        | $3738886.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3532960.00        | $3684354.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $3639331.00        | $3177819.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3397573.00        | $2958104.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $4592967.00        | $3590324.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $5713884.00        | $4102350.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3098317.00        | $3278298.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2826106.00        | $2958345.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $3228345.00        | $3187818.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $3767512.00        | $4118339.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $3555592.00        | $3886790.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $3426457.00        | $3698000.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $3582935.00        | $3798521.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $3605847.00        | $3867897.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2935974.00        | $3141613.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $3605581.00        | $3749323.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2979900.00        | $3090887.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $3419986.00        | $3666600.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2839780.00        | $2976900.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $3422706.00        | $3377322.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $3205724.00        | $3232832.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2965114.00        | $3089529.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3942272.00        | $3940913.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3374925.00        | $3612576.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $3562490.00        | $3846337.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $2851651.00        | $3044659.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $3946450.00        | $4119439.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3464267.00        | $3249115.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3100556.00        | $3258747.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2951669.00        | $3093266.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3184543.00        | $3321715.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3524043.00        | $3698635.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2878324.00        | $3020640.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2983470.00        | $3130475.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2936309.00        | $3083184.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $3437749.00        | $3411688.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $2807205.00        | $2978760.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2950266.00        | $3168107.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $3490260.00        | $3784764.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3752247.00        | $3942607.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2926013.00        | $3075057.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $3416762.00        | $3118076.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $2823969.00        | $2998682.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3134373.00        | $3323098.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3198126.00        | $3389284.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $3456463.00        | $3737592.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3040942.00        | $3265666.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2871340.00        | $2985846.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $3379462.00        | $3070788.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2804172.00        | $2972604.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $2995439.00        | $3221057.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3536617.00        | $3753931.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3095440.00        | $3282243.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3573451.00        | $3755887.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2955878.00        | $3063312.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $3591293.00        | $3887659.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2955947.00        | $3171985.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3774240.00        | $3894625.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3203958.00        | $3149613.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3551485.00        | $3738325.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $3866891.00        | $3836817.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $3700463.00        | $3702753.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3716448.00        | $3839596.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3143773.00        | $3247551.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2869823.00        | $2962458.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $3115824.00        | $3229868.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1993531.00        | $1970447.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $3581121.00        | $3687873.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $3720044.00        | $3695385.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3369377.00        | $3487497.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3087467.00        | $3187047.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3515274.00        | $3627684.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $3538473.00        | $3724669.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 7.5000%  | 0.0000% | $3466979.00        | $3760321.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $3189604.00        | $3366175.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $3010389.00        | $3177945.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 7.5000%  | 0.0000% | $3471359.00        | $3767640.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $3333606.00        | $3524180.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3617156.00        | $3805663.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2979207.00        | $2970172.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $3678642.00        | $3676868.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2916630.00        | $3032927.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $3761377.00        | $3818383.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3918535.00        | $4123263.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $3557059.00        | $3664942.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $2885446.00        | $3063750.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3599940.00        | $3766132.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $3379857.00        | $3560778.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2894237.00        | $2991717.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $3489654.00        | $3714407.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 7.0000%  | 0.0000% | $2977352.00        | $3180003.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3178529.00        | $3323909.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3177986.00        | $3326100.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $3441472.00        | $3607009.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $3007583.00        | $3201288.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $3646212.00        | $3881055.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 7.0000%  | 0.0000% | $2990059.00        | $3193572.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $5965528.00        | $3548779.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 4.0000%  | 0.0000% | $4096872.00        | $3821853.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3437608.00        | $3633546.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3219997.00        | $3368290.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3616034.00        | $3836178.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3729050.00        | $3957455.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3758257.00        | $3987445.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $3308995.00        | $3492075.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3025629.00        | $3179453.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $3868394.00        | $3847457.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $3115567.00        | $3259810.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3664195.00        | $3838054.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2947484.00        | $3094506.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2838465.00        | $2985949.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3823112.00        | $4017448.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3387091.00        | $3569197.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3159966.00        | $3323682.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3297505.00        | $3456751.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3149893.00        | $3057845.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3531857.00        | $3711063.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $3208578.00        | $3176815.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3357747.00        | $3533133.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3190315.00        | $3356570.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $3085958.00        | $3130026.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $3140133.00        | $3274807.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $3000010.00        | $2969729.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3500760.00        | $3700931.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3069982.00        | $3172880.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3604041.00        | $3720129.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $3932861.00        | $4061364.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2832061.00        | $2978965.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3026143.00        | $3180252.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2868195.00        | $3031759.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4051896.00        | $4122521.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $2806953.00        | $2958346.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3243591.00        | $3378934.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3538819.00        | $3673868.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $28273.00          | $29244.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $3812821.00        | $4023881.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $3887084.00        | $3962593.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $3752404.00        | $3736305.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $3401940.00        | $3278231.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $3884608.00        | $3862284.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $3385233.00        | $3366941.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $3603514.00        | $3584019.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $2999210.00        | $2986343.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $3090310.00        | $3070212.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3307932.00        | $3451663.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3125184.00        | $3229002.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $3024338.00        | $3154294.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $3799653.00        | $3936367.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2971435.00        | $2981089.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $4036635.00        | $4014648.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $2956326.00        | $3018860.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $3506953.00        | $3560123.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $3548904.00        | $3533675.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $4157118.00        | $4134293.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $3184856.00        | $3304274.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $3764253.00        | $3876881.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3630173.00        | $3782473.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $3615223.00        | $3815360.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $3074094.00        | $3060905.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $3661166.00        | $3720428.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $3402683.00        | $3466914.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $3046516.00        | $3095829.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $3329469.00        | $3424884.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.0000%  | 0.0000% | $3070029.00        | $3056858.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2966801.00        | $3025703.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2961812.00        | $3071315.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $3758447.00        | $3930116.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $22825624.00       | $3981125.61        | Agency Mortgage-Backed Securities |

### Security 8: CITIGROUP GLBL MKT INC TREASURY REPO 3.7600 20270413

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.7600 20270413 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729952J0, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729952J0
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-13
- **C.12 - Maturity Date (WAL):** 2027-04-13
- **C.13 - Final Legal Maturity Date:** 2027-04-13
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $200.00            | $199.74            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-18      | 0.0000%  | 0.0000% | $615500.00         | $614261.61         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-25      | 0.0000%  | 0.0000% | $3747100.00        | $3736945.36        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-09      | 0.0000%  | 0.0000% | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-16      | 0.0000%  | 0.0000% | $12100.00          | $12078.09          | U.S. Treasuries (including strips) |
| USTR          | 2026-06-23      | 0.0000%  | 0.0000% | $31415100.00       | $31336248.10       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $200.00            | $199.04            | U.S. Treasuries (including strips) |

### Security 9: CITIGROUP GLBL MKT INC TREASURY REPO 3.5000 20260601

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.5000 20260601 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729954T6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729954T6
- **C.18 - Value (incl. sponsor support):** $33280000.00
- **C.18.a - Value (excl. sponsor support):** $33280000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $34252900.00       | $33945691.70       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6500 20260810 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729958S4, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729958S4
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-18      | 0.0000%  | 0.0000% | $28900.00          | $28841.85          | U.S. Treasuries (including strips) |
| USTR          | 2026-06-25      | 0.0000%  | 0.0000% | $75203800.00       | $74999997.70       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-16      | 0.0000%  | 0.0000% | $600.00            | $598.91            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-23      | 0.0000%  | 0.0000% | $1474200.00        | $1470499.76        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6700 20260618 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729958X3, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729958X3
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $1700.00           | $1691.82           | U.S. Treasuries (including strips) |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $121.93            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $1580800.00        | $1370699.53        | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $26700.00          | $26908.28          | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $600.00            | $601.59            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $70792200.00       | $69999999.12       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6900 20260624 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729959D6, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729959D6
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $1900.00           | $1890.86           | U.S. Treasuries (including strips) |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $121.93            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $1693900.00        | $1468767.67        | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $28600.00          | $28823.10          | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $500.00            | $501.33            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $75848700.00       | $74999914.30       | U.S. Treasuries (including strips) |

### Security 13: CREDIT AGRICOLE MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 2258984Z5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258984Z5
- **C.18 - Value (incl. sponsor support):** $181650000.00
- **C.18.a - Value (excl. sponsor support):** $181650000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2027-02-15      | 3.0000%  | 0.0000% | $7618566.00        | $27071.41          | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-07-20      | 3.5000%  | 0.0000% | $1137978.00        | $53462.52          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-12-20      | 3.5000%  | 0.0000% | $322475.00         | $37300.08          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $11264.00          | $5440.40           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 2.0000%  | 0.0000% | $23275488.00       | $12438712.72       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $22002000.00       | $12637459.33       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 6.0000%  | 0.0000% | $53170.00          | $26328.53          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $20970432.00       | $14468090.79       | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $318860.00         | $162513.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $6002.00           | $5867.64           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $11779088.00       | $10247342.53       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $11018.00          | $9129.70           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $19388.00          | $16284.68          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $259838.00         | $263588.59         | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-08-15      | 5.7300%  | 0.0000% | $28470.00          | $29586.61          | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2500180.00        | $2540652.36        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $4999.00           | $5093.17           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $367234.00         | $390241.90         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-01-20      | 5.5000%  | 0.0000% | $500000.00         | $346022.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 5.0000%  | 0.0000% | $6000.00           | $5348.97           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $15237888.00       | $10418792.97       | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $4405200.00        | $4467157.39        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $413618.00         | $428910.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $125462.00         | $132407.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $395999.00         | $238066.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-12-20      | 7.0000%  | 0.0000% | $2097645.00        | $1172856.77        | Agency Mortgage-Backed Securities  |
| GNMA          | 2033-01-15      | 5.5000%  | 0.0000% | $560462.00         | $522418.41         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-09-15      | 5.0000%  | 0.0000% | $2028896.00        | $104069.56         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-19      | 0.0000%  | 0.0000% | $31619400.00       | $31063530.95       | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $50003400.00       | $31012335.32       | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $41584000.00       | $22641752.60       | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $900.00            | $882.23            | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $30152400.00       | $29364281.49       | U.S. Treasuries (including strips) |

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AVBC5, C.4 - ISIN: US3130AVBC52, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19088686.51
- **C.18.a - Value (excl. sponsor support):** $19088686.51
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35010842.18
- **C.18.a - Value (excl. sponsor support):** $35010842.18
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50019796.95
- **C.18.a - Value (excl. sponsor support):** $50019796.95
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75028962.35
- **C.18.a - Value (excl. sponsor support):** $75028962.35
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YG3, C.4 - ISIN: US3130B7YG36, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30013297.98
- **C.18.a - Value (excl. sponsor support):** $30013297.98
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZX5, C.4 - ISIN: US3130B7ZX59, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30011651.01
- **C.18.a - Value (excl. sponsor support):** $30011651.01
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-07
- **C.13 - Final Legal Maturity Date:** 2027-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30013362.41
- **C.18.a - Value (excl. sponsor support):** $30013362.41
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CQ3, C.4 - ISIN: US3130B8CQ39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30011130.42
- **C.18.a - Value (excl. sponsor support):** $30011130.42
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75032470.51
- **C.18.a - Value (excl. sponsor support):** $75032470.51
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WK4, C.4 - ISIN: US3130B8WK49, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74829609.83
- **C.18.a - Value (excl. sponsor support):** $74829609.83
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAG68, C.4 - ISIN: US3130BAG689, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69978812.54
- **C.18.a - Value (excl. sponsor support):** $69978812.54
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-21
- **C.13 - Final Legal Maturity Date:** 2028-04-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAGV3, C.4 - ISIN: US3130BAGV33, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69980124.40
- **C.18.a - Value (excl. sponsor support):** $69980124.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-21
- **C.13 - Final Legal Maturity Date:** 2028-04-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJ65, C.4 - ISIN: US3130BAJ659, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49984954.96
- **C.18.a - Value (excl. sponsor support):** $49984954.96
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-28
- **C.13 - Final Legal Maturity Date:** 2028-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQ91, C.4 - ISIN: US3130BAQ910, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74946886.72
- **C.18.a - Value (excl. sponsor support):** $74946886.72
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19877421.96
- **C.18.a - Value (excl. sponsor support):** $19877421.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 29: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149260712.09
- **C.18.a - Value (excl. sponsor support):** $149260712.09
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30007856.49
- **C.18.a - Value (excl. sponsor support):** $30007856.49
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $13005638.99
- **C.18.a - Value (excl. sponsor support):** $13005638.99
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25008130.15
- **C.18.a - Value (excl. sponsor support):** $25008130.15
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74998790.64
- **C.18.a - Value (excl. sponsor support):** $74998790.64
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15004180.61
- **C.18.a - Value (excl. sponsor support):** $15004180.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49000174.99
- **C.18.a - Value (excl. sponsor support):** $49000174.99
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPQ8, C.4 - ISIN: US3133ERPQ83, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $18606020.02
- **C.18.a - Value (excl. sponsor support):** $18606020.02
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20038229.86
- **C.18.a - Value (excl. sponsor support):** $20038229.86
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20002947.41
- **C.18.a - Value (excl. sponsor support):** $20002947.41
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35001458.65
- **C.18.a - Value (excl. sponsor support):** $35001458.65
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20005969.13
- **C.18.a - Value (excl. sponsor support):** $20005969.13
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30007560.16
- **C.18.a - Value (excl. sponsor support):** $30007560.16
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75033934.04
- **C.18.a - Value (excl. sponsor support):** $75033934.04
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $89997993.84
- **C.18.a - Value (excl. sponsor support):** $89997993.84
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30008266.52
- **C.18.a - Value (excl. sponsor support):** $30008266.52
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.827969%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30126879.51
- **C.18.a - Value (excl. sponsor support):** $30126879.51
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.792969%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50148483.85
- **C.18.a - Value (excl. sponsor support):** $50148483.85
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $13999001.02
- **C.18.a - Value (excl. sponsor support):** $13999001.02
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35016000.31
- **C.18.a - Value (excl. sponsor support):** $35016000.31
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74973498.68
- **C.18.a - Value (excl. sponsor support):** $74973498.68
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTQ2, C.4 - ISIN: US3134HCTQ25, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149565960.56
- **C.18.a - Value (excl. sponsor support):** $149565960.56
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWL9, C.4 - ISIN: US3134HCWL90, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $101692781.55
- **C.18.a - Value (excl. sponsor support):** $101692781.55
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCXP9, C.4 - ISIN: US3134HCXP95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74675236.34
- **C.18.a - Value (excl. sponsor support):** $74675236.34
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $22009912.39
- **C.18.a - Value (excl. sponsor support):** $22009912.39
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $47022322.57
- **C.18.a - Value (excl. sponsor support):** $47022322.57
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $10004975.99
- **C.18.a - Value (excl. sponsor support):** $10004975.99
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCZQ1, C.4 - ISIN: US3136GCZQ18, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34959496.60
- **C.18.a - Value (excl. sponsor support):** $34959496.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.915000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GD3B7, C.4 - ISIN: US3136GD3B75, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34919108.45
- **C.18.a - Value (excl. sponsor support):** $34919108.45
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GD3H4, C.4 - ISIN: US3136GD3H46, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34896386.47
- **C.18.a - Value (excl. sponsor support):** $34896386.47
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 3379859M9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379859M9
- **C.18 - Value (incl. sponsor support):** $3905000000.00
- **C.18.a - Value (excl. sponsor support):** $3905000000.00
- **C.19 - Percentage of Net Assets:** 29.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $734.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $901.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1541.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $657.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1263.87           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-11-01      | 5.5000%  | 0.0000% | $8017.00           | $761.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 6.0000%  | 0.0000% | $3428.00           | $79.72             | Agency Mortgage-Backed Securities |
| FMAC          | 2031-09-01      | 5.5000%  | 0.0000% | $1416.00           | $3.61              | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 6.0000%  | 0.0000% | $25937.00          | $468.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-11-01      | 5.0000%  | 0.0000% | $2408.00           | $79.76             | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $2359.00           | $7.48              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 7.0000%  | 0.0000% | $1024.00           | $10.96             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.0000%  | 0.0000% | $1223.00           | $13.17             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $88.10             | Agency Mortgage-Backed Securities |
| FMAC          | 2039-09-01      | 4.5000%  | 0.0000% | $4999000.00        | $114380.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $2510.00           | $367.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $2689.00           | $400.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.5000%  | 0.0000% | $1055.00           | $149.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2039-08-01      | 4.5000%  | 0.0000% | $1024.00           | $30.84             | Agency Mortgage-Backed Securities |
| FMAC          | 2040-01-01      | 5.5000%  | 0.0000% | $1024.00           | $51.70             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $1024.00           | $37.12             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $1024.00           | $108.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2030-01-01      | 3.0000%  | 0.0000% | $1295.00           | $73.44             | Agency Mortgage-Backed Securities |
| FMAC          | 2031-03-01      | 3.0000%  | 0.0000% | $2000.00           | $200.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2030-04-01      | 3.0000%  | 0.0000% | $2000.00           | $150.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2030-06-01      | 3.0000%  | 0.0000% | $2000.00           | $135.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 4.5000%  | 0.0000% | $1050.00           | $0.77              | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $251.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $247.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $9090618.00        | $2583122.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 5.0000%  | 0.0000% | $30000.00          | $2303.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $5584601.00        | $1293348.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $3707769.00        | $1220901.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $5447121.00        | $1123911.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $4902587.00        | $1024451.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $4105766.00        | $994895.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $5007624.00        | $1123556.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 4.0000%  | 0.0000% | $1000.00           | $31.04             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $60463746.00       | $4170108.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $44762526.00       | $4097771.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2029-02-01      | 3.0000%  | 0.0000% | $1000.00           | $36.33             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $19993470.00       | $4778870.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 4.0000%  | 0.0000% | $1001.00           | $214.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 4.5000%  | 0.0000% | $1000.00           | $73.49             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $11154861.00       | $3474376.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-11-01      | 3.0000%  | 0.0000% | $2395560.00        | $96329.55          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-06-01      | 3.5000%  | 0.0000% | $574000.00         | $45273.01          | Agency Mortgage-Backed Securities |
| FMAC          | 2039-05-01      | 6.0000%  | 0.0000% | $4000.00           | $2344.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 6.0000%  | 0.0000% | $6735956.00        | $5493053.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 2.0000%  | 0.0000% | $3768.00           | $1950.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2038-10-01      | 5.5000%  | 0.0000% | $22000.00          | $11056.76          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-11-01      | 5.5000%  | 0.0000% | $2000.00           | $938.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2039-09-01      | 5.5000%  | 0.0000% | $3000.00           | $1511.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 6.0000%  | 0.0000% | $3000.00           | $1641.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 6.0000%  | 0.0000% | $3000.00           | $1878.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $2656088.00        | $1935552.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 3.5000%  | 0.0000% | $5000.00           | $3637.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.5000%  | 0.0000% | $662000.00         | $421315.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $23239533.00       | $13429477.32       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 3.0000%  | 0.0000% | $2016.00           | $1381.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $8860635.00        | $5837758.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2347.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1612.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $170218.00         | $23984.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $189.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $13000.00          | $4397.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $74082408.00       | $59907503.05       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $83669955.00       | $67143381.04       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $64890.00          | $58034.81          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $17000.00          | $12577.49          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $10000.00          | $7838.96           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $712.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $2401687.00        | $1115010.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $64190755.00       | $32573385.39       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.0000%  | 0.0000% | $38000.00          | $33040.15          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $9915232.00        | $5363922.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $301899417.00      | $177882391.10      | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 7.0000%  | 0.0000% | $880821.00         | $688680.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-10-01      | 3.5000%  | 0.0000% | $1025.00           | $289.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-12-01      | 3.5000%  | 0.0000% | $1403289.00        | $50646.81          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 4.0000%  | 0.0000% | $54493500.00       | $14716839.58       | Agency Mortgage-Backed Securities |
| FMAC          | 2042-11-01      | 3.5000%  | 0.0000% | $1029.00           | $170.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 3.0000%  | 0.0000% | $173723.00         | $33786.01          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 3.0000%  | 0.0000% | $811144.00         | $133430.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $183.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 3.5000%  | 0.0000% | $1953308.00        | $236121.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $273.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $1026.00           | $142.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $102.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 4.0000%  | 0.0000% | $1024.00           | $198.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-09-01      | 3.5000%  | 0.0000% | $597000.00         | $69790.25          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $1008.00           | $125.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $107.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $78.62             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $144.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $1024.00           | $139.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $143.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $158.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-02-01      | 4.0000%  | 0.0000% | $1008.00           | $167.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $118.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $150.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $230.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $294.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $203.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $253.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $346.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $333.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $619.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-11-01      | 3.5000%  | 0.0000% | $1008.00           | $220.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $900000.00         | $274254.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $1024.00           | $152.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $1008.00           | $252.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $240.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $269.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $229.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $335.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $360.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $1008.00           | $261.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $35208309.00       | $6092768.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $165.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $1008.00           | $240.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $194.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $259.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $183.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $350.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $134.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $171.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $101431400.00      | $15635860.53       | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 4.0000%  | 0.0000% | $1024.00           | $139.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1008.00           | $366.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $997000.00         | $229746.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $433.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $388.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $429.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $372.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $416.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $2113508.00        | $1218862.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $441.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $423.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $423.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $331.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $588.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1034.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $467.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1253.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $602.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $609.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $664.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $937.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $825.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $6764561.00        | $5014369.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $585.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $849.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $554.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $938.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $587.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $890.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $750.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $938.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $945.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $564.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $830.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $806.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $608.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $835.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $847.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $749.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $859.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7888456.00        | $4724897.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $914.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $603.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $465.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $937.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $590.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $840.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $704.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $571.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $757.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $686.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $939.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $655.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1894.33           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $754.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $606.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $559.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1872.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $577.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $653.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $709.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $636.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $604.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $9531747.00        | $6195157.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $591.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $669.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $769.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $10650248.00       | $5272778.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $13626365.00       | $6257023.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $697.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $710.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $605.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1592.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6023118.00        | $4392585.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $20480953.00       | $16020299.60       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $653.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $493.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $323.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $719.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $555.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1696.42           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $551.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $830.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $779.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $669.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $23858883.00       | $13641022.99       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $966.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $500.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $572.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $857.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $832.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $952.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $630.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $719.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $837.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $862.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $741.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $559.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1899.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $582.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $616.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $736.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $762.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $865.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $685.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $692.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $903.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $586.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1970.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $826.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $765.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $702.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $645.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $512.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1193.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $998.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $851.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $831.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $13632039.00       | $11621872.20       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $608.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $5366300.00        | $5173790.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $684.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $967.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $614.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $749.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1019.51           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $595.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $7046645.00        | $4321359.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $608.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $852.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $784.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 4.0000%  | 0.0000% | $87848.00          | $41040.26          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 4.0000%  | 0.0000% | $1024.00           | $328.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1120.00           | $797.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $97787396.00       | $77991291.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $6015954.00        | $4554839.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2031-10-01      | 2.0000%  | 0.0000% | $69942.00          | $24628.75          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-09-01      | 1.5000%  | 0.0000% | $494000.00         | $111779.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $6250571.00        | $4860618.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1911.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $10211127.00       | $7682948.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1603.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $704.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $440.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $901928.00         | $201404.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 6.6400%  | 0.0000% | $332351.00         | $46752.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.5000%  | 0.0000% | $1023.00           | $6.13              | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 7.5000%  | 0.0000% | $1366.00           | $1.03              | Agency Mortgage-Backed Securities |
| FNMA          | 2041-06-01      | 4.0000%  | 0.0000% | $13665274.00       | $215111.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $100.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $1024.00           | $62.34             | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $162000.00         | $11656.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $7527281.00        | $167872.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $15360.00          | $1027.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 5.0000%  | 0.0000% | $1348987.00        | $30062.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $2048.00           | $262.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $37918901.00       | $5319803.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $750000.00         | $97436.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 6.0000%  | 0.0000% | $1200000.00        | $64646.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $2051.00           | $195.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.5000%  | 0.0000% | $1024.00           | $117.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $35942400.00       | $6435458.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 2.5000%  | 0.0000% | $1091963.00        | $236273.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $50074624.00       | $7873583.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $62188736.00       | $14163630.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $73979776.00       | $20548721.44       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $214.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $2972010.00        | $356474.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 4.0000%  | 0.0000% | $42911040.00       | $5695185.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $1023.00           | $103.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2016.00           | $232.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $64592000.00       | $7491413.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $241032960.00      | $28235653.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $223.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $50329856.00       | $6223808.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $151.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-12-01      | 2.5000%  | 0.0000% | $1330765.00        | $46428.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $30384750.00       | $17755907.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $233.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $475913.00         | $74953.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $92.39             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $325015.00         | $57534.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $2024.00           | $304.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $36963248.00       | $5114773.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $2016.00           | $232.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $1492382.00        | $39908.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $1024.00           | $46.02             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $133.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $385220615.00      | $24953858.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $75177999.00       | $14700838.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $119701600.00      | $16821962.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $99104152.00       | $7844032.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $47075324.00       | $5816816.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $62158009.00       | $8320623.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $285.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $698000.00         | $92552.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $63891712.00       | $14221741.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $225.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.0000%  | 0.0000% | $599830.00         | $82624.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $280000.00         | $29109.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $263.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $59006208.00       | $7842877.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $1446546.00        | $348488.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $665000.00         | $91634.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $132863752.00      | $19532302.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $3572344.00        | $567934.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 3.0000%  | 0.0000% | $169000.00         | $35760.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 4.5000%  | 0.0000% | $1000.00           | $242.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 3.0000%  | 0.0000% | $392572.00         | $38641.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $23175680.00       | $4957521.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $34911.00          | $11069.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.5000%  | 0.0000% | $279664.00         | $43746.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.0000%  | 0.0000% | $36247360.00       | $6165295.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 3.0000%  | 0.0000% | $1022404.00        | $243924.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $845835.00         | $47536.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 3.5000%  | 0.0000% | $269002.00         | $55110.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.0000%  | 0.0000% | $2291368.00        | $101931.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $113.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $157.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $250.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 3.0000%  | 0.0000% | $1370078.00        | $149881.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $228.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 4.5000%  | 0.0000% | $2050.00           | $64.44             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $2016.00           | $265.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $1547076.00        | $64789.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $2016.00           | $201.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1008.00           | $134.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $3112848.00        | $314037.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.0000%  | 0.0000% | $1246000.00        | $38859.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $2000.00           | $635.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.0000%  | 0.0000% | $23008959.00       | $146698.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 5.4500%  | 0.0000% | $122172.00         | $24148.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $29753024.00       | $464074.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $70001676.00       | $268723.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1023.00           | $8.61              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1035.00           | $8.16              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $1024.00           | $9.62              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $110000.00         | $93092.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $609.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $701.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $99031.00          | $77240.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $805521.00         | $19615.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $895.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $422.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1929.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $9931520.00        | $7319139.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $19974357.00       | $19237046.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $7357668.00        | $6281722.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $21047930.00       | $19757611.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $3904035.00        | $3456948.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $20064699.00       | $19641851.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $17820269.00       | $15879588.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $990.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2082.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $994.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $25577770.00       | $19340456.31       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1540.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $717.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1507.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1483402.00        | $1172535.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1341816.00        | $1172657.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $5837136.00        | $4723164.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3192980.00        | $2080519.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3046.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $3143343.00        | $3070060.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $5582384.00        | $5495143.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $2106709.00        | $1047367.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1087670.00        | $1086913.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $20020810.00       | $15626460.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $635351.00         | $633132.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $15810208.00       | $11543316.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1997.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $21500832.00       | $19776915.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1785.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1636124.00        | $1719707.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $2085862.00        | $1965393.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $5750384.00        | $5221207.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $3889244.00        | $3956887.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $871725.00         | $891900.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $984.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $5362091.00        | $5182761.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $26549.00          | $26689.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $22378457.00       | $20071313.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $730700.00         | $756081.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $4414243.00        | $4373243.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $3175095.00        | $3193992.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1730.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1622832.00        | $1655615.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $367725.00         | $352746.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $4366320.00        | $4281503.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $3618328.00        | $3468000.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.5000%  | 0.0000% | $1008.00           | $152.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $155421952.00      | $20623481.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 4.0000%  | 0.0000% | $2048.00           | $287.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $879999.00         | $52602.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $1100726.00        | $129421.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $279000.00         | $35363.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $6750079.00        | $1541852.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1024.00           | $222.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $223.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1008.00           | $122.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $262.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 4.0000%  | 0.0000% | $5127000.00        | $1649913.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 4.0000%  | 0.0000% | $1000.00           | $244.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $68251768.00       | $15879119.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.0000%  | 0.0000% | $504905.00         | $94371.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $378000.00         | $145106.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 4.0000%  | 0.0000% | $1008.00           | $537.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $15989048.00       | $6113483.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $294.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $201.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1024.00           | $301.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $399.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $525927.00         | $102267.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 2.5000%  | 0.0000% | $1608122.00        | $105411.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $163.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $926.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $5253224.00        | $1004151.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $407.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $187.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $169.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $683.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $461.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $270.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $182.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $191000.00         | $39411.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $489700.00         | $40889.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1024.00           | $157.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $301.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $236.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $323.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $490.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 5.0000%  | 0.0000% | $7961584.00        | $1078233.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $178.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $2048.00           | $214.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $299.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $369.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $352.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $250.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-03-01      | 3.0000%  | 0.0000% | $769996.00         | $112822.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.0000%  | 0.0000% | $147000.00         | $37363.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $526000.00         | $123573.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $557000.00         | $114042.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $3529000.00        | $728807.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 2.5000%  | 0.0000% | $520000.00         | $54422.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $785305.00         | $168507.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $675.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2156.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 3.5000%  | 0.0000% | $2317000.00        | $199475.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $301.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $298.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $254.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $257.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $431.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $273.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $352.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.5000%  | 0.0000% | $968614.00         | $216042.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $360.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $117.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $424.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $30000.00          | $7632.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $262845.00         | $25270.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $269.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1531513.00        | $381578.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1715000.00        | $199109.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $227.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $124.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $320.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $316.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $300.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $300.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $322.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $288.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $906.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1264908.00        | $522295.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $201992.00         | $49869.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $398.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $552.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $428.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1348269.00        | $302159.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $400.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1008.00           | $166.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $372.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $312.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $423.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $426.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $337578496.00      | $172335970.62      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $62435968.00       | $26011027.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $15543936.00       | $8649913.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 1.5000%  | 0.0000% | $244476.00         | $124045.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $526.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $98000.00          | $43191.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $713.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $843.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $777.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $560.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $762.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $765.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $681.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $9982700.00        | $4871699.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $3788832.00        | $3621209.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $699.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $16522358.00       | $16038076.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2697160.00        | $2340156.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1079300.00        | $803449.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $584334.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1142034.00        | $692882.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $3123448.00        | $1992078.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $692.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $6759632.00        | $6535628.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $663.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $657.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $635.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $945.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $2253152.00        | $2279191.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $796.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1194.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1092.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $571.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1881.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $11503440.00       | $7641567.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $578.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $68000.00          | $42378.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $201819.00         | $154623.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $790.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $230194177.00      | $172495539.54      | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $720.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $613.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1831.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $599.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $426.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $595.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $876.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1056.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $632.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1744.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $456.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1133142.00        | $696675.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $563.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $586.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $818.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1396.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $504.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $926.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1418.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1236.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $757.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1712.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $940.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $865.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $945.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1258238.00        | $866373.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $778.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $796.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $659.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1475.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $565.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $939.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $565.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $607.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $715.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $742.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $942.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $659.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $904.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $672.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $726.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $585.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $708.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $597.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1731.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $701.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $853.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $712362.00         | $353170.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3366000.00        | $2080496.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1880.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $21178624.00       | $15599248.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $728.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $524.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $709.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $6876109.00        | $5478376.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $875.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $81362.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $722.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $911.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1212.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $967.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $979.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $657.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $104115.00         | $64827.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $473.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $907.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1316.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $528.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $639.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1620.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $635.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $820.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $500.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1843.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $947.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $725.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $669.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $817.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1177.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $613.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1616.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $699.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1897.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $14086.00          | $9541.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1840.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $592.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $719.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $940.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $954.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $696.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $745.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $926.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $793.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $890.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2139324.00        | $1967626.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $862.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $513.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $787.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $868.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $817.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1806.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $845.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $460.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1723376.00        | $1370689.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $821.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $1726730.00        | $1543317.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $978.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $875.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $7478544.00        | $5626540.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $3405994.00        | $3493097.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $50012291.00       | $6992382.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $63999.00          | $12832.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $2398613.00        | $502315.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 4.0000%  | 0.0000% | $11605042.00       | $2494497.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1499000.00        | $250087.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $75035148.00       | $19002561.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $7182472.00        | $2107180.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $65911558.00       | $4570367.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $1029.00           | $173.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.0000%  | 0.0000% | $15121247.00       | $3024804.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 4.0000%  | 0.0000% | $1000.00           | $193.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $125.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $179.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1032.00           | $65.00             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $256.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $272.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $110115.00         | $12165.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.0000%  | 0.0000% | $42000.00          | $4335.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $1696000.00        | $338099.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1001.00           | $254.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $273.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $359.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $391.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $385.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 2.5000%  | 0.0000% | $3136772.00        | $1187764.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 2.5000%  | 0.0000% | $390839.00         | $127821.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 2.5000%  | 0.0000% | $13031443.00       | $5390440.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $11436896.00       | $3995082.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $160625159.00      | $70434513.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $489313369.00      | $174971422.98      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $452830272.00      | $175404825.67      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $500926080.00      | $211842809.18      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $42359323.00       | $21034618.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $131131125.00      | $59745036.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $142042639.00      | $70771178.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $18297728.00       | $8521739.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $768000.00         | $376427.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $351000.00         | $165942.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $24800000.00       | $11685906.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $475.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $209159.00         | $106366.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $110835.00         | $42874.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $174592.00         | $84713.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $399000.00         | $203351.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $155000.00         | $87310.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $535.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $501.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 4.0000%  | 0.0000% | $1161936.00        | $403828.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $344484287.00      | $199687460.67      | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $17714112.00       | $10329412.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $1008.00           | $568.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 3.5000%  | 0.0000% | $531316.00         | $164150.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $3498000.00        | $2133032.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $29994000.00       | $17259316.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1147772.00        | $768070.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $150482.00         | $99507.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $12318816.00       | $8024445.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $720956.00         | $441215.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $285329.00         | $179867.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $10975114.00       | $7941189.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1297.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $31306784.00       | $24311200.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $13457965.00       | $9051929.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 5.0000%  | 0.0000% | $11795040.00       | $8172864.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 5.0000%  | 0.0000% | $14164992.00       | $7926038.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $286091.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $319000.00         | $219835.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $678.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $2966130.00        | $2350276.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $56000.00          | $39171.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $233900.00         | $172664.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $79597751.00       | $59718772.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $649.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $601081.00         | $451826.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $75985626.00       | $52079855.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $5769006.00        | $3840515.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $61000.00          | $40554.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $250064756.00      | $171982347.51      | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $36580107.00       | $26697606.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $5317539.00        | $3982192.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $24178471.00       | $17645712.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $13001.00          | $10182.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2217456.00        | $1673783.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $6798616.00        | $5409039.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $455592.00         | $362122.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $11532000.00       | $8781022.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $698.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $511.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $21982432.00       | $16545811.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $6084600.00        | $4810187.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $9000.00           | $6714.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $22608457.00       | $18656619.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $8233.00           | $6454.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $17865031.00       | $15271990.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $997000.00         | $822844.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $9300656.00        | $6127074.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $343288.00         | $194912.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1016.00           | $847.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $33821120.00       | $24112652.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $2152512.00        | $1701965.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1084.00           | $797.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $204296.00         | $108768.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $296000.00         | $212916.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1576816.00        | $1304861.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2587.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $119545728.00      | $105332954.26      | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 4.5000%  | 0.0000% | $17912936.00       | $15370993.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $7034.00           | $6260.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $155000.00         | $119110.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $466142.00         | $414392.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $9388320.00        | $8461994.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $12999904.00       | $11001248.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $2620032.00        | $2291835.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1303000.00        | $1188587.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $15555264.00       | $14287784.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $3204312.00        | $2924768.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $14328060.00       | $7554230.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $207090240.00      | $185197094.29      | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1013.00           | $666.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $13430.00          | $12043.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2757884.00        | $2468654.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $36697.00          | $32968.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $3323024.00        | $2864764.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $9332464.00        | $7983479.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $5663200.00        | $5292847.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $9198040.00        | $8185841.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $63181917.00       | $57815320.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1274854.00        | $1223328.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2828228.00        | $2790971.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $956.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1972.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $971.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1978.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $4652576.00        | $4541737.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1081195.00        | $1124332.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1155200.00        | $1196817.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $1442999.00        | $1524895.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $4920456.00        | $4975510.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1638380.00        | $1714666.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1688620.00        | $1711405.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1980200.00        | $1993410.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $985.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $6510832.00        | $6429618.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $4382856.00        | $4513409.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $5767640.00        | $5908908.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $7623050.00        | $7822447.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $261020.00         | $258292.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $1187900.00        | $1223015.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $2490960.00        | $2475836.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $5041452.00        | $5132314.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1058655.00        | $1052614.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $936.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $26345856.00       | $20177171.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $270000.00         | $213990.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $22842880.00       | $18805617.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $936025.00         | $806197.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 5.5000%  | 0.0000% | $3129216.00        | $2460384.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $10743392.00       | $8655032.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $1120000.00        | $1033478.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 1.5000%  | 0.0000% | $2000.00           | $1554.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $865.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $13908800.00       | $11625472.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $18047664.00       | $14952358.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2507.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $4942520.00        | $4203592.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $46461.00          | $39863.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $48066024.00       | $45194417.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $5959679.00        | $5096558.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.0000%  | 0.0000% | $1347000.00        | $1207527.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $2064.00           | $2029.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $45714.00          | $41947.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1952.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $60431303.00       | $57006485.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $228001.00         | $244178.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $7578849.00        | $6524149.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1614284.00        | $1439360.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1163.00           | $895.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $19800800.00       | $15363560.37       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $13606784.00       | $14181911.02       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 4.5000%  | 0.0000% | $15661072.00       | $14979908.19       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $29321.00          | $29958.84          | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $14284240.00       | $14405424.32       | Agency Mortgage-Backed Securities |

### Security 60: FIXED INCOME CLEARING SSBT TREASURY REPO 3.6200 20260601

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.6200 20260601 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379898V2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379898V2
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $147260500.00      | $178500143.70      | U.S. Treasuries (including strips) |

### Security 61: GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260603

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260603 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819875X0, C.4 - ISIN: N/A, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819875X0
- **C.18 - Value (incl. sponsor support):** $102000000.00
- **C.18.a - Value (excl. sponsor support):** $102000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-05-01      | 5.0000%  | 0.0000% | $538371.00         | $6443.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $1082720.00        | $226520.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-04-01      | 3.5000%  | 0.0000% | $1066084.00        | $178908.68         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.5000%  | 0.0000% | $3325000.00        | $230060.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-02-01      | 3.5000%  | 0.0000% | $216000.00         | $142483.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 3.0000%  | 0.0000% | $17798976.00       | $13198583.05       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $2041684.00        | $1550760.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.5000%  | 0.0000% | $1374926.00        | $840252.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1064844.00        | $667592.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-05-01      | 2.0000%  | 0.0000% | $2449524.00        | $997032.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $163897.00         | $23563.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $64969088.00       | $42963624.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $37822080.00       | $35569691.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $5699184.00        | $3482182.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 2.5000%  | 0.0000% | $4370504.00        | $522071.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-02-01      | 4.5000%  | 0.0000% | $1048687.00        | $82136.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 3.0000%  | 0.0000% | $4210783.00        | $3358092.36        | Agency Mortgage-Backed Securities |

### Security 62: GOLDMAN SACHS & CO MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 3819876A9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819876A9
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-04-01      | 5.5000%  | 0.0000% | $1583392.00        | $8060.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 5.5000%  | 0.0000% | $1490782.00        | $89051.48          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 3.5000%  | 0.0000% | $7235048.00        | $853924.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-02-01      | 4.0000%  | 0.0000% | $275000.00         | $23197.79          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 4.5000%  | 0.0000% | $1242000.00        | $157533.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-12-01      | 4.0000%  | 0.0000% | $1800000.00        | $161986.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-04-01      | 6.0000%  | 0.0000% | $23452064.00       | $5691679.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1513000.00        | $986267.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 3.5000%  | 0.0000% | $233000.00         | $167411.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $800000.00         | $624564.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $4878864.00        | $511035.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 3.5000%  | 0.0000% | $1115924.00        | $810839.45         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $446958.00         | $330256.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $3320000.00        | $2287148.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-05-01      | 4.5000%  | 0.0000% | $1195290.00        | $557160.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-03-01      | 6.0000%  | 0.0000% | $8007197.00        | $10035.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 4.5000%  | 0.0000% | $4608416.00        | $137418.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $40000000.00       | $2546968.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 5.5000%  | 0.0000% | $320841.00         | $5710.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-03-01      | 3.5000%  | 0.0000% | $1748870.00        | $55231.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 3.0000%  | 0.0000% | $974000.00         | $176077.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $100000.00         | $16305.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $390317.00         | $277493.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1069850.00        | $737117.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $161526016.00      | $42833335.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.5000%  | 0.0000% | $432128.00         | $298138.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 4.4450%  | 0.0000% | $4360000.00        | $4350330.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $3117164.00        | $1036834.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $5898000.00        | $4117568.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $700000.00         | $614433.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $211742208.00      | $180837031.26      | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $58892736.00       | $51770227.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $100000.00         | $31967.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $281612.00         | $168364.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $1922048.00        | $1526359.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 6.0000%  | 0.0000% | $39143680.00       | $541699.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 4.5000%  | 0.0000% | $1900000.00        | $95741.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 5.0000%  | 0.0000% | $2335000.00        | $109017.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 2.5000%  | 0.0000% | $3898120.00        | $417750.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 4.5000%  | 0.0000% | $2878444.00        | $305918.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 4.0000%  | 0.0000% | $501452.00         | $50628.57          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1506436.00        | $1574315.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $4555128.00        | $3681476.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $21829536.00       | $22255256.75       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $5878472.00        | $3156894.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1175368.00        | $1195893.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $1052892.00        | $1066802.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-20      | 3.0000%  | 0.0000% | $4690440.00        | $238602.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-11-20      | 2.5000%  | 0.0000% | $1000000.00        | $312979.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $46339.00          | $39398.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1281746.00        | $1324492.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2833748.00        | $2879617.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $2568376.00        | $2604100.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-07-15      | 5.5000%  | 0.0000% | $7918880.00        | $51095.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-08-15      | 7.0000%  | 0.0000% | $852420.00         | $39844.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 3.0000%  | 0.0000% | $75150.00          | $51406.76          | Agency Mortgage-Backed Securities |

### Security 63: Goldman Sachs Group Inc/The REPO 2.7500 20260601

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 2.7500 20260601 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819914M7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819914M7
- **C.18 - Value (incl. sponsor support):** $107700000.00
- **C.18.a - Value (excl. sponsor support):** $107700000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-11-27      | 0.0000%  | 0.0000% | $500.00            | $490.81            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-02      | 0.0000%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-16      | 0.0000%  | 0.0000% | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-23      | 0.0000%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| USTR          | 2026-09-10      | 0.0000%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-05      | 0.0000%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| USTR          | 2027-05-13      | 0.0000%  | 0.0000% | $100.00            | $96.47             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $5000.00           | $7968.52           | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $300.00            | $300.87            | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.29            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $400.00            | $325.15            | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $500.00            | $401.69            | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $81.17             | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $800.00            | $604.66            | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $207.24            | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $103.96            | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $195.90            | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $306200.00         | $222235.29         | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $140.05            | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $201300.00         | $194821.88         | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $1000.00           | $746.78            | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.17             | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $400.00            | $249.06            | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $3700.00           | $2338.82           | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.08             | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $72.53             | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $5870600.00        | $3932493.51        | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $2000.00           | $1088.97           | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $800.00            | $435.59            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $137.64            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $81.99             | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.10             | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $600.00            | $503.79            | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $1500.00           | $1275.44           | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $700.00            | $595.21            | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $500.00            | $449.87            | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.30             | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $3000.00           | $2677.06           | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $400.00            | $317.40            | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $800.00            | $704.41            | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.85             | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $1000.00           | $948.11            | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $2900.00           | $2790.18           | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $300.00            | $288.64            | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $94.42             | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $1400.00           | $1321.79           | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $83815000.00       | $79133053.10       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $4300.00           | $3915.94           | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $600.00            | $554.86            | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $191.07            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $300.00            | $295.97            | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $1000.00           | $963.69            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $195.15            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $200.00            | $200.11            | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $200.00            | $191.29            | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.73             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $97.63             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $138.69            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $96.06             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $121.20            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.33             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $900.00            | $852.50            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $115.76            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $96.94             | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $1100.00           | $1022.50           | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $28302000.00       | $26308173.63       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $192.86            | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $600.00            | $578.60            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $3200.00           | $3195.95           | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $600.00            | $599.24            | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $1400.00           | $1377.38           | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $3100.00           | $3065.86           | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $300.00            | $300.85            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.40            | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $300.00            | $312.88            | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.91            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $97.90             | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $600.00            | $599.82            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $300.00            | $297.47            | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $1800.00           | $1859.06           | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $700.00            | $720.44            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $2800.00           | $2814.48           | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7880%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $800.00            | $792.82            | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $200.00            | $200.66            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $300.00            | $304.09            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $200.00            | $197.71            | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $96.74             | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $200.00            | $197.79            | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $1500.00           | $1494.92           | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $300.00            | $295.83            | U.S. Treasuries (including strips) |
| USTR          | 2033-02-28      | 3.7500%  | 0.0000% | $1700.00           | $1662.48           | U.S. Treasuries (including strips) |
| USTR          | 2033-03-31      | 4.2500%  | 0.0000% | $700.00            | $703.07            | U.S. Treasuries (including strips) |
| USTR          | 2033-04-30      | 4.1250%  | 0.0000% | $2100.00           | $2085.16           | U.S. Treasuries (including strips) |

### Security 64: HSBC SEC USA INC MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 4049892G9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 4049892G9
- **C.18 - Value (incl. sponsor support):** $272000000.00
- **C.18.a - Value (excl. sponsor support):** $272000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $4375128.00        | $1470315.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $4357344.00        | $1339689.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 4.5000%  | 0.0000% | $13243264.00       | $2747555.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $69054208.00       | $12348549.28       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $5105560.00        | $3326469.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $39545.00          | $31532.01          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.0000%  | 0.0000% | $18030.00          | $11503.66          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $6036640.00        | $4100782.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2031-01-01      | 1.8400%  | 0.0000% | $3000000.00        | $2673314.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $4434600.00        | $1545702.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.5000%  | 0.0000% | $8654128.00        | $5036667.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 7.0000%  | 0.0000% | $2834950.00        | $2571898.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $4742392.00        | $2492626.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $1843896.00        | $1511381.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $4115928.00        | $3227731.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1121382.00        | $823994.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1104122.00        | $831251.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1504558.00        | $1107073.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $4888008.00        | $4248994.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1941650.00        | $1641360.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $3255640.00        | $1898883.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $6107192.00        | $6070205.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $3843388.00        | $1209711.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $8133.00           | $6024.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-12-01      | 4.5000%  | 0.0000% | $90000.00          | $84399.38          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-08-01      | 2.0000%  | 0.0000% | $12103.00          | $5887.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $5173060.00        | $4215550.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $4293370.00        | $2739251.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1404870.00        | $1439125.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $3122232.00        | $2243042.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $2338588.00        | $1533403.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $7071176.00        | $5524061.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 7.5000%  | 0.0000% | $1111030.00        | $844675.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-09-01      | 3.8700%  | 0.0000% | $4346312.00        | $4060496.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 3.8800%  | 0.0000% | $5148336.00        | $4593426.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 3.8000%  | 0.0000% | $6905760.00        | $6613222.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 3.5700%  | 0.0000% | $5133000.00        | $4249859.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $2376352.00        | $403260.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $16955552.00       | $2363175.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $82658688.00       | $16501132.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $6050000.00        | $1345223.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.0000%  | 0.0000% | $5999000.00        | $692130.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $1151840.00        | $595661.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1168556.00        | $618070.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1188306.00        | $732579.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $947780.00         | $955907.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1198542.00        | $1088796.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1719076.00        | $1137267.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1493708.00        | $931074.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2289140.00        | $2301076.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $4569640.00        | $4604606.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $919458.00         | $976636.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1039846.00        | $119332.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-02-01      | 3.9800%  | 0.0000% | $13360688.00       | $12922468.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.4650%  | 0.0000% | $1000000.00        | $928421.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $362000.00         | $30374.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-12-01      | 1.4500%  | 0.0000% | $4000000.00        | $3513096.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.6100%  | 0.0000% | $57355.00          | $45092.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.3900%  | 0.0000% | $2500000.00        | $1620426.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 1.6900%  | 0.0000% | $61504000.00       | $54062658.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0700%  | 0.0000% | $4000000.00        | $3233804.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 1.7200%  | 0.0000% | $8080000.00        | $6845287.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 1.8000%  | 0.0000% | $7520000.00        | $6114357.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 2.2650%  | 0.0000% | $1475000.00        | $1070594.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-12-01      | 2.2400%  | 0.0000% | $38979.00          | $32335.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 3.8700%  | 0.0000% | $10355248.00       | $9644774.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $6013432.00        | $2622224.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2718592.00        | $1962542.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 7.0000%  | 0.0000% | $5890320.00        | $3015502.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 1.9700%  | 0.0000% | $3100000.00        | $2291914.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 4.7700%  | 0.0000% | $1250000.00        | $1265166.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $248000.00         | $89659.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $760000.00         | $397577.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $985000.00         | $614595.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 4.5000%  | 0.0000% | $195390.00         | $102743.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $5061688.00        | $3590717.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 4.5000%  | 0.0000% | $1385410.00        | $1337179.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 6.5000%  | 0.0000% | $941108.00         | $985939.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 2.5000%  | 0.0000% | $1000000.00        | $165438.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $2604568.00        | $2536592.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $2503608.00        | $2516286.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $8061.00           | $7984.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $18615070.00       | $18088692.29       | Agency Mortgage-Backed Securities |

### Security 65: JP MORGAN SEC LLC MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 6169975L2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169975L2
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 3.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $69000000.00       | $11288926.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $50940672.00       | $13756957.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 2.5250%  | 0.0000% | $194557.00         | $19463.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 5.5000%  | 0.0000% | $5088328.00        | $373030.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $5583936.00        | $4789553.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $4086500.00        | $3852075.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $20285920.00       | $17134271.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1945150.00        | $1883436.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $2647572.00        | $2564193.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $9074544.00        | $8700571.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $8418192.00        | $8786556.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $19000000.00       | $1986811.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 4.0000%  | 0.0000% | $2840000.00        | $693855.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 8.0000%  | 0.0000% | $1104548.00        | $720438.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 2.0000%  | 0.0000% | $393673.00         | $237728.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1096766.00        | $494069.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1460948.00        | $906493.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $1957794.00        | $2045843.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1255388.00        | $877327.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1094208.00        | $676141.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $290000.00         | $188175.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $11703520.00       | $9079771.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1992000.00        | $1441245.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $50056256.00       | $43046824.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 7.0000%  | 0.0000% | $1046966.00        | $506748.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $38342000.00       | $28875068.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 6.0000%  | 0.0000% | $2727892.00        | $2742912.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1716000.00        | $1734059.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $9931008.00        | $10190998.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $3075260.00        | $3156111.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1456208.00        | $1532050.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $9235216.00        | $9491832.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $24240352.00       | $23923964.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $10640896.00       | $11041788.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $2150830.00        | $2135180.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 5.0000%  | 0.0000% | $19594080.00       | $19445476.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 5.5000%  | 0.0000% | $3390500.00        | $3441743.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 6.0000%  | 0.0000% | $5181072.00        | $5383702.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 6.0000%  | 0.0000% | $3395160.00        | $3519825.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 5.0000%  | 0.0000% | $6080888.00        | $6013207.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 6.0000%  | 0.0000% | $1096300.00        | $1133251.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $839000.00         | $435880.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $718180.00         | $376826.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $1052860.00        | $540479.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 3.0000%  | 0.0000% | $584570.00         | $272905.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $460000.00         | $290661.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $14773312.00       | $6708845.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $20628320.00       | $17861996.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $11273776.00       | $8275344.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $64046159.00       | $65518175.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 5.5000%  | 0.0000% | $5350000.00        | $61766.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 6.0000%  | 0.0000% | $29263744.00       | $545990.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 5.5000%  | 0.0000% | $29999972.00       | $166921.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 3.5000%  | 0.0000% | $531000.00         | $11148.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2031-12-01      | 2.5000%  | 0.0000% | $1000000.00        | $103579.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.5000%  | 0.0000% | $92000.00          | $11326.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $5736000.00        | $4288139.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.0000%  | 0.0000% | $124167.00         | $77094.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 6.0000%  | 0.0000% | $31866048.00       | $26813137.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 3.0000%  | 0.0000% | $40488320.00       | $38362228.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $4494690.00        | $4117445.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-05-01      | 4.5000%  | 0.0000% | $10726016.00       | $10365890.02       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $30187680.00       | $29482532.42       | Agency Mortgage-Backed Securities |

### Security 66: RBC DS MORTGAGE REPO 3.6200 20260601

- **C.1 - Title:** RBC DS MORTGAGE REPO 3.6200 20260601 3.620000%
- **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: 7809793V0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809793V0
- **C.18 - Value (incl. sponsor support):** $1017000000.00
- **C.18.a - Value (excl. sponsor support):** $1017000000.00
- **C.19 - Percentage of Net Assets:** 7.6000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-09-01      | 5.5000%  | 0.0000% | $26692.00          | $266.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-05-01      | 5.0000%  | 0.0000% | $10923.00          | $117.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-12-01      | 4.0000%  | 0.0000% | $2628.00           | $111.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-09-01      | 4.5000%  | 0.0000% | $1007.00           | $96.42             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1004.00           | $138.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-03-01      | 4.0000%  | 0.0000% | $2000.00           | $381.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $79.89             | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $71962000.00       | $56652639.57       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $59988.00          | $53277.57          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $4846000.00        | $2968344.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1056.00           | $735.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $4441954.00        | $894498.77         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $144802.00         | $97892.06          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $2392567.00        | $1778309.13        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-05-01      | 2.0000%  | 0.0000% | $1408.00           | $652.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $2056.00           | $1416.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $958.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $480000.00         | $305638.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $224999.00         | $138866.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7967.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $30071808.00       | $20500442.59       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $3596320.00        | $2711016.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $8053.00           | $6563.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1887.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2017.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $4223488.00        | $3994088.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $963.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $6901472.00        | $6835513.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $493588.00         | $501513.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $1564136.00        | $1588434.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2076.00           | $1737.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $9915168.00        | $9820273.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $2048.00           | $1933.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2001.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $76445.00          | $38009.32          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $4947060.00        | $3092003.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-11-01      | 3.0000%  | 0.0000% | $172778.00         | $65975.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $674000.00         | $430322.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $710.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $36738160.00       | $33811039.50       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $3078819.00        | $3031853.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $5920299.00        | $5831265.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-10-01      | 4.0000%  | 0.0000% | $1099.00           | $59.61             | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-01-01      | 2.5000%  | 0.0000% | $1715.00           | $59.03             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 3.5000%  | 0.0000% | $1005.00           | $69.08             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $1511802.00        | $794432.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.0000%  | 0.0000% | $392459.00         | $36418.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $52940.00          | $14683.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $463.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $24000.00          | $15170.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $1031000.00        | $724649.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1020.00           | $694.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $70323704.00       | $50272429.48       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $4403833.00        | $2392947.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $950.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $1008.00           | $991.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $5166365.00        | $5083930.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.49           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $594.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $999474.00         | $757928.01         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $732.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $23421.00          | $23379.48          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $682.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $850.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $962.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $39408219.00       | $37477855.24       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $10828987.00       | $10549911.57       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2067.00           | $1874.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $710.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $3731937.00        | $3453743.83        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $39333696.00       | $35336817.20       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $49979000.00       | $45339178.95       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $49094080.00       | $46462981.78       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $12603400.00       | $12067091.70       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $10127888.00       | $9913670.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $15794.00          | $15166.60          | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $24849156.00       | $24656696.61       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $12734760.00       | $11771381.59       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $397176320.00      | $253046564.93      | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $69255972.00       | $53462459.51       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $24988840.00       | $16951569.93       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $67844207.00       | $65925778.63       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $321234108.00      | $179214435.25      | Agency Mortgage-Backed Securities  |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $19276700.00       | $16390934.43       | U.S. Treasuries (including strips) |

### Security 67: TD SECURITIES USA LLC MORTGAGE REPO 3.6300 20260604

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.6300 20260604 3.630000%
- **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: 8919943H6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919943H6
- **C.18 - Value (incl. sponsor support):** $103000000.00
- **C.18.a - Value (excl. sponsor support):** $103000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $288938000.00      | $35108029.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $34958011.35       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $5000291.00        | $5081229.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $29436252.00       | $29912730.08       | Agency Mortgage-Backed Securities |

### Security 68: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74297256.13
- **C.18.a - Value (excl. sponsor support):** $74297256.13
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74819010.15
- **C.18.a - Value (excl. sponsor support):** $74819010.15
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74455794.02
- **C.18.a - Value (excl. sponsor support):** $74455794.02
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VB0, C.4 - ISIN: US912797VB05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $222772375.91
- **C.18.a - Value (excl. sponsor support):** $222772375.91
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34089453.13
- **C.18.a - Value (excl. sponsor support):** $34089453.13
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $101525976.56
- **C.18.a - Value (excl. sponsor support):** $101525976.56
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZV5, C.4 - ISIN: US912828ZV59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $28925390.63
- **C.18.a - Value (excl. sponsor support):** $28925390.63
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2027-06-30
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39907812.50
- **C.18.a - Value (excl. sponsor support):** $39907812.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $220429687.50
- **C.18.a - Value (excl. sponsor support):** $220429687.50
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65352929.69
- **C.18.a - Value (excl. sponsor support):** $65352929.69
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKR1, C.4 - ISIN: US91282CKR15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35187304.69
- **C.18.a - Value (excl. sponsor support):** $35187304.69
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKV2, C.4 - ISIN: US91282CKV27, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35252929.69
- **C.18.a - Value (excl. sponsor support):** $35252929.69
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-06-15
- **C.12 - Maturity Date (WAL):** 2027-06-15
- **C.13 - Final Legal Maturity Date:** 2027-06-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $208130000.00
- **C.18.a - Value (excl. sponsor support):** $208130000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.809969%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $170043165.07
- **C.18.a - Value (excl. sponsor support):** $170043165.07
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60063281.25
- **C.18.a - Value (excl. sponsor support):** $60063281.25
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $224982421.88
- **C.18.a - Value (excl. sponsor support):** $224982421.88
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $147862988.28
- **C.18.a - Value (excl. sponsor support):** $147862988.28
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $250498046.88
- **C.18.a - Value (excl. sponsor support):** $250498046.88
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $275085937.50
- **C.18.a - Value (excl. sponsor support):** $275085937.50
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.786969%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150140977.80
- **C.18.a - Value (excl. sponsor support):** $150140977.80
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.817969%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150225609.27
- **C.18.a - Value (excl. sponsor support):** $150225609.27
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: WELLS FARGO SECURITIES MORTGAGE REPO 3.6500 20260604

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.6500 20260604 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 9499843H9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 9499843H9
- **C.18 - Value (incl. sponsor support):** $344000000.00
- **C.18.a - Value (excl. sponsor support):** $344000000.00
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2034-04-01      | 5.9830%  | 0.0000% | $25000000.00       | $118322.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $988106.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 6.5370%  | 0.0000% | $8400000.00        | $8117.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 4.9740%  | 0.0000% | $15015000.00       | $37692.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 5.8980%  | 0.0000% | $1500000.00        | $1191.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-02-01      | 6.1620%  | 0.0000% | $50000.00          | $744.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 6.1210%  | 0.0000% | $20000000.00       | $339958.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 5.9230%  | 0.0000% | $2144000.00        | $21949.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 5.9220%  | 0.0000% | $9256885.00        | $420435.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 6.0610%  | 0.0000% | $5200000.00        | $212217.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 5.0560%  | 0.0000% | $1750000.00        | $30462.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 5.9790%  | 0.0000% | $1100000.00        | $23031.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 6.1710%  | 0.0000% | $5000000.00        | $141008.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 6.0150%  | 0.0000% | $8500000.00        | $159823.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 6.2660%  | 0.0000% | $13000000.00       | $783582.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0830%  | 0.0000% | $2700000.00        | $229423.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-02-01      | 2.8800%  | 0.0000% | $145000.00         | $11315.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 6.1220%  | 0.0000% | $1019000.00        | $31609.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $6806.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.3900%  | 0.0000% | $100000.00         | $69459.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1165193.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6480608.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4930591.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 2.9800%  | 0.0000% | $15800000.00       | $14564810.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2027-05-01      | 3.3600%  | 0.0000% | $3500000.00        | $3482074.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-05-01      | 3.2800%  | 0.0000% | $6150000.00        | $6113604.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-04-01      | 3.3700%  | 0.0000% | $29000000.00       | $24476611.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2027-09-01      | 3.0100%  | 0.0000% | $1200000.00        | $1114022.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5806953.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-04-01      | 3.4850%  | 0.0000% | $575000.00         | $568345.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 6.1690%  | 0.0000% | $550000.00         | $14865.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 6.4450%  | 0.0000% | $550000.00         | $12098.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 6.4150%  | 0.0000% | $130000.00         | $1539.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 6.3100%  | 0.0000% | $10349493.00       | $699304.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 6.3100%  | 0.0000% | $92000.00          | $1550.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.8400%  | 0.0000% | $575000.00         | $6869.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-03-01      | 5.7310%  | 0.0000% | $150000.00         | $11414.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 6.2160%  | 0.0000% | $575000.00         | $11448.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 5.9870%  | 0.0000% | $9000000.00        | $246181.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 6.3500%  | 0.0000% | $1200000.00        | $72493.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 6.3500%  | 0.0000% | $575000.00         | $8352.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 5.5320%  | 0.0000% | $25000.00          | $680.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 5.0650%  | 0.0000% | $2470359.00        | $1512.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 6.8680%  | 0.0000% | $38350572.00       | $165021.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.7740%  | 0.0000% | $43350679.00       | $221994.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 6.3210%  | 0.0000% | $500000.00         | $601.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 6.1970%  | 0.0000% | $4485000.00        | $6213.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 5.5060%  | 0.0000% | $5317000.00        | $23227.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.1840%  | 0.0000% | $500000.00         | $4649.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.9990%  | 0.0000% | $699999.00         | $4035.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.9990%  | 0.0000% | $699998.00         | $9025.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.9990%  | 0.0000% | $200000.00         | $2147.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 6.4020%  | 0.0000% | $7719108.00        | $85405.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 5.9070%  | 0.0000% | $500562.00         | $3664.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.1060%  | 0.0000% | $30788872.00       | $239793.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.4380%  | 0.0000% | $120000.00         | $1959.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 5.5350%  | 0.0000% | $8000000.00        | $47204.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 5.8900%  | 0.0000% | $405000.00         | $1974.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 5.5610%  | 0.0000% | $2699999.00        | $23070.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 5.7910%  | 0.0000% | $7500000.00        | $30617.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 5.5790%  | 0.0000% | $2465000.00        | $12563.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 5.9200%  | 0.0000% | $800000.00         | $2714.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 5.5690%  | 0.0000% | $470000.00         | $2109.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 5.6770%  | 0.0000% | $7923175.00        | $76353.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 5.5380%  | 0.0000% | $26204766.00       | $174301.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 6.1990%  | 0.0000% | $3593000.00        | $25017.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 5.5860%  | 0.0000% | $875000.00         | $16051.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 6.3940%  | 0.0000% | $610000.00         | $2953.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 5.8930%  | 0.0000% | $5350000.00        | $33236.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 5.5900%  | 0.0000% | $50002447.00       | $227572.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 6.2260%  | 0.0000% | $7600000.00        | $56342.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.5030%  | 0.0000% | $300000.00         | $2696.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 6.0040%  | 0.0000% | $1050000.00        | $6052.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 5.5070%  | 0.0000% | $1300000.00        | $6514.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 5.9550%  | 0.0000% | $5089993.00        | $111351.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 6.2200%  | 0.0000% | $5000000.00        | $5010.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0520%  | 0.0000% | $615000.00         | $4787.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 5.8350%  | 0.0000% | $130000.00         | $6038.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0430%  | 0.0000% | $2882336.00        | $2852616.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.2770%  | 0.0000% | $6522215.00        | $6313027.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 6.3500%  | 0.0000% | $575000.00         | $13903.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 6.0950%  | 0.0000% | $580000.00         | $22421.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 6.3600%  | 0.0000% | $575000.00         | $19021.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 6.3600%  | 0.0000% | $123578.00         | $10372.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 6.2880%  | 0.0000% | $630000.00         | $30467.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 6.3500%  | 0.0000% | $300000.00         | $15853.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 5.7850%  | 0.0000% | $540000.00         | $27119.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 6.0100%  | 0.0000% | $334000.00         | $54124.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 2.9910%  | 0.0000% | $23828464.00       | $2346611.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 5.9980%  | 0.0000% | $10000000.00       | $730382.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 6.0500%  | 0.0000% | $6974000.00        | $544874.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.4180%  | 0.0000% | $3764000.00        | $2171246.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 2.4680%  | 0.0000% | $330000.00         | $204866.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0140%  | 0.0000% | $15367011.00       | $11597150.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.3270%  | 0.0000% | $40380504.00       | $32926147.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.7880%  | 0.0000% | $49029166.00       | $47907211.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.1880%  | 0.0000% | $620000.00         | $106246.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 2.7700%  | 0.0000% | $620000.00         | $131475.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 2.7430%  | 0.0000% | $880000.00         | $211342.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.7060%  | 0.0000% | $1153942.00        | $436921.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 5.3980%  | 0.0000% | $2000000.00        | $392070.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.7240%  | 0.0000% | $500000.00         | $133481.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 1.7230%  | 0.0000% | $3000000.00        | $1807986.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5950%  | 0.0000% | $205000.00         | $131329.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.9430%  | 0.0000% | $630000.00         | $406858.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.8750%  | 0.0000% | $1000000.00        | $680022.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.1940%  | 0.0000% | $620000.00         | $426707.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0810%  | 0.0000% | $17231345.00       | $12873028.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.0250%  | 0.0000% | $4598287.00        | $3348463.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.4240%  | 0.0000% | $5712000.00        | $4374786.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.9580%  | 0.0000% | $55439456.00       | $42927060.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.9410%  | 0.0000% | $1692065.00        | $1667098.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.9260%  | 0.0000% | $2670890.00        | $2308869.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 3.2350%  | 0.0000% | $100015036.00      | $93776600.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.3860%  | 0.0000% | $7500000.00        | $112503.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.4690%  | 0.0000% | $4050000.00        | $22971.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.4220%  | 0.0000% | $18250000.00       | $218161.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 5.8420%  | 0.0000% | $2150000.00        | $11122.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.7800%  | 0.0000% | $213359.00         | $2208.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 5.9080%  | 0.0000% | $165000.00         | $1892.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 5.7200%  | 0.0000% | $77816.00          | $826.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.9950%  | 0.0000% | $9000000.00        | $65066.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.4600%  | 0.0000% | $19325778.00       | $57767.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 4.9950%  | 0.0000% | $1769358.00        | $56313.68          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.1530%  | 0.0000% | $5596852.00        | $636772.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 6.7550%  | 0.0000% | $250000.00         | $3603.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 5.6540%  | 0.0000% | $4867292.00        | $54048.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 7.0820%  | 0.0000% | $333708.00         | $4546.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.5100%  | 0.0000% | $1695500.00        | $55706.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 5.8640%  | 0.0000% | $6527822.00        | $436911.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 5.8290%  | 0.0000% | $2000000.00        | $27430.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.1900%  | 0.0000% | $300000.00         | $791.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.4740%  | 0.0000% | $417135.00         | $2453.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 6.2460%  | 0.0000% | $1378000.00        | $13576.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-12-01      | 6.0460%  | 0.0000% | $9010000.00        | $59513.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.5300%  | 0.0000% | $15054061.00       | $39377.14          | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2026-06-05

**By:** Alan S. Dupski

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

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