# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001193125-25-232672
**Filing Date:** 2025-10
**Character Count:** 275158
**Document Hash:** da524daa1698523c3e4f2839ab42828d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-232672.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001193125-25-232672

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02603
- **FILM NUMBER:** 251378311

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

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

**CIK Number of Registrant:** 0000316968

**LEI of Registrant:** 549300COJR8LK71W1S28

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

**LEI of Series:** 549300PQ9RZN8WL3QX79

**EDGAR Series Identifier:** S000002140

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $13331829851.69

- **Amortized Cost of Portfolio Securities:** $13328031776.36

- **Cash:** $374940.15

- **Total Other Assets:** $25781360.87

- **Total Liabilities:** $150985017.45

- **Net Assets of Series:** $13203203059.93

- **Number of Shares Outstanding (Series):** 13202628350.0418

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $10902602771.61           | $11767602771.61            | 82.4300%                  | 88.9700%                   |
| 2025-09-03 | $10920163401.99           | $11785163401.99            | 82.4500%                  | 88.9900%                   |
| 2025-09-04 | $11598474624.55           | $12026474624.55            | 86.0100%                  | 89.1800%                   |
| 2025-09-05 | $11309670682.86           | $12182670682.86            | 82.8800%                  | 89.2800%                   |
| 2025-09-08 | $11770068038.98           | $12260068038.98            | 86.0600%                  | 89.6500%                   |
| 2025-09-09 | $11338469312.22           | $12253469312.22            | 82.9500%                  | 89.6400%                   |
| 2025-09-10 | $11387181060.37           | $12257181060.37            | 83.2800%                  | 89.6400%                   |
| 2025-09-11 | $12617213679.96           | $13042213679.96            | 87.2600%                  | 90.2000%                   |
| 2025-09-12 | $11698085787.43           | $12605085787.43            | 83.6200%                  | 90.1000%                   |
| 2025-09-15 | $12496176767.94           | $12978176767.94            | 87.0300%                  | 90.3900%                   |
| 2025-09-16 | $11625544039.66           | $12278920883.51            | 85.1500%                  | 89.9400%                   |
| 2025-09-17 | $11401001978.28           | $12279383181.48            | 83.2900%                  | 89.7000%                   |
| 2025-09-18 | $11843725035.36           | $12275110597.93            | 86.5500%                  | 89.7000%                   |
| 2025-09-19 | $11400056229.27           | $12238454869.91            | 83.5200%                  | 89.6600%                   |
| 2025-09-22 | $11766802658.98           | $12433802658.98            | 84.9900%                  | 89.8100%                   |
| 2025-09-23 | $11609094704.80           | $12140094704.80            | 85.3500%                  | 89.2600%                   |
| 2025-09-24 | $11361308348.51           | $12141308348.51            | 83.0100%                  | 88.7100%                   |
| 2025-09-25 | $11474677456.43           | $11847677456.43            | 85.6700%                  | 88.4600%                   |
| 2025-09-26 | $11045987845.95           | $11803987845.95            | 82.7300%                  | 88.4000%                   |
| 2025-09-29 | $11141901203.46           | $11775901203.46            | 83.6300%                  | 88.3800%                   |
| 2025-09-30 | $11267966491.29           | $11779966491.29            | 84.3800%                  | 88.2100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3600%             |
| 2025-09-03 | 4.3600%             |
| 2025-09-04 | 4.3600%             |
| 2025-09-05 | 4.3700%             |
| 2025-09-08 | 4.3700%             |
| 2025-09-09 | 4.3700%             |
| 2025-09-10 | 4.3700%             |
| 2025-09-11 | 4.3700%             |
| 2025-09-12 | 4.3700%             |
| 2025-09-15 | 4.3700%             |
| 2025-09-16 | 4.3700%             |
| 2025-09-17 | 4.3600%             |
| 2025-09-18 | 4.3400%             |
| 2025-09-19 | 4.2600%             |
| 2025-09-22 | 4.2200%             |
| 2025-09-23 | 4.2000%             |
| 2025-09-24 | 4.1800%             |
| 2025-09-25 | 4.1700%             |
| 2025-09-26 | 4.1800%             |
| 2025-09-29 | 4.1800%             |
| 2025-09-30 | 4.1900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0002                      |
|  |  |
| 2025-09-03 | 1.0002                      |
|  |  |
| 2025-09-04 | 1.0003                      |
|  |  |
| 2025-09-05 | 1.0003                      |
|  |  |
| 2025-09-08 | 1.0004                      |
|  |  |
| 2025-09-09 | 1.0003                      |
|  |  |
| 2025-09-10 | 1.0003                      |
|  |  |
| 2025-09-11 | 1.0003                      |
|  |  |
| 2025-09-12 | 1.0003                      |
|  |  |
| 2025-09-15 | 1.0003                      |
|  |  |
| 2025-09-16 | 1.0003                      |
|  |  |
| 2025-09-17 | 1.0004                      |
|  |  |
| 2025-09-18 | 1.0003                      |
|  |  |
| 2025-09-19 | 1.0003                      |
|  |  |
| 2025-09-22 | 1.0003                      |
|  |  |
| 2025-09-23 | 1.0003                      |
|  |  |
| 2025-09-24 | 1.0003                      |
|  |  |
| 2025-09-25 | 1.0003                      |
|  |  |
| 2025-09-26 | 1.0003                      |
|  |  |
| 2025-09-29 | 1.0003                      |
|  |  |
| 2025-09-30 | 1.0003                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9203967253.65

- **Number of Shares Outstanding:** 9203565155.0187

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0003          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0004          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0004          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0003          |
|  |  |
| 2025-09-26 | 1.0003          |
|  |  |
| 2025-09-29 | 1.0003          |
|  |  |
| 2025-09-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $66650584.08              | $54993755.67            |
| 2025-09-03 | $62522465.44              | $27814541.64            |
| 2025-09-04 | $17422112.31              | $15497055.93            |
| 2025-09-05 | $297311981.27             | $13651247.26            |
| 2025-09-08 | $130407825.17             | $21510264.53            |
| 2025-09-09 | $22025962.15              | $19926349.94            |
| 2025-09-10 | $23534459.70              | $27403756.29            |
| 2025-09-11 | $21214247.96              | $31978994.74            |
| 2025-09-12 | $26938934.96              | $23263376.35            |
| 2025-09-15 | $22548732.39              | $91953770.00            |
| 2025-09-16 | $24434747.16              | $24457656.44            |
| 2025-09-17 | $16391574.95              | $29404189.67            |
| 2025-09-18 | $24058512.36              | $19692339.97            |
| 2025-09-19 | $24312920.22              | $21052537.32            |
| 2025-09-22 | $32287106.83              | $18802048.68            |
| 2025-09-23 | $21825160.29              | $20140982.70            |
| 2025-09-24 | $29559150.13              | $27898915.53            |
| 2025-09-25 | $27085932.04              | $347482137.98           |
| 2025-09-26 | $17390411.09              | $20411481.44            |
| 2025-09-29 | $21315405.99              | $14380839.94            |
| 2025-09-30 | $32593835.00              | $66867153.30            |

**Total Gross Subscriptions (Month):** $961832061.49

**Total Gross Redemptions (Month):** $938583395.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0300%           |
| 2025-09-03 | 4.0300%           |
| 2025-09-04 | 4.0300%           |
| 2025-09-05 | 4.0400%           |
| 2025-09-08 | 4.0500%           |
| 2025-09-09 | 4.0500%           |
| 2025-09-10 | 4.0500%           |
| 2025-09-11 | 4.0500%           |
| 2025-09-12 | 4.0400%           |
| 2025-09-15 | 4.0500%           |
| 2025-09-16 | 4.0500%           |
| 2025-09-17 | 4.0400%           |
| 2025-09-18 | 4.0200%           |
| 2025-09-19 | 3.9300%           |
| 2025-09-22 | 3.9000%           |
| 2025-09-23 | 3.8800%           |
| 2025-09-24 | 3.8500%           |
| 2025-09-25 | 3.8500%           |
| 2025-09-26 | 3.8500%           |
| 2025-09-29 | 3.8500%           |
| 2025-09-30 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 27.9200%         | 20.8300%             |
| Broker-dealer             |  | 27.9200%         | 1.5000%              |
| Non-financial corporation |  | 27.9200%         | 1.1700%              |
| Non-financial corporation |  | 27.9200%         | 0.8900%              |
| Non-financial corporation |  | 27.9200%         | 0.7900%              |
| Non-financial corporation |  | 27.9200%         | 0.6900%              |
| Non-financial corporation |  | 27.9200%         | 0.5700%              |
| Non-financial corporation |  | 27.9200%         | 0.4200%              |
| Non-financial corporation |  | 27.9200%         | 0.3700%              |
| Non-financial corporation |  | 27.9200%         | 0.1900%              |
| Non-financial corporation |  | 27.9200%         | 0.1400%              |
| Non-financial corporation |  | 27.9200%         | 0.1000%              |
| Non-financial corporation |  | 27.9200%         | 0.0900%              |
| Non-financial corporation |  | 27.9200%         | 0.0400%              |
| Non-financial corporation |  | 27.9200%         | 0.0400%              |
| Non-financial corporation |  | 27.9200%         | 0.0300%              |
| Non-financial corporation |  | 27.9200%         | 0.0200%              |
| Non-financial corporation |  | 27.9200%         | 0.0200%              |
| Non-financial corporation |  | 27.9200%         | 0.0100%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3999235806.28

- **Number of Shares Outstanding:** 3999063195.0231

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0003          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0004          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0004          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0003          |
|  |  |
| 2025-09-26 | 1.0003          |
|  |  |
| 2025-09-29 | 1.0003          |
|  |  |
| 2025-09-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $212788171.14             | $247495932.07           |
| 2025-09-03 | $181439499.76             | $200074635.94           |
| 2025-09-04 | $224818154.68             | $183917439.02           |
| 2025-09-05 | $290782492.47             | $220530366.83           |
| 2025-09-08 | $187381905.07             | $266782166.72           |
| 2025-09-09 | $197003361.96             | $207142900.03           |
| 2025-09-10 | $199362839.60             | $192856489.16           |
| 2025-09-11 | $210940314.81             | $183567495.79           |
| 2025-09-12 | $166160124.69             | $198358377.40           |
| 2025-09-15 | $603463679.41             | $166594108.31           |
| 2025-09-16 | $190257445.78             | $611453008.29           |
| 2025-09-17 | $206640155.79             | $193272786.08           |
| 2025-09-18 | $169860819.68             | $180445966.76           |
| 2025-09-19 | $146622059.25             | $188374475.27           |
| 2025-09-22 | $405181679.82             | $155894015.72           |
| 2025-09-23 | $173090500.88             | $419696696.32           |
| 2025-09-24 | $168660067.83             | $170277626.81           |
| 2025-09-25 | $212767179.40             | $178119257.84           |
| 2025-09-26 | $174212933.76             | $216712348.41           |
| 2025-09-29 | $143849139.62             | $181315597.47           |
| 2025-09-30 | $180227843.46             | $146745924.49           |

**Total Gross Subscriptions (Month):** $4645510368.86

**Total Gross Redemptions (Month):** $4709627614.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1500%           |
| 2025-09-03 | 4.1500%           |
| 2025-09-04 | 4.1500%           |
| 2025-09-05 | 4.1600%           |
| 2025-09-08 | 4.1600%           |
| 2025-09-09 | 4.1700%           |
| 2025-09-10 | 4.1700%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1600%           |
| 2025-09-15 | 4.1700%           |
| 2025-09-16 | 4.1600%           |
| 2025-09-17 | 4.1500%           |
| 2025-09-18 | 4.1300%           |
| 2025-09-19 | 4.0500%           |
| 2025-09-22 | 4.0100%           |
| 2025-09-23 | 3.9900%           |
| 2025-09-24 | 3.9700%           |
| 2025-09-25 | 3.9700%           |
| 2025-09-26 | 3.9700%           |
| 2025-09-29 | 3.9700%           |
| 2025-09-30 | 3.9800%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 4.2000 20251001

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.2000 20251001 4.200000%
- **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: 0609946H8, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609946H8
- **C.18 - Value (incl. sponsor support):** $127000000.00
- **C.18.a - Value (excl. sponsor support):** $127000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2029-07-01      | 2.5000%  | 0.0000% | $1340000.00        | $67714.04          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $100000.00         | $105000.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-08-01      | 5.0000%  | 0.0000% | $2043236.00        | $45556.32          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 6.0000%  | 0.0000% | $271952.00         | $114371.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 6.5000%  | 0.0000% | $1098558.00        | $14227.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 4.5000%  | 0.0000% | $3305144.00        | $303892.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.7480%  | 0.0000% | $1176070.00        | $18253.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $2597416.00        | $2557596.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 4.0000%  | 0.0000% | $499950.00         | $471651.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 4.9350%  | 0.0000% | $1049992.00        | $1062006.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1083756.00        | $1150304.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1586278.00        | $1620874.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.0000%  | 0.0000% | $1530102.00        | $176984.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $41344768.00       | $42186013.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.0000%  | 0.0000% | $13481700.00       | $3775008.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $1360653.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $165000.00         | $166232.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2026-12-01      | 2.5000%  | 0.0000% | $2276995.00        | $25862.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 2.5000%  | 0.0000% | $47000.00          | $1898.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-15      | 3.0000%  | 0.0000% | $243344.00         | $106057.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $1667108.00        | $200656.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 3.5000%  | 0.0000% | $999983.00         | $316104.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 2.0000%  | 0.0000% | $1282194.00        | $830383.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $38600704.00       | $29286822.12       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $37810816.00       | $17715801.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 4.5000%  | 0.0000% | $3834024.00        | $2853022.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 3.7500%  | 0.0000% | $1140614.00        | $443872.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $977634.00         | $1020398.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1564165.00        | $1591964.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $17745984.00       | $18288969.63       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $337320.00         | $341887.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $57288.00          | $52399.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1195868.00        | $1235133.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-04-15      | 4.5000%  | 0.0000% | $473207.00         | $32424.11          | Agency Mortgage-Backed Securities |

### Security 2: BANK OF AMERICA SEC TREASURY REPO 4.1500 20251001

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 4.1500 20251001 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609973D3, C.5 - Other ID: 0609973D3
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2051-05-15      | 2.3750%  | 0.0000% | $5391900.00        | $3532315.92        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $65201200.00       | $65827392.32       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $300.00            | $303.64            | U.S. Treasuries (including strips) |

### Security 3: BMO CAPITAL MARKETS MORTGAGE REPO 4.1900 20251001

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.1900 20251001 4.190000%
- **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: 0639928Z7, C.5 - Other ID: 0639928Z7
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2027-08-31      | 3.6250%  | 0.0000% | $21654900.00       | $21709776.64       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $75629600.00       | $75190228.40       | U.S. Treasuries (including strips) |

### Security 4: BANK OF MONTREAL MORTGAGE REPO 4.1900 20251001

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.1900 20251001 4.190000%
- **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: 0639952R4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0639952R4
- **C.18 - Value (incl. sponsor support):** $127000000.00
- **C.18.a - Value (excl. sponsor support):** $127000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-04-20      | 3.0000%  | 0.0000% | $4034344.00        | $2726693.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.0000%  | 0.0000% | $3170650.00        | $2643383.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.0000%  | 0.0000% | $3720000.00        | $2918579.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $3031048.00        | $2816258.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $7315408.00        | $2791363.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-15      | 3.5000%  | 0.0000% | $2123019.00        | $1614640.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 3.5000%  | 0.0000% | $3995242.00        | $2918141.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.0000%  | 0.0000% | $2912883.00        | $2868064.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $2697981.00        | $2664795.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $3062512.00        | $2734579.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $2925374.00        | $2763411.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $2702303.00        | $2812268.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2835989.00        | $2947496.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2597649.00        | $2700076.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2618116.00        | $2657036.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2715795.00        | $2832041.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2946217.00        | $3102965.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2765927.00        | $2809713.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2787137.00        | $2830123.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2689191.00        | $2839118.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2557507.00        | $2696824.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2789641.00        | $2943674.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $2877244.00        | $2931225.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $2767935.00        | $2885398.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $2641125.00        | $2688369.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2690188.00        | $2810211.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2731862.00        | $2848652.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2558183.00        | $2659927.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2796869.00        | $2923360.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $2858698.00        | $2912334.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2662943.00        | $2811290.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $2625199.00        | $2729606.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $2734456.00        | $2785761.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2687200.00        | $2808839.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2600155.00        | $2724172.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2738124.00        | $2827478.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2558080.00        | $2641576.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $2813376.00        | $2870252.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2689212.00        | $2776988.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $2915790.00        | $3043894.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2916603.00        | $3046739.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $2620152.00        | $2679028.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2827124.00        | $2953262.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2762818.00        | $2871111.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2535314.00        | $2632583.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1105252.00        | $1069389.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2883186.00        | $2977294.15        | Agency Mortgage-Backed Securities |

### Security 5: CANADIAN IMPERIAL BANK NY REPO REPO 4.2000 20251001

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 4.2000 20251001 4.200000%
- **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: 1360987F1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 1360987F1
- **C.18 - Value (incl. sponsor support):** $381000000.00
- **C.18.a - Value (excl. sponsor support):** $381000000.00
- **C.19 - Percentage of Net Assets:** 2.8900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2044-02-15      | 1.3750%  | 0.0000% | $41800.00          | $49676.50          | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $800.00            | $1062.15           | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $119.90            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $28800.00          | $25079.71          | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $600.00            | $699.46            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $175.17            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $1040700.00        | $979917.92         | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $2821000.00        | $2511456.61        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $44800.00          | $44161.52          | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $27076200.00       | $26478592.17       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $300.00            | $316.24            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $51921200.00       | $54731776.19       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $2015200.00        | $1979852.94        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $4202700.00        | $4317598.19        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $40200.00          | $41427.61          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $66100.00          | $73354.89          | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $1575200.00        | $1670035.19        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $76700.00          | $80916.76          | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $300.00            | $317.69            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $65000.00          | $67484.29          | U.S. Treasuries (including strips) |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $948.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $849.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 3.5000%  | 0.0000% | $2064.00           | $624.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $12000.00          | $8946.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $14000.00          | $9955.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1108.00           | $941.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $109171274.00      | $100525216.55      | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1117.00           | $971.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $19560.00          | $15617.66          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 2.0000%  | 0.0000% | $1004.00           | $478.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1131063.00        | $825273.61         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $3739808.00        | $3071237.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $9049536.00        | $6528235.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1836383.00        | $1777170.18        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $934.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $785339.00         | $786436.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1021.00           | $570.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1236.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $35551.00          | $27124.79          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $16128.00          | $13198.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-30      | 6.0000%  | 0.0000% | $1009.00           | $742.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $20882000.00       | $18154415.91       | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-11-01      | 6.0000%  | 0.0000% | $1259611.00        | $1048874.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $695.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $51548.00          | $43291.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 5.4100%  | 0.0000% | $1000.00           | $719.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.4000%  | 0.0000% | $1295.00           | $588.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.0400%  | 0.0000% | $1000.00           | $692.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.4000%  | 0.0000% | $1000.00           | $721.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 2.5700%  | 0.0000% | $1099.00           | $959.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.5100%  | 0.0000% | $1985926.00        | $1617607.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-10-01      | 2.9400%  | 0.0000% | $2183920.00        | $1834911.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-08-01      | 3.2100%  | 0.0000% | $4539270.00        | $4100315.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-02-01      | 3.2500%  | 0.0000% | $1000.00           | $854.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $47135.00          | $7149.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $1040973.00        | $402543.17         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1077966.00        | $1037055.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1152009.00        | $1203373.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1328.00           | $1372.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $69800.00          | $70669.32          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $84157.00          | $87659.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 3.8700%  | 0.0000% | $1000.00           | $906.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.1500%  | 0.0000% | $585818.00         | $514646.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.9000%  | 0.0000% | $5984910.00        | $5644016.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.3800%  | 0.0000% | $1000.00           | $903.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 2.0800%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1001.00           | $220.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-07-01      | 3.7795%  | 0.0000% | $16825913.00       | $7489646.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $1027.00           | $889.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1025.00           | $445.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4100%  | 0.0000% | $1000.00           | $870.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.3800%  | 0.0000% | $1000.00           | $865.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.4800%  | 0.0000% | $1000.00           | $872.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.5400%  | 0.0000% | $1000.00           | $877.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 1.8400%  | 0.0000% | $1000.00           | $850.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 1.6600%  | 0.0000% | $6039981.00        | $5200024.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-01-01      | 1.6650%  | 0.0000% | $1988000.00        | $1847162.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $718.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $818770.00         | $512583.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4700%  | 0.0000% | $1160.00           | $1180.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 4.9350%  | 0.0000% | $7203000.00        | $7397525.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4500%  | 0.0000% | $1275280.00        | $1294529.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-08-01      | 5.3600%  | 0.0000% | $3500000.00        | $3693895.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 4.7400%  | 0.0000% | $5500000.00        | $5580884.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $1238.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $4852064.00        | $3235184.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $69478103.00       | $43197962.09       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $766.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $809.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $14336.00          | $11272.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $5015040.00        | $4175597.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $43225240.00       | $39642083.30       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $139289.00         | $128276.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $126919.00         | $127485.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $68372.00          | $68603.58          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1000030.00        | $675938.62         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $4426.00           | $3388.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $571287.00         | $443412.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1024.00           | $903.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $4000.00           | $4120.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1820652.00        | $598001.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2888437.00        | $478907.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $89223909.00       | $12515351.15       | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 6.0000%  | 0.0000% | $4008.00           | $2427.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 3.0000%  | 0.0000% | $400000.00         | $49312.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $23869.00          | $3481.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2060-06-01      | 2.5000%  | 0.0000% | $1512645.00        | $710698.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $10984900.00       | $7092538.03        | Agency Mortgage-Backed Securities  |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.2000 20251001

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.2000 20251001 4.200000%
- **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: 1729912K6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729912K6
- **C.18 - Value (incl. sponsor support):** $476000000.00
- **C.18.a - Value (excl. sponsor support):** $476000000.00
- **C.19 - Percentage of Net Assets:** 3.6100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2027-05-31      | 2.6250%  | 0.0000% | $149686600.00      | $148464109.55      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $332151200.00      | $337055910.65      | U.S. Treasuries (including strips) |

### Security 7: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.1600 20251007

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.1600 20251007 4.160000%
- **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: 1729912L4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729912L4
- **C.18 - Value (incl. sponsor support):** $127000000.00
- **C.18.a - Value (excl. sponsor support):** $127000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2028-05-23      | 4.3800%  | 0.0000% | $126034000.00      | $126999665.53      | Agency Mortgage-Backed Securities |
| FNMA          | 2027-11-05      | 4.4200%  | 0.0000% | $52000.00          | $52495.83          | Agency Mortgage-Backed Securities |
| FHLB          | 2028-02-15      | 4.4900%  | 0.0000% | $2465000.00        | $2486631.61        | Agency Mortgage-Backed Securities |
| FHLB          | 2026-10-29      | 4.3000%  | 0.0000% | $10000.00          | $10086.92          | Agency Mortgage-Backed Securities |

### Security 8: CREDIT AGRICOLE MORTGAGE REPO 4.2100 20251001

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.2100 20251001 4.210000%
- **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: 2258986G5, C.5 - Other ID: 2258986G5
- **C.18 - Value (incl. sponsor support):** $194590000.00
- **C.18.a - Value (excl. sponsor support):** $194590000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $169644504.00      | $96707830.23       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $102122230.00      | $101773970.30      | Agency Mortgage-Backed Securities |

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52027976.00
- **C.18.a - Value (excl. sponsor support):** $52027976.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15021930.00
- **C.18.a - Value (excl. sponsor support):** $15021930.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40010264.80
- **C.18.a - Value (excl. sponsor support):** $40010264.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20019440.00
- **C.18.a - Value (excl. sponsor support):** $20019440.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149970900.00
- **C.18.a - Value (excl. sponsor support):** $149970900.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139915300.00
- **C.18.a - Value (excl. sponsor support):** $139915300.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35026390.00
- **C.18.a - Value (excl. sponsor support):** $35026390.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50041350.00
- **C.18.a - Value (excl. sponsor support):** $50041350.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74991150.00
- **C.18.a - Value (excl. sponsor support):** $74991150.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YG3, C.4 - ISIN: US3130B7YG36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19396880.00
- **C.18.a - Value (excl. sponsor support):** $19396880.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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 20: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPFT7, C.4 - ISIN: US3133EPFT76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8745362.50
- **C.18.a - Value (excl. sponsor support):** $8745362.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **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):** $30025980.00
- **C.18.a - Value (excl. sponsor support):** $30025980.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 4.280000%
- **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):** $15013200.00
- **C.18.a - Value (excl. sponsor support):** $15013200.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 4.270000%
- **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):** $13011414.00
- **C.18.a - Value (excl. sponsor support):** $13011414.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25019525.00
- **C.18.a - Value (excl. sponsor support):** $25019525.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75051150.00
- **C.18.a - Value (excl. sponsor support):** $75051150.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15010500.00
- **C.18.a - Value (excl. sponsor support):** $15010500.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49017444.00
- **C.18.a - Value (excl. sponsor support):** $49017444.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPQ8, C.4 - ISIN: US3133ERPQ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18619939.20
- **C.18.a - Value (excl. sponsor support):** $18619939.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20017760.00
- **C.18.a - Value (excl. sponsor support):** $20017760.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20019600.00
- **C.18.a - Value (excl. sponsor support):** $20019600.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50048750.00
- **C.18.a - Value (excl. sponsor support):** $50048750.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30032670.00
- **C.18.a - Value (excl. sponsor support):** $30032670.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20017980.00
- **C.18.a - Value (excl. sponsor support):** $20017980.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35025165.00
- **C.18.a - Value (excl. sponsor support):** $35025165.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20018400.00
- **C.18.a - Value (excl. sponsor support):** $20018400.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30025950.00
- **C.18.a - Value (excl. sponsor support):** $30025950.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75021300.00
- **C.18.a - Value (excl. sponsor support):** $75021300.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90040410.00
- **C.18.a - Value (excl. sponsor support):** $90040410.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30010770.00
- **C.18.a - Value (excl. sponsor support):** $30010770.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.063456%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50007700.00
- **C.18.a - Value (excl. sponsor support):** $50007700.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $14012726.00
- **C.18.a - Value (excl. sponsor support):** $14012726.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $34999650.00
- **C.18.a - Value (excl. sponsor support):** $34999650.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $74999325.00
- **C.18.a - Value (excl. sponsor support):** $74999325.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $22020152.00
- **C.18.a - Value (excl. sponsor support):** $22020152.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $47040655.00
- **C.18.a - Value (excl. sponsor support):** $47040655.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10008040.00
- **C.18.a - Value (excl. sponsor support):** $10008040.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.2100 20251001

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.2100 20251001 4.210000%
- **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: 3379851K1, C.5 - Other ID: 3379851K1
- **C.18 - Value (incl. sponsor support):** $2537000000.00
- **C.18.a - Value (excl. sponsor support):** $2537000000.00
- **C.19 - Percentage of Net Assets:** 19.2200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2036-12-01      | 6.0000%  | 0.0000% | $1000.00           | $28.00             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 5.5000%  | 0.0000% | $1024.00           | $23.66             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $106.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $995.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $484000.00         | $427820.49         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 4.0000%  | 0.0000% | $1000.00           | $941.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1018.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $848.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1039.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $13841984.00       | $13833664.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.08           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1007.00           | $992.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $991.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $5565830.00        | $5700065.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.41           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $2018.00           | $2006.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $5507508.00        | $5718567.05        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $972.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.80           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1034.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.56           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.0000%  | 0.0000% | $4933510.00        | $4924298.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $5323050.00        | $5422492.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $6998.00           | $7197.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $2305692.00        | $2314549.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $875.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $6157.00           | $6032.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $967.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $968620.00         | $984827.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $31712531.00       | $32929478.22       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $973.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-06-01      | 4.0000%  | 0.0000% | $34307990.00       | $4956908.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $258.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $181.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $23301142.00       | $5908781.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $24918498.00       | $6025224.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-10-01      | 2.0000%  | 0.0000% | $1000.00           | $430.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $323.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1013.00           | $695.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $457.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $5583827.00        | $4806224.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 3.5000%  | 0.0000% | $3024.00           | $2519.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $910.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $74088576.00       | $72749457.47       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $76619309.00       | $74408536.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $810.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $10999.00          | $9182.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $70742781.00       | $56960153.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $77122349.00       | $72424922.70       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $799.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $7241000.00        | $5878713.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $1903474.00        | $252355.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.5000%  | 0.0000% | $1008.00           | $193.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $97.85             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $264.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $1008.00           | $270.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $454.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $678.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $958.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $482.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1002.00           | $730.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $731.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $884.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6025118.00        | $4774666.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $729.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $846.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $579.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $808.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $5892768.00        | $4837650.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $833.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $804.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $598.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $682.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $951.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $893204.00         | $910595.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $966.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $941.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $111848678.00      | $68111514.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $182486528.00      | $77633661.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $762.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1008.00           | $663.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $2407180.00        | $1762661.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $388.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1080.42           | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $753.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $834.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1788.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $1023.00           | $1.18              | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $63.03             | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $99.30             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $2000.00           | $46.71             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $63382481.00       | $5008316.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1008.00           | $205.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $1000.00           | $162.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $191.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $56.33             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $96.00             | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $940.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $95.73             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1034.00           | $127.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $149.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $208.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $73057000.00       | $5007906.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $168.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $291.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $88.18             | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.0000%  | 0.0000% | $2000.00           | $527.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $230.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $185.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $29545155.00       | $4951056.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $1280976.00        | $170086.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $126.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $1007.00           | $118.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $112.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $109.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $264.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $1000.00           | $113.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $1002.00           | $242.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $136.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $3029.00           | $418.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $20.96             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $74.52             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $159.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $59.44             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $103.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1001.00           | $270.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1007.00           | $182.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 6.0000%  | 0.0000% | $1680.00           | $12.73             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 5.5000%  | 0.0000% | $2000.00           | $12.69             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1022.00           | $6.73              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3117.00           | $33.99             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1029.00           | $6.81              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1108.00           | $1.57              | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $1036.00           | $4.21              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $2.16              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $103774464.00      | $246337.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1105.00           | $10.06             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $7.14              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1044.00           | $6.16              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $1038.00           | $1.53              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $1000.00           | $9.54              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1038.00           | $14.48             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1027.00           | $10.63             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1241.00           | $4.66              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1025.00           | $11.66             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $1127.00           | $2.81              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $1048.00           | $1.22              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1000.00           | $4.50              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1034.00           | $7.61              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1052.00           | $12.48             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $1051.00           | $5.71              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1075.00           | $6.94              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $833.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1001.00           | $629.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $668.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $581.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $906.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $916.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $964753.00         | $897629.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $817.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $898.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $871.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $742.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $878.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $973.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1357.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $862.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1397.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1620.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $877.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1880.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $989.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $960.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1018.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1753190.00        | $1562218.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1142.00           | $1143.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $997.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2265964.00        | $2308857.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $911.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $365319.00         | $351903.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2213856.00        | $2317603.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $1008.00           | $171.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $247.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $199.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-02-01      | 4.5000%  | 0.0000% | $288727.00         | $82558.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2057-06-01      | 4.0000%  | 0.0000% | $101961.00         | $28852.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $185000.00         | $61841.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $192.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $295.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $583326720.00      | $69529853.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $24563328.00       | $5603460.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $26777240.00       | $5727536.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $423.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $1024.00           | $262.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $30049023.00       | $5857532.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $139.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $287.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $173.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1012.00           | $241.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1008.00           | $180.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $390.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $233766774.00      | $121664756.72      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $5029670.00        | $2884615.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $8232630.00        | $4784190.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $9999000.00        | $5732446.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $6551870.00        | $5320518.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $848.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $217119.00         | $219355.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $2028220.00        | $2066860.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1002.00           | $720.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $678.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $792.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $887.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2779040.00        | $2244965.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $598.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $792.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $909.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $912.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $953.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $913.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $464205.00         | $411969.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1018.00           | $752.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $914.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $6954483.00        | $6011584.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $822.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $110.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $51341890.00       | $12072677.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $216.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1008.00           | $494.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $161312.00         | $80127.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $140292981.00      | $70696597.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $10982.00          | $6189.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1040.00           | $439.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 2.0000%  | 0.0000% | $145020730.00      | $77972463.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $556.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $529.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $132505030.00      | $76541270.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $580.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $121785868.00      | $71789829.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.5000%  | 0.0000% | $136072125.00      | $73429693.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 3.5000%  | 0.0000% | $11610896.00       | $5760701.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.5000%  | 0.0000% | $124926394.00      | $69890976.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $126896907.00      | $72100268.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $124106750.00      | $68867683.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $560.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $650.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $620.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $6306990.00        | $4825474.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $92380032.00       | $72508841.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $190080.00         | $142990.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $92224158.00       | $73481256.04       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $99998976.00       | $77459029.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $785.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $87465467.00       | $71399771.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $100096235.00      | $77317537.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $823.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $5030.00           | $3895.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1084.00           | $854.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $887.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $882.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $860.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $908.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4200.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1008.00           | $818.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $6256640.00        | $4969951.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $5129.00           | $3905.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $6069.00           | $4615.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2319.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $87921149.00       | $77747696.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5024.00           | $4088.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $5000.00           | $3425.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3945.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $89036334.00       | $77335286.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $878.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $5134.00           | $4715.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1008.00           | $823.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $6002.00           | $5296.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1057.00           | $926.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $856.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $6000.00           | $5074.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $3024.00           | $2219.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2020.00           | $1787.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $813.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $5060.00           | $4103.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $875.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $79000984.00       | $70161638.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $5148.00           | $4360.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $5000.00           | $4432.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3588.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $79802899.00       | $73204304.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1020.00           | $778.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $86208108.00       | $72235612.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $5136.00           | $4345.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $5152.00           | $4263.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $842.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $5054.00           | $4630.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $88774922.00       | $71180352.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $782.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $85195547.00       | $76588563.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $4266.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $852.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $835.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $910.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2075.00           | $1803.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $85097155.00       | $76453379.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $4083.00           | $3416.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $884.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1040.00           | $937.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $895.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $5128.00           | $4533.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $4017.00           | $3144.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1016.00           | $841.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $904.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2529.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $872.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $6027.00           | $3915.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $94648437.00       | $74624679.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $4000.00           | $3575.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $3247.00           | $2419.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $6394304.00        | $6063906.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $860.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $885.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $5764922.00        | $5013557.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $5148224.00        | $5134395.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $54363118.00       | $56089834.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 4.0000%  | 0.0000% | $33348.00          | $31730.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $17206000.00       | $5106561.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $322.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $8469760.00        | $5339472.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $794.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $2396962.00        | $1896769.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 6.0000%  | 0.0000% | $6155808.00        | $5657232.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $11795888.00       | $12082167.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $58144.00          | $59806.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $5569807.00        | $5768046.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $271.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $28160512.00       | $4837225.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 4.0000%  | 0.0000% | $1000.00           | $107.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1285633.00        | $834295.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.0000%  | 0.0000% | $1024.00           | $846.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $32278463.00       | $26635801.58       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 5.5000%  | 0.0000% | $1024.00           | $686.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 4.5000%  | 0.0000% | $1024.00           | $931.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $6204.00           | $5849.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $339423.00         | $334390.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.59           | Agency Mortgage-Backed Securities |

### Security 48: FIXED INCOME CLEARING SSBT TREASURY REPO 4.2000 20251001

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 4.2000 20251001 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379899M1, C.5 - Other ID: 3379899M1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2027-01-31      | 4.1250%  | 0.0000% | $176364100.00      | $178500119.70      | U.S. Treasuries (including strips) |

### Security 49: GOLDMAN SACHS GROUP INC/THE REPO 4.1400 20251001

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 4.1400 20251001 4.140000%
- **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: 3819875J1, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819875J1
- **C.18 - Value (incl. sponsor support):** $249000000.00
- **C.18.a - Value (excl. sponsor support):** $249000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2048-05-20      | 3.5000%  | 0.0000% | $69319000.00       | $8368743.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.5000%  | 0.0000% | $328573948.00      | $113618696.49      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $27675913.00       | $27904432.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $100000000.00      | $100149033.48      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $3867940.00        | $3939094.65        | Agency Mortgage-Backed Securities |

### Security 50: GOLDMAN SACHS GROUP INC/THE REPO 4.2100 20251001

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 4.2100 20251001 4.210000%
- **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: 3819875N2, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819875N2
- **C.18 - Value (incl. sponsor support):** $159000000.00
- **C.18.a - Value (excl. sponsor support):** $159000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $77738560.00       | $79783343.23       | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 4.5000%  | 0.0000% | $1675950.00        | $7824.14           | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 5.5000%  | 0.0000% | $455000.00         | $15465.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2027-12-01      | 5.5000%  | 0.0000% | $8757248.00        | $5192.14           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 2.5000%  | 0.0000% | $69132.00          | $33145.17          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 3.0000%  | 0.0000% | $1548294.00        | $398038.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-01-01      | 6.0000%  | 0.0000% | $249999360.00      | $216405.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 6.0000%  | 0.0000% | $96415360.00       | $218812.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-01-01      | 7.5000%  | 0.0000% | $1308396.00        | $7962.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 5.0000%  | 0.0000% | $2101113.00        | $11079.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-10-01      | 7.0000%  | 0.0000% | $2997820.00        | $14819.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 3.0000%  | 0.0000% | $500000.00         | $99620.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-08-01      | 4.0000%  | 0.0000% | $217548.00         | $27470.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-06-01      | 3.0000%  | 0.0000% | $25378000.00       | $2831408.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 5.0000%  | 0.0000% | $300000.00         | $12907.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $7870432.00        | $6417518.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $1346180.00        | $1380173.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1278906.00        | $1338728.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $33775936.00       | $34910987.58       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $10774928.00       | $10993740.45       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $2196064.00        | $2267737.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $20429728.00       | $21027181.77       | Agency Mortgage-Backed Securities |
| GNMA          | 2033-04-15      | 5.5000%  | 0.0000% | $7441576.00        | $129929.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-20      | 5.0000%  | 0.0000% | $5792024.00        | $30510.32          | Agency Mortgage-Backed Securities |

### Security 51: Goldman Sachs Group Inc/The REPO 3.2500 20251001

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 3.2500 20251001 3.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819914M7, C.5 - Other ID: 3819914M7
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $90.11             | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $6100.00           | $3032.86           | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.51             | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $8017000.00        | $8156900.14        | U.S. Treasuries (including strips) |

### Security 52: HSBC SEC USA INC MORTGAGE REPO 4.2200 20251001

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.2200 20251001 4.220000%
- **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: 4049893V5, C.5 - Other ID: 4049893V5
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2055-04-01      | 6.0000%  | 0.0000% | $18085599.00       | $17555407.26       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 4.7400%  | 0.0000% | $12900000.00       | $12918515.80       | Agency Mortgage-Backed Securities |
| FMAC          | 2045-08-01      | 5.0000%  | 0.0000% | $5646856.00        | $5739632.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2844000.00        | $2177200.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1576236.00        | $1407669.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 4.0000%  | 0.0000% | $13532720.00       | $11672469.93       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 2.0000%  | 0.0000% | $40000.00          | $27575.08          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $88067.00          | $65599.20          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1034966.00        | $685948.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $1099664.00        | $854081.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $2026712.00        | $1812839.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1408200.00        | $1273850.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2716808.00        | $2053831.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $1013270.00        | $837081.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $4486288.00        | $4565843.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $150000000.00      | $56210160.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.5950%  | 0.0000% | $108717.00         | $97961.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 3.5100%  | 0.0000% | $6582000.00        | $6252541.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 3.5700%  | 0.0000% | $5133000.00        | $4354409.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.8500%  | 0.0000% | $4070070.00        | $3880206.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 3.5000%  | 0.0000% | $1001242.00        | $89321.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $7134960.00        | $5275309.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $2744756.00        | $2689865.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-06-01      | 3.8900%  | 0.0000% | $2000000.00        | $1968971.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.5900%  | 0.0000% | $58641.00          | $55124.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.4350%  | 0.0000% | $1000000.00        | $912313.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.3600%  | 0.0000% | $4500000.00        | $3124945.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.4300%  | 0.0000% | $5501000.00        | $3843475.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-12-01      | 4.9700%  | 0.0000% | $3000000.00        | $3043240.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-06-01      | 4.8200%  | 0.0000% | $20000000.00       | $20191375.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 5.6000%  | 0.0000% | $6821000.00        | $7320905.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 5.3000%  | 0.0000% | $3560000.00        | $3713355.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 4.9500%  | 0.0000% | $6932000.00        | $7128969.31        | Agency Mortgage-Backed Securities |

### Security 53: JP MORGAN SEC LLC MORTGAGE REPO 4.2100 20251001

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.2100 20251001 4.210000%
- **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: 6169976L1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169976L1
- **C.18 - Value (incl. sponsor support):** $634000000.00
- **C.18.a - Value (excl. sponsor support):** $634000000.00
- **C.19 - Percentage of Net Assets:** 4.8000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2034-11-01      | 7.0750%  | 0.0000% | $2584696.00        | $17944.53          | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $442576000.00      | $69455703.81       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $4389240.00        | $4071811.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $8234460.00        | $8551533.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $15690000.00       | $16066105.65       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $13691720.00       | $13861034.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1207452.00        | $1265834.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $594517.00         | $616077.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $19283940.00       | $19556181.17       | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $7734.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-10-01      | 2.0000%  | 0.0000% | $1360000.00        | $585006.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $350000.00         | $263256.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $2670088.00        | $2087057.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $3887792.00        | $3255924.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $889000.00         | $778300.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $41007232.00       | $33266057.77       | Agency Mortgage-Backed Securities |
| FMAC          | 2032-10-01      | 3.5000%  | 0.0000% | $1515162.00        | $380484.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $14058780.00       | $9971236.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $13807392.00       | $1777211.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $505000.00         | $370474.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $513283.00         | $272596.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $6000000.00        | $5675404.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $3500000.00        | $3282061.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $2402500.00        | $2316150.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $6115184.00        | $5468745.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $570000.00         | $372972.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $6650000.00        | $4486847.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1455000.00        | $1270958.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-06-01      | 6.5000%  | 0.0000% | $2989100.00        | $3030375.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $2232084.00        | $153756.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 5.0000%  | 0.0000% | $2493352.00        | $2532930.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 4.5000%  | 0.0000% | $900000.00         | $117759.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 4.0000%  | 0.0000% | $1322480.00        | $42245.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 3.1300%  | 0.0000% | $614621.00         | $603718.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.7500%  | 0.0000% | $11505600.00       | $8431220.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $80259.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 2.5000%  | 0.0000% | $339941.00         | $36483.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 7.5000%  | 0.0000% | $2000000.00        | $88736.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $279210.00         | $252707.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $186532.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $4488848.00        | $4095015.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1984742.00        | $1795305.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1071204.00        | $956512.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 5.5000%  | 0.0000% | $1027252.00        | $818313.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $3432850.00        | $3393814.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1695432.00        | $1640958.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1584112.00        | $1616333.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $27742.00          | $29092.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 4.5000%  | 0.0000% | $1007068.00        | $979291.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $6008400.00        | $6128695.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $381727.00         | $388869.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1130052.00        | $1133128.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $20529408.00       | $20820395.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1565264.00        | $1584625.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $973832.00         | $1022276.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 5.5000%  | 0.0000% | $4170040.00        | $4272329.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1068754.00        | $1099701.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1900000.00        | $115607.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $3012660.00        | $470030.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 3.5000%  | 0.0000% | $1517422.00        | $659301.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 3.5000%  | 0.0000% | $1288880.00        | $456707.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $14076192.00       | $3263563.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $45109888.00       | $10488510.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 3.0000%  | 0.0000% | $737947.00         | $147029.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $400000.00         | $177818.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2691276.00        | $2763631.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $12147180.00       | $11673824.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $3779288.00        | $3759138.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $9274560.00        | $9074057.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $30801536.00       | $31078895.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $15034448.00       | $14983741.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1278660.00        | $1313933.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 6.0000%  | 0.0000% | $1252244.00        | $1306747.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $1191304.00        | $1194040.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $31454.00          | $25370.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $394215.00         | $341468.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $135000.00         | $29861.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $19462000.00       | $4955171.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $725000.00         | $316768.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 2.5000%  | 0.0000% | $786000.00         | $360066.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 2.5000%  | 0.0000% | $15000.00          | $8762.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $855429.00         | $532033.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $8397488.00        | $6995818.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $173486.00         | $117853.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 7.0000%  | 0.0000% | $1046966.00        | $929767.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $7340000.00        | $6339073.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1389974.00        | $883176.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 7.0000%  | 0.0000% | $2069236.00        | $1421623.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $711089.00         | $680288.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2630000.00        | $2591585.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.5000%  | 0.0000% | $6654608.00        | $5809669.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $25117088.00       | $23129969.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $19515328.00       | $19166966.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $18352320.00       | $14952290.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $73424000.00       | $68853941.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 5.5000%  | 0.0000% | $500000.00         | $497151.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 1.5000%  | 0.0000% | $322802.00         | $182774.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $425000.00         | $251134.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1098656.00        | $771254.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1036500.00        | $765704.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $24056416.00       | $14823059.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $200000.00         | $149804.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $209000.00         | $162766.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $3960000.00        | $2914745.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 2.0000%  | 0.0000% | $614892.00         | $410687.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $600000.00         | $501866.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 3.0000%  | 0.0000% | $206902.00         | $152748.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $74204160.00       | $67185472.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $130000.00         | $100788.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.0000%  | 0.0000% | $298000.00         | $257071.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $74000.00          | $60919.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $43453.00          | $38908.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $19044736.00       | $16199278.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 5.5000%  | 0.0000% | $140758000.00      | $2246697.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 6.5480%  | 0.0000% | $2610200.00        | $65505.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 5.5000%  | 0.0000% | $10776559.00       | $72927.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $89060.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $6400000.00        | $412318.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $6117000.00        | $633112.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1048328.00        | $272783.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $2231816.00        | $228668.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 3.0000%  | 0.0000% | $569141.00         | $133872.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $1296174.00        | $109359.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 3.5000%  | 0.0000% | $2431380.00        | $190070.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.5000%  | 0.0000% | $931712.00         | $485962.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 3.5000%  | 0.0000% | $429000.00         | $44375.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $17300000.00       | $7519755.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 3.0000%  | 0.0000% | $653415.00         | $186170.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 7.5000%  | 0.0000% | $1115634.00        | $513021.67         | Agency Mortgage-Backed Securities |

### Security 54: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.2000 20251001

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.2000 20251001 4.200000%
- **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: 7809751F5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809751F5
- **C.18 - Value (incl. sponsor support):** $476000000.00
- **C.18.a - Value (excl. sponsor support):** $476000000.00
- **C.19 - Percentage of Net Assets:** 3.6100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2039-08-15      | 4.5000%  | 0.0000% | $6196400.00        | $6283254.94        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $22995000.00       | $18884626.51       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $686100.00         | $545492.90         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $5999900.00        | $5243110.12        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $1177200.00        | $998892.17         | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $25000100.00       | $19621047.23       | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $37141900.00       | $28141266.23       | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $11146600.00       | $9119838.81        | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $25000000.00       | $18765812.50       | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $25671100.00       | $15167974.80       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $11604800.00       | $7260223.99        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $4876400.00        | $3634467.47        | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $9000000.00        | $8128809.00        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $15026100.00       | $14913423.03       | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $16555100.00       | $16958572.62       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $308986300.00      | $311853231.84      | U.S. Treasuries (including strips) |

### Security 55: RBC DS MORTGAGE REPO 4.2000 20251001

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.2000 20251001 4.200000%
- **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: 7809795F3, C.5 - Other ID: 7809795F3
- **C.18 - Value (incl. sponsor support):** $1110000000.00
- **C.18.a - Value (excl. sponsor support):** $1110000000.00
- **C.19 - Percentage of Net Assets:** 8.4100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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          | 2044-08-15      | 4.1250%  | 0.0000% | $800.00            | $748.13            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $1000.00           | $1013.20           | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $53000.00          | $49265.11          | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.34             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $664500.00         | $626763.59         | U.S. Treasuries (including strips) |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $43841.00          | $832.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $2029.00           | $27.15             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-04-01      | 5.0000%  | 0.0000% | $1000.00           | $62.01             | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-10-01      | 5.0000%  | 0.0000% | $1000.00           | $104.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-01-01      | 3.5000%  | 0.0000% | $1000.00           | $49.03             | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-08-01      | 3.0000%  | 0.0000% | $1000.00           | $124.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $177.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-11-01      | 3.0000%  | 0.0000% | $1000.00           | $91.56             | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $171.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1328168.00        | $1294595.30        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $994.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1591720.00        | $1642397.17        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $984.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $3999.00           | $4063.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $991.50            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1183551.00        | $1207582.00        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.93           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $974.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1040.00           | $1047.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $995.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1080.00           | $1050.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $999.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $31315200.00       | $31604171.25       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $558440.00         | $580920.06         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $1007.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $999.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $549573.00         | $570225.35         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $7164630.00        | $7377366.70        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1775403.00        | $1828642.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $16876960.00       | $16458949.30       | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $2209.00           | $225.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1147.00           | $261.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $108.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $4096.00           | $758.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $1033.00           | $224.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-07-01      | 3.0000%  | 0.0000% | $4032.00           | $3710.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $748.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1401.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $34734656.00       | $26093441.36       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1038328.00        | $721373.92         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1200001.00        | $1071065.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6134256.00        | $5458428.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $24745.00          | $2596.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $115718.00         | $15631.80          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $15092215.00       | $2260928.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523773.00       | $2992440.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $37149000.00       | $21177221.19       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $678.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 1.5000%  | 0.0000% | $15310000.00       | $8444541.00        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1106.00           | $943.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1111808.00        | $988854.33         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1040.00           | $976.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $502675.00         | $483844.35         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $755.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $51577633.00       | $7416336.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1730.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $129959767.00      | $35601970.86       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.0000%  | 0.0000% | $3002.00           | $441.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 3.5000%  | 0.0000% | $35803000.00       | $5833910.84        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $10828448.00       | $7254986.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $664.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $770.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $11000.00          | $7175.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1452384.00        | $1190172.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $5864.00           | $4975.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.95           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $965.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $83000.00          | $51348.13          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $54298776.00       | $30675554.79       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $709.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3434.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $367877.00         | $301347.22         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $866.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $22753001.00       | $17045725.23       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $738.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-01-01      | 3.5000%  | 0.0000% | $955571.00         | $351037.56         | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3734.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $155.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $2076776.00        | $266152.97         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $5879896.00        | $5804370.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $876.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $122351.00         | $108551.81         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $937.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $187.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $199.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $536.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $669.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $994.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $933.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-12-01      | 6.0000%  | 0.0000% | $98409.00          | $80390.99          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $990.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $955.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $958.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $214288.00         | $220817.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1911.00           | $1983.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $4010.00           | $4121.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1203600.00        | $1268404.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2059-04-01      | 3.0000%  | 0.0000% | $1000.00           | $390.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $192.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $265907.00         | $167784.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $34211812.00       | $12718219.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $2002.00           | $957.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $18891136.00       | $10035525.21       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $30323000.00       | $17716119.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $11528487.00       | $7081332.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $49912000.00       | $32867272.77       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $7287888.00        | $5677274.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $4096.00           | $3008.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $4217990.00        | $3688307.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $930.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $853.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $4000.00           | $3514.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $6575160.00        | $5567166.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $255037.00         | $251265.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $950.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.5000%  | 0.0000% | $1000.00           | $746.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $968.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $129494933.00      | $126140331.53      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1080.00           | $1018.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $172494350.00      | $171079566.72      | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $854.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $963.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $872.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 3.5000%  | 0.0000% | $1000.00           | $881.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $924.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $7115.00           | $6923.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $959.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $981.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2612992.00        | $2662111.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $171.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $8574.00           | $849.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $281.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $168.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $450.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 3.0000%  | 0.0000% | $1000.00           | $182.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $325.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $319.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $447.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 3.5000%  | 0.0000% | $1000.00           | $272.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $370.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $154.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $454.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $64195688.00       | $31314998.50       | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 3.0000%  | 0.0000% | $1000.00           | $300.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $555.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $491.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $245.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $493.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $356.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 3.5000%  | 0.0000% | $1000.00           | $380.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $482.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.5000%  | 0.0000% | $1000.00           | $372.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $339.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $600.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $471.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $560.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2647.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $484.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $622.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1289.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 4.5000%  | 0.0000% | $1000.00           | $563.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $614.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $631.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $624.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $634.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $638.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $727.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $758.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $669.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $772.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $5040.00           | $3868.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $798.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1991859.00        | $1469537.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $399998.00         | $297480.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 2.5000%  | 0.0000% | $1208.00           | $838.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $1000.00           | $677.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $787.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $763.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2069787.00        | $1834613.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $754.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $705.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $4000.00           | $3124.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $770.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $772.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $778.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $816.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $752.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $738.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $22664448.00       | $15990800.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $916.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $792.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $808.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-25      | 3.0000%  | 0.0000% | $3691935.00        | $3005218.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1043.00           | $861.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $11750105.00       | $9325610.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $927.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $6687936.00        | $6393826.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $127847168.00      | $131809083.54      | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1892245.00        | $1902201.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $27140293.00       | $27021930.33       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1035.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $21744640.00       | $22131255.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 5.5000%  | 0.0000% | $2920.00           | $35.98             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 5.1900%  | 0.0000% | $1000.00           | $587.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 7.0000%  | 0.0000% | $1006.00           | $35.88             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-02-01      | 6.0000%  | 0.0000% | $1000.00           | $44.88             | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-11-01      | 3.0000%  | 0.0000% | $1004.00           | $8.45              | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $172.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-07-01      | 4.5000%  | 0.0000% | $1000.00           | $38.53             | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 5.0000%  | 0.0000% | $1000.00           | $18.40             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $159.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $173.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-06-01      | 3.0000%  | 0.0000% | $1000.00           | $98.78             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $106.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $30127031.00       | $2380880.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $244.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $232385249.00      | $32596453.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $85.26             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 3.5000%  | 0.0000% | $1006.00           | $96.33             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 2.5000%  | 0.0000% | $1000.00           | $567.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 1.5000%  | 0.0000% | $1000.00           | $597.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $586.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $35.33             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $115.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $183.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $376.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 3.0000%  | 0.0000% | $154734.00         | $42488.00          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $408.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 1.5000%  | 0.0000% | $1000.00           | $452.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $529.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 1.5000%  | 0.0000% | $71196436.00       | $40727553.60       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $498.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $500000.00         | $261190.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $358.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $506.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $903.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $904.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $909.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $44000.00          | $35726.32          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $663.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $798085.00         | $536253.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $679.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $610.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.0000%  | 0.0000% | $1000.00           | $695.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.0000%  | 0.0000% | $1000.00           | $721.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $741.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $833.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $248973.00         | $193340.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $769.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 6.0000%  | 0.0000% | $1000.00           | $587.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $822.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $777.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $29486154.00       | $21526716.43       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $831.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $853.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $860.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $765.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3521.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4492.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $641.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 4.0000%  | 0.0000% | $4000.00           | $3313.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $668.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 5.5000%  | 0.0000% | $1000.00           | $777.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $713.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $919.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $916.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $41971399.00       | $39570981.90       | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 6.0000%  | 0.0000% | $1000.00           | $945.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $24073556.00       | $24217214.99       | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 3.5000%  | 0.0000% | $1046550.00        | $97185.09          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $10943840.00       | $5666076.56        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-11-20      | 4.5000%  | 0.0000% | $1084910.00        | $850156.77         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 4.0000%  | 0.0000% | $6310848.00        | $5640779.16        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $5678464.00        | $5468876.78        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $114235.00         | $114405.25         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $55513216.00       | $56845163.08       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $949709.00         | $665147.77         | Agency Mortgage-Backed Securities  |

### Security 56: TD SECURITIES USA LLC MORTGAGE REPO 4.1800 20251003

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 4.1800 20251003 4.180000%
- **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: 8919941L9, C.5 - Other ID: 8919941L9
- **C.18 - Value (incl. sponsor support):** $89000000.00
- **C.18.a - Value (excl. sponsor support):** $89000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $26177767.00       | $26525160.52       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $8700257.00        | $6511897.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $35395216.00       | $26339996.79       | Agency Mortgage-Backed Securities |
| FMAC          | 2043-10-01      | 5.5000%  | 0.0000% | $6152650.00        | $4353988.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $133310208.00      | $27048957.55       | Agency Mortgage-Backed Securities |

### Security 57: 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: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $446583123.00
- **C.18.a - Value (excl. sponsor support):** $446583123.00
- **C.19 - Percentage of Net Assets:** 3.3800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 58: 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: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396421776.00
- **C.18.a - Value (excl. sponsor support):** $396421776.00
- **C.19 - Percentage of Net Assets:** 3.0000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 59: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198075000.00
- **C.18.a - Value (excl. sponsor support):** $198075000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **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 60: 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: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $321408750.00
- **C.18.a - Value (excl. sponsor support):** $321408750.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49828125.00
- **C.18.a - Value (excl. sponsor support):** $49828125.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29865234.30
- **C.18.a - Value (excl. sponsor support):** $29865234.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **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 63: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59650781.40
- **C.18.a - Value (excl. sponsor support):** $59650781.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 64: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $94187304.45
- **C.18.a - Value (excl. sponsor support):** $94187304.45
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84233007.60
- **C.18.a - Value (excl. sponsor support):** $84233007.60
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88931250.00
- **C.18.a - Value (excl. sponsor support):** $88931250.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **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 67: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $114386875.00
- **C.18.a - Value (excl. sponsor support):** $114386875.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 68: 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: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $187105467.80
- **C.18.a - Value (excl. sponsor support):** $187105467.80
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: 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):** $97988281.00
- **C.18.a - Value (excl. sponsor support):** $97988281.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 70: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39145312.40
- **C.18.a - Value (excl. sponsor support):** $39145312.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $105020507.55
- **C.18.a - Value (excl. sponsor support):** $105020507.55
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: 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: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127416718.75
- **C.18.a - Value (excl. sponsor support):** $127416718.75
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **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 73: 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):** $135814062.16
- **C.18.a - Value (excl. sponsor support):** $135814062.16
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 74: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.068456%
- **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):** $340984371.97
- **C.18.a - Value (excl. sponsor support):** $340984371.97
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 75: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.143456%
- **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):** $65994572.82
- **C.18.a - Value (excl. sponsor support):** $65994572.82
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 76: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30018750.00
- **C.18.a - Value (excl. sponsor support):** $30018750.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **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 77: 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: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $76210781.44
- **C.18.a - Value (excl. sponsor support):** $76210781.44
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135411327.45
- **C.18.a - Value (excl. sponsor support):** $135411327.45
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.048456%
- **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):** $224935528.50
- **C.18.a - Value (excl. sponsor support):** $224935528.50
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 80: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $209235000.00
- **C.18.a - Value (excl. sponsor support):** $209235000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 81: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.080456%
- **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):** $169966649.40
- **C.18.a - Value (excl. sponsor support):** $169966649.40
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60285937.20
- **C.18.a - Value (excl. sponsor support):** $60285937.20
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224991211.50
- **C.18.a - Value (excl. sponsor support):** $224991211.50
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.057456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149841046.50
- **C.18.a - Value (excl. sponsor support):** $149841046.50
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: WELLS FARGO SECURITIES MORTGAGE REPO 4.1700 20251003

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 4.1700 20251003 4.170000%
- **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: 9499841M0, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499841M0
- **C.18 - Value (incl. sponsor support):** $296000000.00
- **C.18.a - Value (excl. sponsor support):** $296000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2050-05-01      | 3.6380%  | 0.0000% | $3536525.00        | $654456.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-01-01      | 2.8720%  | 0.0000% | $2077185.00        | $1769581.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2033-09-01      | 6.8040%  | 0.0000% | $4185000.00        | $14613.13          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 6.4680%  | 0.0000% | $1000000.00        | $5137.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-01-01      | 6.7960%  | 0.0000% | $5172478.00        | $43777.28          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 6.4950%  | 0.0000% | $360000.00         | $4817.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-08-01      | 6.6010%  | 0.0000% | $755000.00         | $2565.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 6.6550%  | 0.0000% | $47302415.00       | $167780.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.9370%  | 0.0000% | $18000000.00       | $89109.85          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 7.1900%  | 0.0000% | $12107628.00       | $297173.98         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 7.1000%  | 0.0000% | $1680845.00        | $54823.30          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-08-01      | 6.1800%  | 0.0000% | $8271708.00        | $80107.61          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 6.1850%  | 0.0000% | $125000.00         | $3523.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 6.0900%  | 0.0000% | $12955902.00       | $32885.96          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 6.0990%  | 0.0000% | $124000.00         | $1161.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 6.6080%  | 0.0000% | $1260000.00        | $7439.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $50816.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-05-01      | 6.2500%  | 0.0000% | $22500000.00       | $53165.15          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.5670%  | 0.0000% | $4947327.00        | $38808.04          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 6.3740%  | 0.0000% | $835000.00         | $12813.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2028-12-01      | 7.4340%  | 0.0000% | $78860802.00       | $93119.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 6.5500%  | 0.0000% | $12088248.00       | $132367.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 4.8670%  | 0.0000% | $10804498.00       | $10877899.86       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.2960%  | 0.0000% | $24915875.00       | $25220751.17       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 4.2710%  | 0.0000% | $75683034.00       | $74770157.55       | Agency Mortgage-Backed Securities |
| FMAC          | 2043-09-01      | 6.7080%  | 0.0000% | $24912280.00       | $734058.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 6.4790%  | 0.0000% | $4675000.00        | $37637.21          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-11-01      | 6.8750%  | 0.0000% | $3000000.00        | $185073.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 6.7060%  | 0.0000% | $13307750.00       | $866165.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 6.9470%  | 0.0000% | $1500000.00        | $11640.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 4.2070%  | 0.0000% | $4211814.00        | $9724.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 6.7500%  | 0.0000% | $25000000.00       | $128755.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 6.5360%  | 0.0000% | $8400000.00        | $11361.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 5.6890%  | 0.0000% | $1500000.00        | $1410.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 6.5000%  | 0.0000% | $30695706.00       | $6331.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-02-01      | 6.6360%  | 0.0000% | $50000.00          | $786.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 6.6880%  | 0.0000% | $20000000.00       | $353174.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 6.4080%  | 0.0000% | $2144000.00        | $22747.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 6.5340%  | 0.0000% | $9256885.00        | $505086.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 5.0170%  | 0.0000% | $450000.00         | $8950.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 6.1780%  | 0.0000% | $5000000.00        | $144443.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 6.6180%  | 0.0000% | $13000000.00       | $899598.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-02-01      | 2.8800%  | 0.0000% | $145000.00         | $11477.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 6.5010%  | 0.0000% | $1019000.00        | $38173.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $7048.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1159660.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-06-01      | 2.3900%  | 0.0000% | $5244675.00        | $4966434.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-06-01      | 2.4750%  | 0.0000% | $4700000.00        | $4194624.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-06-01      | 2.6400%  | 0.0000% | $155000.00         | $153627.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2026-07-01      | 2.4500%  | 0.0000% | $28500000.00       | $22979943.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2026-07-01      | 2.4500%  | 0.0000% | $4874754.00        | $3930581.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-07-01      | 2.4500%  | 0.0000% | $21075000.00       | $16993063.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6552578.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4984595.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-07-01      | 3.0400%  | 0.0000% | $14637900.00       | $12197919.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2027-09-01      | 2.8700%  | 0.0000% | $1290000.00        | $1150630.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5795342.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 6.8880%  | 0.0000% | $10349493.00       | $723725.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 5.9940%  | 0.0000% | $25000.00          | $988.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 7.6840%  | 0.0000% | $38350572.00       | $195923.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 7.2930%  | 0.0000% | $43350679.00       | $308867.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 6.3710%  | 0.0000% | $500000.00         | $655.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 6.4850%  | 0.0000% | $4485000.00        | $7764.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 5.9060%  | 0.0000% | $5317000.00        | $24487.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 5.4210%  | 0.0000% | $699999.00         | $4628.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 5.4210%  | 0.0000% | $400000.00         | $3238.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 5.4210%  | 0.0000% | $699998.00         | $9915.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 5.4210%  | 0.0000% | $200000.00         | $2313.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 7.1900%  | 0.0000% | $7719108.00        | $108179.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.5230%  | 0.0000% | $500562.00         | $3985.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.4370%  | 0.0000% | $120000.00         | $2037.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 6.3900%  | 0.0000% | $405000.00         | $2045.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 6.4510%  | 0.0000% | $7500000.00        | $35977.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 6.3260%  | 0.0000% | $2465000.00        | $13870.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 6.5450%  | 0.0000% | $800000.00         | $2907.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 6.1940%  | 0.0000% | $470000.00         | $3822.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 6.1630%  | 0.0000% | $26204766.00       | $340648.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 6.1900%  | 0.0000% | $500000.00         | $650.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 6.1970%  | 0.0000% | $3593000.00        | $26465.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 6.1530%  | 0.0000% | $875000.00         | $17019.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 6.2850%  | 0.0000% | $5350000.00        | $38437.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 5.9640%  | 0.0000% | $1300000.00        | $6915.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.6280%  | 0.0000% | $5089993.00        | $116408.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.7860%  | 0.0000% | $615000.00         | $7075.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0060%  | 0.0000% | $4826091.00        | $4840617.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0160%  | 0.0000% | $9890987.00        | $10022345.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0400%  | 0.0000% | $2882336.00        | $2917223.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.0920%  | 0.0000% | $10000000.00       | $938569.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 6.3110%  | 0.0000% | $6974000.00        | $599821.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.4300%  | 0.0000% | $3764000.00        | $2342993.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.3630%  | 0.0000% | $71830504.00       | $71445766.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.3040%  | 0.0000% | $1374000.00        | $591595.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.8750%  | 0.0000% | $1000000.00        | $728152.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.3880%  | 0.0000% | $7500000.00        | $133578.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.4690%  | 0.0000% | $4050000.00        | $23912.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.4220%  | 0.0000% | $18250000.00       | $236277.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 5.8630%  | 0.0000% | $2150000.00        | $11550.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 7.5110%  | 0.0000% | $213359.00         | $3254.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 6.6370%  | 0.0000% | $155000.00         | $1644.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 6.5950%  | 0.0000% | $77816.00          | $1394.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 6.2450%  | 0.0000% | $9000000.00        | $67475.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 5.0490%  | 0.0000% | $1769358.00        | $63133.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.6190%  | 0.0000% | $5596852.00        | $663132.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 5.9720%  | 0.0000% | $250000.00         | $4123.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 6.1100%  | 0.0000% | $4867292.00        | $55682.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 7.0820%  | 0.0000% | $333708.00         | $4716.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.5100%  | 0.0000% | $2960361.00        | $99293.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 7.3850%  | 0.0000% | $1695500.00        | $59186.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 6.2900%  | 0.0000% | $6527822.00        | $456741.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.1900%  | 0.0000% | $300000.00         | $973.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 6.7140%  | 0.0000% | $1378000.00        | $14012.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-12-01      | 6.9210%  | 0.0000% | $9009918.00        | $62375.01          | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2025-10-07

**By:** Alan S. Dupski

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

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