# EDGAR Filing Document

**Accession Number:** 0001034386
**File Stem:** 0001145549-25-045991
**Filing Date:** 2025-7
**Character Count:** 190280
**Document Hash:** 08e6a4fa0af909f8e8cc3e1f723c4f27
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-045991.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-045991

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08279
- **FILM NUMBER:** 251109973

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

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

**CIK Number of Registrant:** 0001034386

**LEI of Registrant:** 549300OHDX5YN5HMNT85

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

**LEI of Series:** 5493002Y0IYARJVQ5N24

**EDGAR Series Identifier:** S000002153

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 25 days

- **WAL:** 43 days

- **Total Value of Portfolio Securities:** $18550300090.89

- **Amortized Cost of Portfolio Securities:** $18549195903.41

- **Cash:** $10423.31

- **Total Other Assets:** $19318513.36

- **Total Liabilities:** $62615186.61

- **Net Assets of Series:** $18505909653.47

- **Number of Shares Outstanding (Series):** 18500855424.6100

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $18030279441.34           | $18295279441.34            | 93.0400%                  | 94.4100%                   |
| 2025-06-03 | $18189136092.36           | $18537136092.36            | 92.7000%                  | 94.4700%                   |
| 2025-06-04 | $17519808241.85           | $17867808241.85            | 92.4400%                  | 94.2800%                   |
| 2025-06-05 | $17351186438.48           | $17488186438.48            | 93.4200%                  | 94.1600%                   |
| 2025-06-06 | $17358350038.69           | $17760350038.69            | 92.0900%                  | 94.2200%                   |
| 2025-06-09 | $16675532881.98           | $16994532881.98            | 92.2200%                  | 93.9900%                   |
| 2025-06-10 | $16354436726.09           | $16905436726.09            | 91.6500%                  | 94.7300%                   |
| 2025-06-11 | $16149667752.99           | $16646667752.99            | 91.8300%                  | 94.6600%                   |
| 2025-06-12 | $15817145982.07           | $16103145982.07            | 92.8000%                  | 94.4800%                   |
| 2025-06-13 | $15475863080.93           | $15926863080.93            | 91.7300%                  | 94.4100%                   |
| 2025-06-16 | $16031742400.32           | $16250742400.32            | 93.2700%                  | 94.5500%                   |
| 2025-06-17 | $15421193664.44           | $15667193664.44            | 92.8800%                  | 94.3600%                   |
| 2025-06-18 | $17188601869.65           | $17324601869.65            | 94.1200%                  | 94.8600%                   |
| 2025-06-20 | $15354136453.54           | $15700136453.54            | 92.2700%                  | 94.3500%                   |
| 2025-06-23 | $15815997821.47           | $16080997821.47            | 92.9300%                  | 94.4900%                   |
| 2025-06-24 | $16196101443.99           | $16406101443.99            | 93.3800%                  | 94.5900%                   |
| 2025-06-25 | $18241716066.17           | $18505716066.17            | 93.8100%                  | 95.1700%                   |
| 2025-06-26 | $18624446513.16           | $18678446513.16            | 94.9300%                  | 95.2100%                   |
| 2025-06-27 | $18299327339.94           | $18720327339.94            | 93.0600%                  | 95.2000%                   |
| 2025-06-30 | $17209319598.52           | $17630319598.52            | 92.6800%                  | 94.9500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3900%             |
| 2025-06-03 | 4.3800%             |
| 2025-06-04 | 4.3800%             |
| 2025-06-05 | 4.3700%             |
| 2025-06-06 | 4.3500%             |
| 2025-06-09 | 4.3500%             |
| 2025-06-10 | 4.3500%             |
| 2025-06-11 | 4.3500%             |
| 2025-06-12 | 4.3500%             |
| 2025-06-13 | 4.3500%             |
| 2025-06-16 | 4.3500%             |
| 2025-06-17 | 4.3500%             |
| 2025-06-18 | 4.3500%             |
| 2025-06-20 | 4.3500%             |
| 2025-06-23 | 4.3500%             |
| 2025-06-24 | 4.3500%             |
| 2025-06-25 | 4.3500%             |
| 2025-06-26 | 4.3600%             |
| 2025-06-27 | 4.3700%             |
| 2025-06-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0003                      |
|  |  |
| 2025-06-03 | 1.0003                      |
|  |  |
| 2025-06-04 | 1.0003                      |
|  |  |
| 2025-06-05 | 1.0003                      |
|  |  |
| 2025-06-06 | 1.0003                      |
|  |  |
| 2025-06-09 | 1.0003                      |
|  |  |
| 2025-06-10 | 1.0003                      |
|  |  |
| 2025-06-11 | 1.0003                      |
|  |  |
| 2025-06-12 | 1.0004                      |
|  |  |
| 2025-06-13 | 1.0004                      |
|  |  |
| 2025-06-16 | 1.0003                      |
|  |  |
| 2025-06-17 | 1.0004                      |
|  |  |
| 2025-06-18 | 1.0003                      |
|  |  |
| 2025-06-20 | 1.0004                      |
|  |  |
| 2025-06-23 | 1.0004                      |
|  |  |
| 2025-06-24 | 1.0004                      |
|  |  |
| 2025-06-25 | 1.0003                      |
|  |  |
| 2025-06-26 | 1.0003                      |
|  |  |
| 2025-06-27 | 1.0003                      |
|  |  |
| 2025-06-30 | 1.0003                      |
|  |  |

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

### Class: 00

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $18505909653.47

- **Number of Shares Outstanding:** 18500855424.6100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0003          |
|  |  |
| 2025-06-03 | 1.0003          |
|  |  |
| 2025-06-04 | 1.0003          |
|  |  |
| 2025-06-05 | 1.0003          |
|  |  |
| 2025-06-06 | 1.0003          |
|  |  |
| 2025-06-09 | 1.0003          |
|  |  |
| 2025-06-10 | 1.0003          |
|  |  |
| 2025-06-11 | 1.0003          |
|  |  |
| 2025-06-12 | 1.0004          |
|  |  |
| 2025-06-13 | 1.0004          |
|  |  |
| 2025-06-16 | 1.0003          |
|  |  |
| 2025-06-17 | 1.0004          |
|  |  |
| 2025-06-18 | 1.0003          |
|  |  |
| 2025-06-20 | 1.0004          |
|  |  |
| 2025-06-23 | 1.0004          |
|  |  |
| 2025-06-24 | 1.0004          |
|  |  |
| 2025-06-25 | 1.0003          |
|  |  |
| 2025-06-26 | 1.0003          |
|  |  |
| 2025-06-27 | 1.0003          |
|  |  |
| 2025-06-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $815852412.32             | $1083833238.80          |
| 2025-06-03 | $687940653.84             | $443110576.18           |
| 2025-06-04 | $303953036.15             | $782887744.90           |
| 2025-06-05 | $469760767.38             | $851212982.79           |
| 2025-06-06 | $619685938.32             | $395707076.16           |
| 2025-06-09 | $506174352.37             | $1230401563.66          |
| 2025-06-10 | $304509951.23             | $635835011.95           |
| 2025-06-11 | $272511222.78             | $440666126.20           |
| 2025-06-12 | $667149910.56             | $1212375698.86          |
| 2025-06-13 | $298270392.42             | $477268589.70           |
| 2025-06-16 | $633397885.14             | $317517567.29           |
| 2025-06-17 | $186145227.15             | $772952664.91           |
| 2025-06-18 | $2184406029.03            | $529027812.45           |
| 2025-06-20 | $433328182.93             | $2061890425.64          |
| 2025-06-23 | $800730005.53             | $423794982.67           |
| 2025-06-24 | $977346310.24             | $653887526.53           |
| 2025-06-25 | $2312309426.92            | $214414070.30           |
| 2025-06-26 | $967956542.90             | $797155626.80           |
| 2025-06-27 | $824603247.25             | $785577176.53           |
| 2025-06-30 | $476602932.18             | $1574858976.49          |

**Total Gross Subscriptions (Month):** $14742634426.64

**Total Gross Redemptions (Month):** $15684375438.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.3900%           |
| 2025-06-03 | 4.3800%           |
| 2025-06-04 | 4.3800%           |
| 2025-06-05 | 4.3700%           |
| 2025-06-06 | 4.3500%           |
| 2025-06-09 | 4.3500%           |
| 2025-06-10 | 4.3400%           |
| 2025-06-11 | 4.3400%           |
| 2025-06-12 | 4.3400%           |
| 2025-06-13 | 4.3500%           |
| 2025-06-16 | 4.3500%           |
| 2025-06-17 | 4.3500%           |
| 2025-06-18 | 4.3500%           |
| 2025-06-20 | 4.3500%           |
| 2025-06-23 | 4.3500%           |
| 2025-06-24 | 4.3500%           |
| 2025-06-25 | 4.3500%           |
| 2025-06-26 | 4.3500%           |
| 2025-06-27 | 4.3700%           |
| 2025-06-30 | 4.3700%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP PARIBAS PARIS MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** BNP PARIBAS PARIS MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0559737K1, C.5 - Other ID: 0559737K1
- **C.18 - Value (incl. sponsor support):** $315000000.00
- **C.18.a - Value (excl. sponsor support):** $315000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2032-07-01      | 6.5000%  | 0.0000% | $6132.00           | $90.12             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.3660%  | 0.0000% | $1148.00           | $133.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-07-01      | 6.9620%  | 0.0000% | $3537.00           | $17.86             | Agency Mortgage-Backed Securities  |
| FMAC          | 2027-12-01      | 6.3970%  | 0.0000% | $10001.00          | $0.18              | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-06-01      | 6.3900%  | 0.0000% | $419853.00         | $110.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-09-01      | 7.1650%  | 0.0000% | $15139.00          | $5.27              | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-07-01      | 7.4500%  | 0.0000% | $1659.00           | $0.29              | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-09-01      | 7.3180%  | 0.0000% | $10852.00          | $0.31              | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-01-01      | 6.8930%  | 0.0000% | $399219.00         | $94.59             | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-12-01      | 4.1940%  | 0.0000% | $3408.00           | $13.09             | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-09-01      | 7.4880%  | 0.0000% | $1850.00           | $13.44             | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-01-01      | 6.9190%  | 0.0000% | $4910.00           | $8.83              | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-01-01      | 3.5000%  | 0.0000% | $1489.00           | $123.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-04-01      | 7.0550%  | 0.0000% | $1603.00           | $27.88             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-10-01      | 7.5190%  | 0.0000% | $4358.00           | $19.81             | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-11-01      | 7.3650%  | 0.0000% | $4818.00           | $35.02             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-02-01      | 6.7540%  | 0.0000% | $2605.00           | $84.84             | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-07-01      | 6.8570%  | 0.0000% | $1000.00           | $67.48             | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-05-01      | 4.5000%  | 0.0000% | $11622.00          | $564.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 5.0000%  | 0.0000% | $1010.00           | $195.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-11-01      | 2.4000%  | 0.0000% | $2744.00           | $2121.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $998520.00         | $967161.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 5.6250%  | 0.0000% | $1478.00           | $0.19              | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-07-01      | 6.5000%  | 0.0000% | $71862.00          | $33.89             | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-11-01      | 6.3530%  | 0.0000% | $3669.00           | $164.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-07-01      | 6.1450%  | 0.0000% | $3155.00           | $4.17              | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-02-01      | 5.6970%  | 0.0000% | $1040.00           | $2.79              | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 4.5000%  | 0.0000% | $983581.00         | $197695.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2025-10-01      | 2.7500%  | 0.0000% | $1000.00           | $270.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 6.4650%  | 0.0000% | $2416.00           | $11.43             | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $2525.00           | $4.28              | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1942791.00        | $562697.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 2.8900%  | 0.0000% | $1066.00           | $934.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 0.0000%  | 0.0000% | $342406.00         | $343734.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $11693815.00       | $12453303.59       | Agency Mortgage-Backed Securities  |
| GNMA          | 2028-09-20      | 2.5000%  | 0.0000% | $1000.00           | $39.98             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-20      | 4.0000%  | 0.0000% | $1024.00           | $85.45             | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-08-20      | 4.5000%  | 0.0000% | $1008.00           | $67.15             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-01-20      | 4.0000%  | 0.0000% | $1024.00           | $81.05             | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-06-20      | 3.0000%  | 0.0000% | $9360.00           | $611.75            | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 3.0000%  | 0.0000% | $1024.00           | $124.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-11-20      | 4.5000%  | 0.0000% | $2112.00           | $160.83            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $1000.00           | $61.17             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 5.0000%  | 0.0000% | $1000.00           | $69.42             | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 2.0000%  | 0.0000% | $1000.00           | $424.86            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 3.0000%  | 0.0000% | $6269858.00        | $1553597.37        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 4.0000%  | 0.0000% | $1007.00           | $723.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 4.0000%  | 0.0000% | $3000.00           | $2265.97           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $2000.00           | $1543.77           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 6.0000%  | 0.0000% | $30764095.00       | $18920979.85       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 4.5000%  | 0.0000% | $8829920.00        | $7657596.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $519.60            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $2062186.00        | $1749810.84        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $266908.00         | $84325.07          | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-11-15      | 4.7500%  | 0.0000% | $2000.00           | $1949.23           | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-06-20      | 4.0000%  | 0.0000% | $1000.00           | $154.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-15      | 5.6700%  | 0.0000% | $1000.00           | $982.65            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-09-15      | 5.4500%  | 0.0000% | $643363.00         | $657584.98         | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-09-15      | 5.4500%  | 0.0000% | $1000.00           | $1012.13           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1322.61           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-03-15      | 5.7200%  | 0.0000% | $1000.00           | $1061.16           | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-11-15      | 5.6000%  | 0.0000% | $568998.00         | $587216.24         | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-04-15      | 5.7300%  | 0.0000% | $1000.00           | $1048.39           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-09-20      | 7.0000%  | 0.0000% | $1424920.00        | $1235601.33        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-01-15      | 5.6000%  | 0.0000% | $1000.00           | $1039.04           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $2000.00           | $1879.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.26           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.32           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-15      | 6.2200%  | 0.0000% | $2003.00           | $2175.09           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.55           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2033.56           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2001.00           | $2066.67           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.06           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2950724.00        | $3107411.88        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $2000.00           | $2032.65           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.26           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.39           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.04           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $3040.00           | $3117.13           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $3138456.00        | $3215163.87        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.37           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 5.6000%  | 0.0000% | $3000.00           | $3126.01           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1038.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.74           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $3000.00           | $3042.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2000.00           | $2019.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.61           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $5000.00           | $5143.06           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1861097.00        | $1893661.23        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2033.74           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $3390132.00        | $3511469.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2054.78           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1008.00           | $1032.04           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.91           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $963.45            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.75           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1016.64           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.81           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-04-15      | 5.6400%  | 0.0000% | $1000.00           | $1041.68           | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-01-20      | 3.5000%  | 0.0000% | $389148.00         | $25021.17          | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-08-15      | 4.0000%  | 0.0000% | $1000.00           | $56.45             | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 3.5000%  | 0.0000% | $2000.00           | $750.15            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $1000.00           | $560.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $1024.00           | $612.41            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $2000.00           | $1509.94           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 4.0000%  | 0.0000% | $2000.00           | $1569.50           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $2004.00           | $1788.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-04-15      | 5.0000%  | 0.0000% | $3000.00           | $95.10             | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-04-15      | 5.0000%  | 0.0000% | $4604.00           | $80.38             | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-01-15      | 6.5000%  | 0.0000% | $2000.00           | $102.47            | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-08-20      | 3.0000%  | 0.0000% | $1000.00           | $473.02            | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-05-15      | 5.5000%  | 0.0000% | $2052.00           | $18.66             | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-02-15      | 5.5000%  | 0.0000% | $1918238.00        | $45948.99          | Agency Mortgage-Backed Securities  |
| USTR          | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $17523800.00       | $12550694.95       | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.42             | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.74             | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $21985600.00       | $21929120.18       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $92702800.00       | $93025313.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $200.00            | $205.66            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $69600100.00       | $72262952.29       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $300.00            | $306.12            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $1200.00           | $1220.62           | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $327500.00         | $337225.28         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.4220%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $61083800.00       | $61933158.45       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $400000.00         | $407875.05         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.4450%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.3380%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |

### Security 2: BANK OF AMERICA SEC MORTGAGE REPO 4.4000 20250701

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.4000 20250701 4.400000%
- **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: 0609943G3, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609943G3
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2043-02-20      | 3.0000%  | 0.0000% | $753726.00         | $125327.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 5.0000%  | 0.0000% | $81260.00          | $10687.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-02-20      | 4.0000%  | 0.0000% | $1049970.00        | $106317.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 5.0000%  | 0.0000% | $2467610.00        | $343284.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $20435600.00       | $5268368.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $35034000.00       | $20320956.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $994376.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $21772000.00       | $16805471.60       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $17223680.00       | $9467135.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $5624400.00        | $5099888.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $108635.00         | $17934.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $367292.00         | $55077.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $1456974.00        | $1345770.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1614944.00        | $1680737.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $98486.00          | $101100.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.0000%  | 0.0000% | $1381902.00        | $1449948.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1333128.00        | $1346951.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $3356036.00        | $3448968.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1670976.00        | $1670517.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $14126192.00       | $14530332.93       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $14429072.00       | $14841878.13       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1009600.00        | $1022346.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2876208.00        | $2955845.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $3777548.00        | $3885621.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $37383.00          | $37403.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1303340.00        | $1365145.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1369134.00        | $1429470.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $4272048.00        | $4394268.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $13385440.00       | $14010327.37       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $826939.00         | $863402.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $386409.00         | $403141.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $2904376.00        | $2921052.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2034-10-20      | 6.0000%  | 0.0000% | $16838816.00       | $269641.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-04-20      | 5.5000%  | 0.0000% | $28622.00          | $270.30            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-10-20      | 6.0000%  | 0.0000% | $326555.00         | $10612.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-09-15      | 7.0000%  | 0.0000% | $1466351.00        | $419.35            | Agency Mortgage-Backed Securities |

### Security 3: BANK OF AMERICA SEC TREASURY REPO 4.3900 20250701

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609978K2, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609978K2
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2028-01-15      | 0.5000%  | 0.0000% | $22355100.00       | $28560033.76       | U.S. Treasuries (including strips) |

### Security 4: BMO CAPITAL MARKETS MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639926B2, C.5 - Other ID: 0639926B2
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $27716516.00       | $19138630.56       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $8325969.00        | $8368935.63        | Agency Mortgage-Backed Securities  |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $44830300.00       | $45932434.36       | U.S. Treasuries (including strips) |

### Security 5: BANK OF MONTREAL MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639957R9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0639957R9
- **C.18 - Value (incl. sponsor support):** $174000000.00
- **C.18.a - Value (excl. sponsor support):** $174000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2055-06-01      | 5.5000%  | 0.0000% | $16463450.00       | $16625261.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $76187696.00       | $76815905.91       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $80238718.00       | $84038832.59       | Agency Mortgage-Backed Securities |

### Security 6: BANK OF MONTREAL TREASURY REPO 4.3800 20250701

- **C.1 - Title:** BANK OF MONTREAL TREASURY REPO 4.3800 20250701 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0639977W4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0639977W4
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2043-05-15      | 2.8750%  | 0.0000% | $1663600.00        | $1276568.03        | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $13501300.00       | $10963477.52       | U.S. Treasuries (including strips) |

### Security 7: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360984H0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 1360984H0
- **C.18 - Value (incl. sponsor support):** $314000000.00
- **C.18.a - Value (excl. sponsor support):** $314000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2025-07-17      | 0.0000%  | 0.0000% | $1661300.00        | $1658244.87        | U.S. Treasuries (including strips) |
| USTR          | 2025-08-21      | 0.0000%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $323300.00         | $262513.14         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $2003800.00        | $2322593.85        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $591200.00         | $419888.69         | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $14142200.00       | $10733574.05       | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.12             | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $17678600.00       | $14000067.85       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $29487300.00       | $14135282.77       | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $103416000.00      | $60090855.87       | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $20041100.00       | $14687902.62       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $90.64             | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $24283500.00       | $21970625.01       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $3511200.00        | $3176776.77        | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $198.54            | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $8972100.00        | $9055325.99        | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $4975200.00        | $4835861.39        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $120.40            | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $10505800.00       | $10266034.05       | U.S. Treasuries (including strips) |
| USTR          | 2025-07-15      | 3.0000%  | 0.0000% | $4629900.00        | $4689870.66        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 4.5000%  | 0.0000% | $12056200.00       | $12130297.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $106.91            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $42023100.00       | $43644826.78       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $2827300.00        | $3082818.05        | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $27000.00          | $27834.68          | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $3118800.00        | $3137540.56        | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $196900.00         | $197439.92         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $106.84            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $1000.00           | $1030.07           | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $1078700.00        | $1097197.55        | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $1544900.00        | $1572408.49        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $92600.00          | $94922.65          | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $400.00            | $405.62            | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $69500.00          | $69743.12          | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $104600.00         | $105756.92         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.4450%  | 0.0000% | $800.00            | $806.84            | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $103.46            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.40            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $8054400.00        | $8227509.52        | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $496500.00         | $516529.53         | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $42480700.00       | $43250762.73       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $200.00            | $201.16            | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $30627500.00       | $30815351.78       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |

### Security 8: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729917Z8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729917Z8
- **C.18 - Value (incl. sponsor support):** $262000000.00
- **C.18.a - Value (excl. sponsor support):** $262000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $2000.00           | $1962.00           | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $5290900.00        | $5137288.00        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $270296400.00      | $261999922.30      | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.3900%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $99600.00          | $100704.45         | U.S. Treasuries (including strips) |

### Security 9: CITIGROUP GLBL MKT INC TREASURY REPO 4.3800 20250701

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 4.3800 20250701 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729958Z8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729958Z8
- **C.18 - Value (incl. sponsor support):** $1107000000.00
- **C.18.a - Value (excl. sponsor support):** $1107000000.00
- **C.19 - Percentage of Net Assets:** 5.9800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2029-04-15      | 3.8750%  | 0.0000% | $26269300.00       | $56285521.11       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $24500.00          | $24097.86          | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.03             | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $6138100.00        | $5876770.73        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.46            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $2200.00           | $2267.34           | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $112600.00         | $115148.83         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $280632700.00      | $299712101.63      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $739268700.00      | $767123930.63      | U.S. Treasuries (including strips) |

### Security 10: CREDIT AGRICOLE TREASURY REPO 4.3800 20250701

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 4.3800 20250701 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258965R6, C.5 - Other ID: 2258965R6
- **C.18 - Value (incl. sponsor support):** $83910000.00
- **C.18.a - Value (excl. sponsor support):** $83910000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $84880600.00       | $85588239.80       | U.S. Treasuries (including strips) |

### Security 11: CREDIT AGRICOLE MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258983A1, C.5 - Other ID: 2258983A1
- **C.18 - Value (incl. sponsor support):** $81760000.00
- **C.18.a - Value (excl. sponsor support):** $81760000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $15508100.00       | $15653529.31       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $67181600.00       | $67741685.27       | U.S. Treasuries (including strips) |

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50004929.50
- **C.18.a - Value (excl. sponsor support):** $50004929.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1ZD2, C.4 - ISIN: US3130B1ZD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175160125.00
- **C.18.a - Value (excl. sponsor support):** $175160125.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199881400.00
- **C.18.a - Value (excl. sponsor support):** $199881400.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PR1, C.4 - ISIN: US313385PR12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $196648600.00
- **C.18.a - Value (excl. sponsor support):** $196648600.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98281500.00
- **C.18.a - Value (excl. sponsor support):** $98281500.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35002660.00
- **C.18.a - Value (excl. sponsor support):** $35002660.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35004725.00
- **C.18.a - Value (excl. sponsor support):** $35004725.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPTT2, C.4 - ISIN: US3133EPTT21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65012610.00
- **C.18.a - Value (excl. sponsor support):** $65012610.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUJ2, C.4 - ISIN: US3133EPUJ20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $27006534.00
- **C.18.a - Value (excl. sponsor support):** $27006534.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15014790.00
- **C.18.a - Value (excl. sponsor support):** $15014790.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 22: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15017070.00
- **C.18.a - Value (excl. sponsor support):** $15017070.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7006972.00
- **C.18.a - Value (excl. sponsor support):** $7006972.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 24: FEDERAL RESERVE BK OF NY TREASURY REPO 4.2500 20250701

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 4.2500 20250701 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3139931L1, C.5 - Other ID: 3139931L1
- **C.18 - Value (incl. sponsor support):** $6361000000.00
- **C.18.a - Value (excl. sponsor support):** $6361000000.00
- **C.19 - Percentage of Net Assets:** 34.3700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2030-02-15      | 1.5000%  | 0.0000% | $558793900.00      | $507832970.85      | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $1702655100.00     | $1458172131.02     | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $2735040000.00     | $2411458101.00     | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $2314383500.00     | $1978598276.64     | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 3.1250%  | 0.0000% | $5634700.00        | $5689480.59        | U.S. Treasuries (including strips) |

### Security 25: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.4100 20250701

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.4100 20250701 4.410000%
- **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: 3379857L3, C.5 - Other ID: 3379857L3
- **C.18 - Value (incl. sponsor support):** $664000000.00
- **C.18.a - Value (excl. sponsor support):** $664000000.00
- **C.19 - Percentage of Net Assets:** 3.5900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $15875486.00       | $2053269.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1769.00           | $1222.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $19485115.00       | $16691261.01       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1944124.00        | $1799091.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2034-09-01      | 5.5000%  | 0.0000% | $555337.00         | $884.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-02-01      | 6.0000%  | 0.0000% | $5593.00           | $54.83             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 7.5000%  | 0.0000% | $37167.00          | $883.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $34239.00          | $1585.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $3060.00           | $117.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $11285.00          | $154.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2029-07-01      | 4.5000%  | 0.0000% | $9606.00           | $183.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $8904.00           | $94.35             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $15000000.00       | $1464233.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $1917.00           | $234.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-12-01      | 3.0000%  | 0.0000% | $16995000.00       | $4135389.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-08-01      | 4.5000%  | 0.0000% | $3027.00           | $787.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-04-01      | 4.0000%  | 0.0000% | $1207000.00        | $202108.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 5.5000%  | 0.0000% | $4224620.00        | $34271.98          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $153.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-01-01      | 3.5000%  | 0.0000% | $9986208.00        | $8809721.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 2.0000%  | 0.0000% | $2245971.00        | $1980373.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $2620531.00        | $1062850.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $1350.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4136.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $697.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1960000.00        | $1627255.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $43000.00          | $39813.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $28910090.00       | $27394525.33       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-05-01      | 3.5000%  | 0.0000% | $50000.00          | $21291.15          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $11074448.00       | $10881291.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $7220.00           | $6445.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1167500.00        | $859364.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $28030528.00       | $23991093.31       | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $870000.00         | $234061.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $19476305.00       | $3227270.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $2048.00           | $447.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $2167476.00        | $265193.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $125000.00         | $37723.87          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.5000%  | 0.0000% | $4123024.00        | $757727.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $276000.00         | $134632.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 2.0000%  | 0.0000% | $3910864.00        | $2852872.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1038448.00        | $670888.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $20000.00          | $16641.85          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $880.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1170260.00        | $806930.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1278410.00        | $834364.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2351448.00        | $1911913.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $851.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $468.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $9072.00           | $7595.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $1225684.00        | $1130589.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $8315879.00        | $6924687.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $5514389.00        | $5145728.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $13248608.00       | $12032375.51       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1364477.00        | $1381061.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.0000%  | 0.0000% | $1024.00           | $879.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1871792.00        | $1570443.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $3377780.00        | $2251333.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $4477680.00        | $3391577.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $2271835.00        | $2411941.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $2421952.00        | $2131334.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1878425.00        | $1468359.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $18617.00          | $17695.07          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $912.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4351.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1024.00           | $659.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $801.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $602461.00         | $452711.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $18760416.00       | $14666920.69       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $290000.00         | $236680.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $5080979.00        | $3674858.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $876.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $7435192.00        | $6133383.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $871.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $865.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $3372218.00        | $2551332.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $10301858.00       | $8708916.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $871.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $7015846.00        | $6197024.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $11469952.00       | $10092146.20       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $2640004.00        | $2388304.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $18450081.00       | $16151596.38       | Agency Mortgage-Backed Securities |
| FMAC          | 2045-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 1.5000%  | 0.0000% | $50000.00          | $27458.86          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-08-01      | 4.0000%  | 0.0000% | $310894.00         | $220486.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $43000.00          | $25229.79          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $629.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $17296512.00       | $16544672.99       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $7780185.00        | $6985011.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $4529885.00        | $4025405.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $201183.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $1499.00           | $0.75              | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 3.5000%  | 0.0000% | $500000.00         | $30650.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $790000.00         | $49096.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $58500675.00       | $5499911.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $4327192.00        | $100346.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $2417.00           | $194.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $65233806.00       | $4052631.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $23471080.00       | $4028908.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $403214.00         | $30666.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1025.00           | $196.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $1325000.00        | $292430.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $68287412.00       | $11427061.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $121150.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1096004.00        | $122571.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1578426.00        | $1479763.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1001.00           | $138.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.0000%  | 0.0000% | $611000.00         | $103540.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $155534592.00      | $16412347.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $820000.00         | $133226.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $149953536.00      | $10913301.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $12800.00          | $1119.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $50060992.00       | $10712141.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $70604928.00       | $16764601.48       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $99994752.00       | $17041742.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2661750.00        | $934349.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $7648000.00        | $1048132.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $233.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $79036706.00       | $11582375.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $22348288.00       | $3170942.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $2170985.00        | $454552.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $550000.00         | $48262.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $3254631.00        | $445616.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $9194592.00        | $2198481.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $77221117.00       | $14946813.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1312840.00        | $144674.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $8000.00           | $980.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1245.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $9207303.00        | $1974890.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $432360.00         | $32144.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 3.0000%  | 0.0000% | $21567532.00       | $515577.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1726054.00        | $596928.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $95155881.00       | $15149438.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $19428192.00       | $4422639.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $3419829.00        | $31347.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 5.5000%  | 0.0000% | $3750000.00        | $63497.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 5.5000%  | 0.0000% | $3012892.00        | $71456.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.5000%  | 0.0000% | $1433662.00        | $25910.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.5000%  | 0.0000% | $7692216.00        | $152454.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.5000%  | 0.0000% | $6701568.00        | $33211.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $29750992.00       | $532868.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $38848258.00       | $298809.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $22708864.00       | $287322.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $59489855.00       | $118114.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $6214185.00        | $5859694.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $4595793.00        | $4126245.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $5608282.00        | $3263141.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1008470.00        | $876631.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $2083146.00        | $1851021.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2719064.00        | $1398594.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $21861141.00       | $20396307.58       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $19978453.00       | $20060722.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $698214.00         | $749452.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2521000.00        | $2207960.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $979.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $939156.00         | $890036.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1140183.00        | $853358.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1757100.00        | $1821935.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $984.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $3581909.00        | $3571249.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $6000.00           | $6214.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $7797358.00        | $7278423.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5187.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1892193.00        | $1508895.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $2197156.00        | $2259607.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $6009.00           | $5689.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2560315.00        | $2320974.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $20792.00          | $18736.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $2096022.00        | $2073766.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2054128.00        | $2110928.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2098689.00        | $2145059.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2312276.00        | $2316543.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2147468.00        | $2059168.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2785602.00        | $2852309.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2322569.00        | $1957466.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1245945.00        | $1269054.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1384732.00        | $1247486.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2142600.00        | $2191399.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2579592.00        | $2592863.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2469312.00        | $2511043.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1045081.00        | $1031126.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $2324977.00        | $2279743.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2208748.00        | $2270901.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $957.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $1024.00           | $324.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $147.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $494.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $1007590.00        | $381232.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $18237960.00       | $3796884.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $8283244.00        | $2007822.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $11415280.00       | $2338098.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $287.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $279000.00         | $77698.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $959.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $3917636.00        | $3382008.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $5667658.00        | $1906629.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $22545696.00       | $14824523.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $868.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $917.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $13469296.00       | $12071346.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $13589312.00       | $12814457.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $934.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $958.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $963.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $100170847.00      | $98847705.02       | Agency Mortgage-Backed Securities |

### Security 26: FIXED INCOME CLEARING BNYM TREASURY REPO 4.4000 20250701

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 4.4000 20250701 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379886X2, C.5 - Other ID: 3379886X2
- **C.18 - Value (incl. sponsor support):** $1020000000.00
- **C.18.a - Value (excl. sponsor support):** $1020000000.00
- **C.19 - Percentage of Net Assets:** 5.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2041-02-15      | 1.8750%  | 0.0000% | $1511138800.00     | $1040400028.48     | U.S. Treasuries (including strips) |

### Security 27: FIXED INCOME CLEARING SSBT TREASURY REPO 4.4000 20250701

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 4.4000 20250701 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379893J4, C.5 - Other ID: 3379893J4
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2027-10-15      | 3.8750%  | 0.0000% | $19172600.00       | $19380090.86       | U.S. Treasuries (including strips) |

### Security 28: GOLDMAN SACHS & CO MORTGAGE REPO 4.4000 20250701

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.4000 20250701 4.400000%
- **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: 3819872D7, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819872D7
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $99444632.00       | $73440000.48       | Agency Mortgage-Backed Securities |

### Security 29: GOLDMAN SACHS GROUP INC/THE REPO 4.3200 20250702

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 4.3200 20250702 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819911D0, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819911D0
- **C.18 - Value (incl. sponsor support):** $54000000.00
- **C.18.a - Value (excl. sponsor support):** $54000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $3362700.00        | $1757596.70        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $43180000.00       | $36843974.11       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $16200000.00       | $16478457.75       | U.S. Treasuries (including strips) |

### Security 30: HSBC SEC USA INC MORTGAGE REPO 4.4000 20250701

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.4000 20250701 4.400000%
- **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: 4049899X5, C.5 - Other ID: 4049899X5
- **C.18 - Value (incl. sponsor support):** $87000000.00
- **C.18.a - Value (excl. sponsor support):** $87000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2040-02-01      | 3.5000%  | 0.0000% | $2380160.00        | $2221628.24        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $8040896.00        | $6482570.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $5107000.00        | $4441953.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $339000.00         | $275088.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 3.0000%  | 0.0000% | $41000.00          | $11656.70          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $20767968.00       | $15570934.04       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $3011928.00        | $3169656.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $94231.00          | $62237.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 3.5000%  | 0.0000% | $6500000.00        | $658289.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $1356570.00        | $168363.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 5.5000%  | 0.0000% | $63549996.00       | $497256.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1781708.00        | $1042282.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $12818720.00       | $10512114.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $380135989.00      | $43625969.68       | Agency Mortgage-Backed Securities |

### Security 31: HSBC SEC USA INC TREASURY REPO 4.3900 20250701

- **C.1 - Title:** HSBC SEC USA INC TREASURY REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049915F4, C.5 - Other ID: 4049915F4
- **C.18 - Value (incl. sponsor support):** $31000000.00
- **C.18.a - Value (excl. sponsor support):** $31000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2050-11-15      | 1.6250%  | 0.0000% | $60104400.00       | $31620038.30       | U.S. Treasuries (including strips) |

### Security 32: JP MORGAN SEC LLC MORTGAGE REPO 4.4000 20250701

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.4000 20250701 4.400000%
- **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: 6169973L4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169973L4
- **C.18 - Value (incl. sponsor support):** $237000000.00
- **C.18.a - Value (excl. sponsor support):** $237000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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      | 4.5000%  | 0.0000% | $8529360.00        | $8430342.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $24079488.00       | $23545321.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $29171616.00       | $28732789.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1794380.00        | $1746229.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2031144.00        | $2154656.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2801524.00        | $2923810.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1936970.00        | $1977079.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $11102320.00       | $11137587.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $5026270.00        | $5252487.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $36172736.00       | $37022120.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1265270.00        | $1305504.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2058-08-01      | 4.5000%  | 0.0000% | $11310000.00       | $3329082.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 3.5000%  | 0.0000% | $4449680.00        | $2122051.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1233200.00        | $980796.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2100000.00        | $1664681.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2603348.00        | $2021993.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $7010000.00        | $5119649.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-03-01      | 5.5000%  | 0.0000% | $28655648.00       | $27873916.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $26950560.00       | $24883949.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 1.5000%  | 0.0000% | $13770280.00       | $7478005.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 1.5000%  | 0.0000% | $2525000.00        | $1593742.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $13046384.00       | $11328604.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $5099952.00        | $4595769.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 4.0000%  | 0.0000% | $3973000.00        | $3274738.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5040%  | 0.0000% | $21035872.00       | $21245091.49       | Agency Mortgage-Backed Securities |

### Security 33: JP MORGAN SEC LLC TREASURY REPO 4.3900 20250701

- **C.1 - Title:** JP MORGAN SEC LLC TREASURY REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 6169997F9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169997F9
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2025-07-01      | 0.0000%  | 0.0000% | $600.00            | $600.00            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $7200.00           | $6662.38           | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1021.94           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $16304800.00       | $16307364.92       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $4000.00           | $4361.50           | U.S. Treasuries (including strips) |

### Security 34: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.4100 20250701

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.4100 20250701 4.410000%
- **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: 7809757H5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809757H5
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-08-15      | 6.8750%  | 0.0000% | $4857000.00        | $4997312.96        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 5.5000%  | 0.0000% | $5000000.00        | $5368005.25        | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $12788800.00       | $12427625.10       | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $6169500.00        | $4239692.74        | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $21144600.00       | $13331347.84       | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $13607300.00       | $9833254.11        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $1543300.00        | $1055609.48        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $3603000.00        | $3312264.73        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $12000000.00       | $11097363.44       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $7536600.00        | $7777546.27        | U.S. Treasuries (including strips) |

### Security 35: ROYAL BANK OF CANADA NY TREASURY REPO 4.3500 20250703

- **C.1 - Title:** ROYAL BANK OF CANADA NY TREASURY REPO 4.3500 20250703 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809776A7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809776A7
- **C.18 - Value (incl. sponsor support):** $367000000.00
- **C.18.a - Value (excl. sponsor support):** $367000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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          | 2026-07-31      | 0.6250%  | 0.0000% | $165639800.00      | $160174809.48      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $46600.00          | $46762.12          | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $128510500.00      | $131662166.83      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $81568500.00       | $82456337.47       | U.S. Treasuries (including strips) |

### Security 36: RBC DS MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809792G4, C.5 - Other ID: 7809792G4
- **C.18 - Value (incl. sponsor support):** $630000000.00
- **C.18.a - Value (excl. sponsor support):** $630000000.00
- **C.19 - Percentage of Net Assets:** 3.4000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2035-02-01      | 6.0000%  | 0.0000% | $89510.00          | $877.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $220.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-05-01      | 6.0000%  | 0.0000% | $5135.00           | $4171.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1126.00           | $875.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $766.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $5107007.00        | $4466335.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $1037.00           | $866.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1111.00           | $535.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $546.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $839.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1744.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $5600.00           | $5000.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $3563770.00        | $2527213.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-07-01      | 2.5000%  | 0.0000% | $3000.00           | $1867.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $770.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $769.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $687.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $804.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $979.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $725.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $981.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $907.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $832.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $950.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $1002.00           | $354.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $554.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $629.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $639.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $781.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $746.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.5000%  | 0.0000% | $696750.00         | $688968.05         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $918.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 4.0000%  | 0.0000% | $1001.00           | $129.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 3.0000%  | 0.0000% | $1890.00           | $94.40             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $841551.00         | $104868.17         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $205.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $26720639.00       | $7288295.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $230.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $11434.00          | $1897.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $160.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1008.00           | $176.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $1002.00           | $115.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $2000.00           | $209.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $1008.00           | $101.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 4.0000%  | 0.0000% | $1004.00           | $33.79             | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-11-01      | 4.5000%  | 0.0000% | $30199950.00       | $999387.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 4.5000%  | 0.0000% | $12045.00          | $89.01             | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1546622.00        | $1179455.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $914.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1977.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1051.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $967.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3930.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1954.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $941.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $911.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $982.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $455717.00         | $468819.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $173924.00         | $178459.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2013.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2044.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $4507744.00        | $4714400.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1099.00           | $1114.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $3000.00           | $486.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $236.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $2000.00           | $346.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $10475.00          | $1184.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $229.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $228.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1021.00           | $371.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $203.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1004.00           | $93.16             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $155.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-06-01      | 5.0000%  | 0.0000% | $1000.00           | $310.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $165.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-10-01      | 3.0000%  | 0.0000% | $7039.00           | $1174.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $26762.00          | $2619.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $398.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 1.5000%  | 0.0000% | $1000.00           | $401.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $383000.00         | $155149.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $3000.00           | $1543.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $3000.00           | $2784.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $927.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $726.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $715.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $815.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3087.00           | $2361.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1473.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $712.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $881.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $777.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3289.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $942.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $794.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $814.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $647.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $741.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $862.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1019.00           | $232.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $5006.00           | $518.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $515.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $720196.00         | $286727.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 4.5000%  | 0.0000% | $1024.00           | $256.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $500.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $13099214.00       | $7451393.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $584.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $112588591.00      | $64572494.15       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1015.00           | $592.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $580.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $309831.00         | $138378.48         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $490000.00         | $297642.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $647.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $601.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1279255.00        | $800020.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $72246199.00       | $45784401.07       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $77445351.00       | $55750930.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 2.5000%  | 0.0000% | $534000.00         | $334833.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $662.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $727.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $733.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $622.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $612.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $695.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $10002.00          | $6905.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $733.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $9000.00           | $6488.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $9000.00           | $6336.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $794.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $9000.00           | $6502.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $736.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $8000.00           | $5807.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $476000.00         | $343214.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $800.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $749.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $10000.00          | $7954.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $787.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $8042659.00        | $6227861.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $8000.00           | $6547.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $632992.00         | $547805.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $754.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $9860928.00        | $7836057.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.0000%  | 0.0000% | $8000.00           | $6084.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $139002.00         | $102984.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.0000%  | 0.0000% | $8000.00           | $6639.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $665584.00         | $540750.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4258.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $5000.00           | $4060.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $11372098.00       | $9620877.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $356705.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $741252.00         | $644410.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $83940.00          | $67261.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $8000.00           | $6707.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $389289.00         | $344896.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $8000.00           | $6186.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $10220.00          | $8383.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $861.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $875747.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1760.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $763000.00         | $665889.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $8000.00           | $7050.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $10082.00          | $8702.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $939.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $932.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $880.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1813240.00        | $1654864.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $848000.00         | $771580.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $878.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $3318741.00        | $2334604.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $839000.00         | $783604.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $8000.00           | $7222.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $810.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $7000.00           | $6759.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $9005.00           | $8280.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $935.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $12088150.00       | $11495622.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1001.00           | $986.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $961.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $14848740.00       | $12819835.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $5000.00           | $4498.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $5071347.00        | $4006473.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-09-01      | 6.0000%  | 0.0000% | $57469.00          | $53479.06          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1026.00           | $993.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $5295340.00        | $4972595.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $33614912.00       | $32736215.15       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $70000.00          | $65521.28          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $4802888.00        | $4698318.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $985.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $7521520.00        | $7333112.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1873626.00        | $1871253.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $296508.00         | $295638.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $1278076.00        | $1205033.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $34528384.00       | $34182222.79       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1005.00           | $943.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $8798624.00        | $7983125.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1025.00           | $946.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1284521.00        | $1220770.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $8427968.00        | $8212713.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1914.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $9700747.00        | $9476204.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $3764000.00        | $3262919.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-10-01      | 6.5000%  | 0.0000% | $3698996.00        | $1373002.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-10-01      | 6.5000%  | 0.0000% | $6411008.00        | $2345023.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $151.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $176926.00         | $40606.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 5.0000%  | 0.0000% | $2067748.00        | $701915.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $418.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $855920.00         | $401929.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 4.0000%  | 0.0000% | $1237000.00        | $329023.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $2152016.00        | $858399.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $28769.00          | $18103.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $70000.00          | $33114.81          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 2.5000%  | 0.0000% | $1000.00           | $545.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $778941.00         | $345019.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.5000%  | 0.0000% | $1000.00           | $384.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-12-01      | 3.0000%  | 0.0000% | $2363710.00        | $1263137.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $243.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 4.5000%  | 0.0000% | $783395.00         | $359631.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $595.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $538.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $870621.00         | $484498.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1276.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 4.0000%  | 0.0000% | $4015992.00        | $1682638.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $157001.00         | $90369.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $202000.00         | $84220.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1188413.00        | $784402.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1362280.00        | $850007.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $96156.00          | $61279.61          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1566930.00        | $1026119.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1211.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $2423042.00        | $1621834.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $6871960.00        | $3956270.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $629.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $648.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $13000.00          | $8717.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $7481.00           | $4760.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $90000.00          | $56323.47          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $3200.00           | $1929.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $656.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $918262.00         | $638114.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $665.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $5561.00           | $3590.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $654.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $25393973.00       | $18771440.64       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $641.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $655.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $3723000.00        | $2543459.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $4583.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $374509.00         | $237405.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $6000.00           | $4273.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 5.0000%  | 0.0000% | $137000.00         | $80065.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 3.0000%  | 0.0000% | $69000.00          | $45526.16          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $34000.00          | $21232.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $702.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $660.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $103509.00         | $74264.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $652.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $580000.00         | $384066.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3669.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $5000.00           | $3768.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $109314.00         | $72735.46          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1280462.00        | $922678.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $109000.00         | $81727.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $8917920.00        | $6502603.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $680.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $711.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $34480840.00       | $26435290.34       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1719640.00        | $1273935.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $759.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $64690.00          | $50589.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $54000.00          | $36454.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $128714.00         | $94586.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $10966032.00       | $8980821.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $900.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $820.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $670703.00         | $556597.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $190000.00         | $129623.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $94663168.00       | $75882650.29       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $28986887.00       | $24021204.91       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $21664976.00       | $19210269.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $9553472.00        | $8826044.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-01-01      | 2.5000%  | 0.0000% | $1000.00           | $145.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $1482567.00        | $1457592.83        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $1041.00           | $1002.34           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $4289824.00        | $4412553.01        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $2905.00           | $2858.26           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $8459.00           | $8719.44           | Agency Mortgage-Backed Securities  |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $40009600.00       | $43974943.81       | U.S. Treasuries (including strips) |

### Security 37: RBC DS TREASURY REPO 4.3800 20250701

- **C.1 - Title:** RBC DS TREASURY REPO 4.3800 20250701 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809975G3, C.5 - Other ID: 7809975G3
- **C.18 - Value (incl. sponsor support):** $295000000.00
- **C.18.a - Value (excl. sponsor support):** $295000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $124100.00         | $194740.67         | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $5355400.00        | $7859455.01        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $68279500.00       | $70399147.82       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $801500.00         | $1005085.28        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $600.00            | $786.37            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $677600.00         | $857198.81         | U.S. Treasuries (including strips) |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $2612300.00        | $3065111.40        | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $14939700.00       | $17026147.77       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $71300.00          | $79243.96          | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $55601000.00       | $57265908.73       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $1000.00           | $1031.27           | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $43361500.00       | $46345627.89       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $76223800.00       | $78442926.00       | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $17658000.00       | $18357203.79       | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $400.00            | $415.74            | U.S. Treasuries (including strips) |

### Security 38: TD SECURITIES USA LLC TREASURY REPO 4.4000 20250701

- **C.1 - Title:** TD SECURITIES USA LLC TREASURY REPO 4.4000 20250701 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8919921T6, C.5 - Other ID: 8919921T6
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $9773500.00        | $9587796.17        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $9708300.00        | $9792264.77        | U.S. Treasuries (including strips) |

### Security 39: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $112881491.25
- **C.18.a - Value (excl. sponsor support):** $112881491.25
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $693600331.84
- **C.18.a - Value (excl. sponsor support):** $693600331.84
- **C.19 - Percentage of Net Assets:** 3.7500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $438175526.80
- **C.18.a - Value (excl. sponsor support):** $438175526.80
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $430756935.00
- **C.18.a - Value (excl. sponsor support):** $430756935.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $505369414.20
- **C.18.a - Value (excl. sponsor support):** $505369414.20
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396066000.00
- **C.18.a - Value (excl. sponsor support):** $396066000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $390781455.30
- **C.18.a - Value (excl. sponsor support):** $390781455.30
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $92187108.90
- **C.18.a - Value (excl. sponsor support):** $92187108.90
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52799179.82
- **C.18.a - Value (excl. sponsor support):** $52799179.82
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200226562.00
- **C.18.a - Value (excl. sponsor support):** $200226562.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.364961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $486908442.85
- **C.18.a - Value (excl. sponsor support):** $486908442.85
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.409961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $685814791.71
- **C.18.a - Value (excl. sponsor support):** $685814791.71
- **C.19 - Percentage of Net Assets:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.484961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $106080350.12
- **C.18.a - Value (excl. sponsor support):** $106080350.12
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.389961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100031901.00
- **C.18.a - Value (excl. sponsor support):** $100031901.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135780468.75
- **C.18.a - Value (excl. sponsor support):** $135780468.75
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.421961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245128215.85
- **C.18.a - Value (excl. sponsor support):** $245128215.85
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 55: WELLS FARGO SECURITIES TREASURY REPO 4.3900 20250701

- **C.1 - Title:** WELLS FARGO SECURITIES TREASURY REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 9499869T2, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499869T2
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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          | 2043-05-15      | 2.8750%  | 0.0000% | $35265600.00       | $27186841.74       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $17182700.00       | $8513164.63        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-07-08

**By:** Alan S. Dupski

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

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