# EDGAR Filing Document

**Accession Number:** 0000912577
**File Stem:** 0001258897-25-000121
**Filing Date:** 2025-7
**Character Count:** 189829
**Document Hash:** 4952f574163d8e45d125ccca9cffd141
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001258897-25-000121.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001258897-25-000121

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08042
- **FILM NUMBER:** 251109927

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000912577

**LEI of Registrant:** 254900PGYAB5I8WZFV72

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

**LEI of Series:** 254900P826KPVQ1HK209

**EDGAR Series Identifier:** S000009743

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

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

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

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

### Service Providers
| Role                          | Details                                 | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Federated Investment Management Company | 801-34612         |
| Independent Public Accountant | KPMG LLP<br>City: Boston<br>State: MA   |  |
| Administrator                 | Federated Administrative Services       |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143      | 084-00896         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 40 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $77704774.06

- **Amortized Cost of Portfolio Securities:** $77704464.35

- **Cash:** $0.00

- **Total Other Assets:** $149295.63

- **Total Liabilities:** $466643.74

- **Net Assets of Series:** $77388104.78

- **Number of Shares Outstanding (Series):** 77387807.7600

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $63285789.24              | $64285789.24               | 80.9900%                  | 82.2600%                   |
| 2025-06-03 | $62934001.80              | $63934001.80               | 80.9000%                  | 82.1800%                   |
| 2025-06-04 | $62654201.87              | $63804201.87               | 80.8300%                  | 82.3100%                   |
| 2025-06-05 | $62141357.18              | $63291357.18               | 80.7000%                  | 82.1900%                   |
| 2025-06-06 | $62196793.52              | $63346793.52               | 80.6900%                  | 82.1900%                   |
| 2025-06-09 | $62972780.36              | $64122780.36               | 80.9000%                  | 82.3800%                   |
| 2025-06-10 | $63484795.34              | $64484795.34               | 81.3200%                  | 82.6000%                   |
| 2025-06-11 | $63864974.05              | $64864974.05               | 81.2700%                  | 82.5500%                   |
| 2025-06-12 | $62826530.90              | $63876530.90               | 80.8200%                  | 82.1700%                   |
| 2025-06-13 | $62513366.83              | $63563366.83               | 80.7200%                  | 82.0800%                   |
| 2025-06-16 | $62382257.81              | $63432257.81               | 80.7100%                  | 82.0700%                   |
| 2025-06-17 | $62843250.77              | $63893250.77               | 81.1400%                  | 82.5000%                   |
| 2025-06-18 | $64326283.61              | $65326283.61               | 81.5400%                  | 82.8100%                   |
| 2025-06-20 | $64348275.32              | $65348275.32               | 81.2300%                  | 82.4900%                   |
| 2025-06-23 | $63872461.96              | $64872461.96               | 81.1200%                  | 82.3900%                   |
| 2025-06-24 | $62705322.18              | $63705322.18               | 80.8400%                  | 82.1300%                   |
| 2025-06-25 | $63316825.11              | $64316825.11               | 81.4000%                  | 82.6900%                   |
| 2025-06-26 | $63318935.10              | $64318935.10               | 80.9800%                  | 82.2600%                   |
| 2025-06-27 | $62716284.69              | $63716284.69               | 80.8200%                  | 82.1000%                   |
| 2025-06-30 | $62973713.53              | $63973713.53               | 80.8900%                  | 82.1700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.4100%             |
| 2025-06-03 | 4.4100%             |
| 2025-06-04 | 4.4000%             |
| 2025-06-05 | 4.3900%             |
| 2025-06-06 | 4.3800%             |
| 2025-06-09 | 4.3600%             |
| 2025-06-10 | 4.3600%             |
| 2025-06-11 | 4.3600%             |
| 2025-06-12 | 4.3600%             |
| 2025-06-13 | 4.3500%             |
| 2025-06-16 | 4.3500%             |
| 2025-06-17 | 4.3600%             |
| 2025-06-18 | 4.3600%             |
| 2025-06-20 | 4.3600%             |
| 2025-06-23 | 4.3600%             |
| 2025-06-24 | 4.3600%             |
| 2025-06-25 | 4.3600%             |
| 2025-06-26 | 4.3700%             |
| 2025-06-27 | 4.3800%             |
| 2025-06-30 | 4.4100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 0.9999                      |
|  |  |
| 2025-06-17 | 0.9999                      |
|  |  |
| 2025-06-18 | 0.9999                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |

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

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $77388104.78

- **Number of Shares Outstanding:** 77387807.7600

- **Expense Reimbursement/Waiver:** 5818.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $264892.94                | $28490.84               |
| 2025-06-03 | $0.00                     | $359295.12              |
| 2025-06-04 | $2901.70                  | $39343.61               |
| 2025-06-05 | $653.89                   | $276148.71              |
| 2025-06-06 | $86780.61                 | $17979.17               |
| 2025-06-09 | $2377.26                  | $29041.24               |
| 2025-06-10 | $14992.27                 | $44308.07               |
| 2025-06-11 | $119177.12                | $3267.12                |
| 2025-06-12 | $133196.03                | $13822.45               |
| 2025-06-13 | $240.31                   | $322929.32              |
| 2025-06-16 | $42769.19                 | $8178.78                |
| 2025-06-17 | $427253.77                | $28317.11               |
| 2025-06-18 | $344870.59                | $4986.81                |
| 2025-06-20 | $19494.50                 | $12945.05               |
| 2025-06-23 | $0.00                     | $192967.90              |
| 2025-06-24 | $1004.82                  | $91472.29               |
| 2025-06-25 | $229083.97                | $26544.34               |
| 2025-06-26 | $3262.35                  | $7908.85                |
| 2025-06-27 | $17673.31                 | $227396.64              |
| 2025-06-30 | $68398.68                 | $21428.03               |

**Total Gross Subscriptions (Month):** $1779023.31

**Total Gross Redemptions (Month):** $1756771.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.7700%           |
| 2025-06-03 | 3.7700%           |
| 2025-06-04 | 3.7700%           |
| 2025-06-05 | 3.7600%           |
| 2025-06-06 | 3.7500%           |
| 2025-06-09 | 3.7300%           |
| 2025-06-10 | 3.7300%           |
| 2025-06-11 | 3.7200%           |
| 2025-06-12 | 3.7200%           |
| 2025-06-13 | 3.7200%           |
| 2025-06-16 | 3.7200%           |
| 2025-06-17 | 3.7200%           |
| 2025-06-18 | 3.7200%           |
| 2025-06-20 | 3.7300%           |
| 2025-06-23 | 3.7200%           |
| 2025-06-24 | 3.7200%           |
| 2025-06-25 | 3.7300%           |
| 2025-06-26 | 3.7400%           |
| 2025-06-27 | 3.7500%           |
| 2025-06-30 | 3.7800%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 17.6800%         | 0.0000%              |
| Insurance company |  | 10.0000%         | 0.0000%              |
| Insurance company |  | 26.2200%         | 0.0000%              |
| Insurance company |  | 12.5500%         | 0.0000%              |
| Insurance company |  | 14.7200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.430%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 19.3800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-001 HF     | 2053-01-20      | 5.4019%  |  | $418343.51         | $413099.79         | Agency Collateralized Mortgage Obligation |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $92670.00          | $94033.49          | U.S. Treasuries (including strips)        |
| FNMA MNAR XX.XXX HYBS7329 | 2032-12-01      | 5.4100%  |  | $370422.06         | $382888.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $2105.50           | $2061.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $2072.56           | $2149.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $213696.31         | $212110.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $92411.76          | $91315.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $649983.57         | $641226.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $49490.06          | $49082.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $640397.22         | $580487.70         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $131849.67         | $125105.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $259358.99         | $257257.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $118122.86         | $119085.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $605989.46         | $613025.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $2564.91           | $2226.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $979832.76         | $940757.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $6898.06           | $6421.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M     | 2053-04-20      | 5.5000%  |  | $151542.08         | $153025.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  |  | $1493062.24        | $1480069.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4153 | 2040-10-01      | 2.5000%  |  | $149284.27         | $135416.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $73990.31          | $69047.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $1531282.42        | $1508095.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $54993.17          | $58651.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $508365.30         | $504200.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $128128.63         | $127350.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $4410.94           | $4261.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $257025.49         | $226405.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $89507.39          | $83958.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $18676.57          | $16432.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $266596.14         | $224277.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $26294.92          | $25861.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $44.28             | $45.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $585859.70         | $576897.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $337716.98         | $307982.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $128402.18         | $116578.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0393 | 2047-09-01      | 4.0000%  |  | $10383.91          | $9797.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $643571.53         | $634901.19         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $1519500.00        | $1566077.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $273752.33         | $280755.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $61079.70          | $58247.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $100003.27         | $94198.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $7240.02           | $6818.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $287016.03         | $265867.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3112 | 2052-10-01      | 5.0000%  |  | $10980.69          | $10840.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $80434.40          | $81655.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $628069.15         | $558211.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $59853.63          | $59269.62          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $1548000.00        | $1562455.74        | Agency Mortgage-Backed Securities         |

### Security 2: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.550%, 7/30/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWPA2, C.4 - ISIN: US3130AWPA24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200024.02
- **C.18.a - Value (excl. sponsor support):** $200024.02
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.550%, 10/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200098.44
- **C.18.a - Value (excl. sponsor support):** $200098.44
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.545%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250173.80
- **C.18.a - Value (excl. sponsor support):** $250173.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.490%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100039.07
- **C.18.a - Value (excl. sponsor support):** $100039.07
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.525%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100089.14
- **C.18.a - Value (excl. sponsor support):** $100089.14
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.455%, 9/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500080.66
- **C.18.a - Value (excl. sponsor support):** $500080.66
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.535%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200219.88
- **C.18.a - Value (excl. sponsor support):** $200219.88
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.575%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200080.53
- **C.18.a - Value (excl. sponsor support):** $200080.53
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.335%, 1/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499050.94
- **C.18.a - Value (excl. sponsor support):** $499050.94
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.370%, 2/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JJ1, C.4 - ISIN: US3130B4JJ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299998.47
- **C.18.a - Value (excl. sponsor support):** $299998.47
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.410%, 10/9/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300017.69
- **C.18.a - Value (excl. sponsor support):** $300017.69
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.370%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KV2, C.4 - ISIN: US3130B4KV28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249682.06
- **C.18.a - Value (excl. sponsor support):** $249682.06
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.420%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MB4, C.4 - ISIN: US3130B4MB46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499472.46
- **C.18.a - Value (excl. sponsor support):** $499472.46
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299479.73
- **C.18.a - Value (excl. sponsor support):** $299479.73
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.350%, 3/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299528.49
- **C.18.a - Value (excl. sponsor support):** $299528.49
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 3/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AZ1, C.4 - ISIN: US3130B5AZ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299595.67
- **C.18.a - Value (excl. sponsor support):** $299595.67
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.340%, 4/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299471.06
- **C.18.a - Value (excl. sponsor support):** $299471.06
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.395%, 12/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499992.70
- **C.18.a - Value (excl. sponsor support):** $499992.70
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.465%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999.03
- **C.18.a - Value (excl. sponsor support):** $249999.03
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.510%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149962.47
- **C.18.a - Value (excl. sponsor support):** $149962.47
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.425%, 1/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500079.08
- **C.18.a - Value (excl. sponsor support):** $500079.08
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.425%, 1/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250039.53
- **C.18.a - Value (excl. sponsor support):** $250039.53
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 5/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299767.45
- **C.18.a - Value (excl. sponsor support):** $299767.45
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499594.07
- **C.18.a - Value (excl. sponsor support):** $499594.07
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.445%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KN5, C.4 - ISIN: US3130B6KN59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299938.56
- **C.18.a - Value (excl. sponsor support):** $299938.56
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500097.01
- **C.18.a - Value (excl. sponsor support):** $500097.01
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.390%, 12/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300000.30
- **C.18.a - Value (excl. sponsor support):** $300000.30
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.100%, 1/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244878.54
- **C.18.a - Value (excl. sponsor support):** $244878.54
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.550%, 7/21/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100008.12
- **C.18.a - Value (excl. sponsor support):** $100008.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.550%, 8/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100014.14
- **C.18.a - Value (excl. sponsor support):** $100014.14
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.545%, 9/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125036.03
- **C.18.a - Value (excl. sponsor support):** $125036.03
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999.45
- **C.18.a - Value (excl. sponsor support):** $99999.45
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75014.10
- **C.18.a - Value (excl. sponsor support):** $75014.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24996.71
- **C.18.a - Value (excl. sponsor support):** $24996.71
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.500%, 4/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200040.41
- **C.18.a - Value (excl. sponsor support):** $200040.41
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125060.57
- **C.18.a - Value (excl. sponsor support):** $125060.57
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 5/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50011.59
- **C.18.a - Value (excl. sponsor support):** $50011.59
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.540%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100077.01
- **C.18.a - Value (excl. sponsor support):** $100077.01
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250085.04
- **C.18.a - Value (excl. sponsor support):** $250085.04
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100051.24
- **C.18.a - Value (excl. sponsor support):** $100051.24
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.500%, 6/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100036.27
- **C.18.a - Value (excl. sponsor support):** $100036.27
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.510%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100065.66
- **C.18.a - Value (excl. sponsor support):** $100065.66
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.510%, 7/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100066.27
- **C.18.a - Value (excl. sponsor support):** $100066.27
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.515%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175068.23
- **C.18.a - Value (excl. sponsor support):** $175068.23
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.520%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150059.00
- **C.18.a - Value (excl. sponsor support):** $150059.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.520%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150065.76
- **C.18.a - Value (excl. sponsor support):** $150065.76
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.520%, 8/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250201.76
- **C.18.a - Value (excl. sponsor support):** $250201.76
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.535%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150084.45
- **C.18.a - Value (excl. sponsor support):** $150084.45
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.530%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150151.30
- **C.18.a - Value (excl. sponsor support):** $150151.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.455%, 8/28/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRN3, C.4 - ISIN: US3133ERRN35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100009.43
- **C.18.a - Value (excl. sponsor support):** $100009.43
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.540%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100062.38
- **C.18.a - Value (excl. sponsor support):** $100062.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.540%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200133.00
- **C.18.a - Value (excl. sponsor support):** $200133.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.535%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000.09
- **C.18.a - Value (excl. sponsor support):** $100000.09
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.535%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100062.38
- **C.18.a - Value (excl. sponsor support):** $100062.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.525%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100094.83
- **C.18.a - Value (excl. sponsor support):** $100094.83
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.540%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250179.33
- **C.18.a - Value (excl. sponsor support):** $250179.33
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60000.05
- **C.18.a - Value (excl. sponsor support):** $60000.05
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200006.67
- **C.18.a - Value (excl. sponsor support):** $200006.67
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.505%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999.58
- **C.18.a - Value (excl. sponsor support):** $99999.58
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249998.28
- **C.18.a - Value (excl. sponsor support):** $249998.28
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250006.94
- **C.18.a - Value (excl. sponsor support):** $250006.94
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.530%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $150142.52
- **C.18.a - Value (excl. sponsor support):** $150142.52
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.485%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $200001.40
- **C.18.a - Value (excl. sponsor support):** $200001.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.530%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $200187.57
- **C.18.a - Value (excl. sponsor support):** $200187.57
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.530%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $100116.15
- **C.18.a - Value (excl. sponsor support):** $100116.15
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.210%, 7/10/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349633.52
- **C.18.a - Value (excl. sponsor support):** $349633.52
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** United States Treasury Bills,  4.135%, 9/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $347309.50
- **C.18.a - Value (excl. sponsor support):** $347309.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98905.64
- **C.18.a - Value (excl. sponsor support):** $98905.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197811.27
- **C.18.a - Value (excl. sponsor support):** $197811.27
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246484.49
- **C.18.a - Value (excl. sponsor support):** $246484.49
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.110%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246484.49
- **C.18.a - Value (excl. sponsor support):** $246484.49
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394375.18
- **C.18.a - Value (excl. sponsor support):** $394375.18
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.190%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393120.21
- **C.18.a - Value (excl. sponsor support):** $393120.21
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491400.26
- **C.18.a - Value (excl. sponsor support):** $491400.26
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $391863.92
- **C.18.a - Value (excl. sponsor support):** $391863.92
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $781715.14
- **C.18.a - Value (excl. sponsor support):** $781715.14
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 7/17/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1597052.45
- **C.18.a - Value (excl. sponsor support):** $1597052.45
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.180%, 7/17/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $748618.34
- **C.18.a - Value (excl. sponsor support):** $748618.34
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 7/24/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498668.72
- **C.18.a - Value (excl. sponsor support):** $498668.72
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97459.71
- **C.18.a - Value (excl. sponsor support):** $97459.71
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.200%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $800000.00
- **C.18.a - Value (excl. sponsor support):** $800000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $777311.85
- **C.18.a - Value (excl. sponsor support):** $777311.85
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.060%, 10/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $790035.92
- **C.18.a - Value (excl. sponsor support):** $790035.92
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $386474.96
- **C.18.a - Value (excl. sponsor support):** $386474.96
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96618.74
- **C.18.a - Value (excl. sponsor support):** $96618.74
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $772949.92
- **C.18.a - Value (excl. sponsor support):** $772949.92
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245547.50
- **C.18.a - Value (excl. sponsor support):** $245547.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $385395.00
- **C.18.a - Value (excl. sponsor support):** $385395.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/11/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $785088.22
- **C.18.a - Value (excl. sponsor support):** $785088.22
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.235%, 10/21/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1085626.66
- **C.18.a - Value (excl. sponsor support):** $1085626.66
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192945.31
- **C.18.a - Value (excl. sponsor support):** $192945.31
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.365%, 7/31/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1199892.71
- **C.18.a - Value (excl. sponsor support):** $1199892.71
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.410%, 10/31/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $750261.44
- **C.18.a - Value (excl. sponsor support):** $750261.44
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.445%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500557.77
- **C.18.a - Value (excl. sponsor support):** $500557.77
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.338%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $999609.60
- **C.18.a - Value (excl. sponsor support):** $999609.60
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.400%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $999911.14
- **C.18.a - Value (excl. sponsor support):** $999911.14
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $15327000.00
- **C.18.a - Value (excl. sponsor support):** $15327000.00
- **C.19 - Percentage of Net Assets:** 19.8100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $170300.00         | $171178.84         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG2849 C     | 2064-10-20      | 6.0000%  |  | $6277.38           | $6397.26           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF3879       | 2059-11-15      | 4.9800%  |  | $6195.64           | $6178.00           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CK5808       | 2059-12-15      | 4.9800%  |  | $16418.37          | $16325.39          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ0057       | 2060-03-15      | 5.8500%  |  | $8.50              | $9.00              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF2999       | 2060-01-15      | 5.6000%  |  | $8324.04           | $8680.86           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3656       | 2057-12-15      | 3.9700%  |  | $32.94             | $31.35             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3622       | 2057-10-15      | 4.1900%  |  | $8.23              | $7.93              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP0912       | 2063-04-15      | 4.9000%  |  | $8.38              | $8.43              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1754       | 2058-05-15      | 4.7900%  |  | $17.04             | $17.06             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1751       | 2058-04-15      | 4.9000%  |  | $8.32              | $8.38              | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7591       | 2065-02-15      | 4.4700%  |  | $428.95            | $410.12            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN7019       | 2057-11-15      | 4.5000%  |  | $8.52              | $8.36              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN2463       | 2058-01-15      | 4.4500%  |  | $16.54             | $16.21             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9424 M     | 2054-01-20      | 6.0000%  |  | $1401836.97        | $1433859.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $293447.08         | $296145.49         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8143 M     | 2052-07-20      | 4.5000%  |  | $6.99              | $6.66              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8878 M     | 2053-05-20      | 5.0000%  |  | $321287.41         | $317334.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8875 M     | 2053-05-20      | 3.5000%  |  | $157952.49         | $144039.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7881 M     | 2052-02-20      | 2.5000%  |  | $40904.60          | $34795.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $1309240.87        | $1158968.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7256 M     | 2051-03-20      | 3.0000%  |  | $872122.46         | $773085.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  |  | $14344.02          | $13022.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9484 M     | 2054-02-20      | 3.5000%  |  | $187600.27         | $169845.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $5797.88           | $6075.92           | Agency Mortgage-Backed Securities |
| GNMA GNII JM 004337 M     | 2039-01-20      | 6.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| GNMA GNII JM 004187 M     | 2038-07-20      | 5.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI7410       | 2060-07-15      | 5.5000%  |  | $8.52              | $8.82              | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI5714 C     | 2065-04-20      | 6.5000%  |  | $8.51              | $8.74              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI2501       | 2060-07-15      | 5.7100%  |  | $8.52              | $8.94              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $335123.79         | $336853.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AW3570 C     | 2047-01-20      | 4.0000%  |  | $24685.34          | $23731.95          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ2408       | 2059-09-15      | 6.0400%  |  | $33.85             | $36.30             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY8212       | 2058-12-15      | 6.6400%  |  | $8.42              | $9.38              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CW2324       | 2061-11-15      | 5.7200%  |  | $310.52            | $327.29            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CU6224       | 2058-09-15      | 5.3700%  |  | $8.37              | $8.65              | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CS8167       | 2065-06-15      | 5.3500%  |  | $8.52              | $8.91              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS8166       | 2058-04-15      | 4.9200%  |  | $8.32              | $8.38              | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CS3803       | 2066-03-15      | 5.4000%  |  | $8.52              | $8.59              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS2714       | 2058-04-15      | 4.6700%  |  | $11279.90          | $11209.89          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR9630       | 2053-01-15      | 5.6700%  |  | $8.25              | $8.37              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR9627       | 2057-12-15      | 6.2500%  |  | $8.38              | $8.61              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4166       | 2058-09-15      | 5.1900%  |  | $8.37              | $8.54              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4162       | 2058-04-15      | 4.7300%  |  | $8.31              | $8.29              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR3471       | 2058-01-15      | 5.7000%  |  | $8.33              | $8.79              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR2284       | 2057-12-15      | 4.8200%  |  | $8.28              | $8.32              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ9709       | 2058-04-15      | 5.0000%  |  | $15801.64          | $15881.42          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ8774       | 2058-07-15      | 5.3500%  |  | $16.71             | $17.26             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ0047       | 2058-04-15      | 2.4000%  |  | $9318.86           | $7935.44           | Agency Mortgage-Backed Securities |
| GNMA GNII MH AD0856 C     | 2033-08-20      | 3.7500%  |  | $583.62            | $571.79            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN0102       | 2064-08-15      | 5.2700%  |  | $8.48              | $8.63              | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5474 C     | 2052-06-20      | 5.5000%  |  | $14879.07          | $15093.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $559260.08         | $455998.92         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6530 M     | 2050-03-20      | 2.5000%  |  | $279.56            | $234.01            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6735       | 2060-06-15      | 5.8400%  |  | $3734.93           | $3959.33           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ7942       | 2060-06-15      | 5.9400%  |  | $8.52              | $9.09              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6458       | 2060-06-15      | 5.5100%  |  | $17.05             | $17.71             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DH1749       | 2060-02-15      | 5.8800%  |  | $2388.68           | $2518.73           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8450       | 2060-01-15      | 5.3600%  |  | $16.96             | $17.38             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8449       | 2060-01-15      | 5.3600%  |  | $16.97             | $17.45             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7423 C     | 2055-02-20      | 7.5000%  |  | $100039.81         | $108500.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7422 C     | 2055-02-20      | 7.5000%  |  | $19382.21          | $21021.30          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE7028       | 2059-11-15      | 5.3600%  |  | $8.47              | $8.66              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE6508       | 2060-06-15      | 5.3900%  |  | $8.52              | $8.74              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE6507       | 2060-06-15      | 5.3900%  |  | $8.52              | $8.74              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE6501       | 2060-01-15      | 5.4400%  |  | $7327.28           | $7553.52           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE5560       | 2060-01-15      | 5.6900%  |  | $8.48              | $8.91              | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE4024       | 2066-07-15      | 5.3500%  |  | $17.37             | $17.34             | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE0885 C     | 2064-09-20      | 7.0000%  |  | $412963.97         | $426543.83         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD8088       | 2060-05-15      | 6.4500%  |  | $8.51              | $9.34              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD2271       | 2060-04-15      | 5.7300%  |  | $7213.14           | $7572.87           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF9972       | 2059-11-15      | 4.9800%  |  | $6543.06           | $6524.44           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8501       | 2060-03-15      | 5.7200%  |  | $8.50              | $8.96              | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5471 C     | 2052-06-20      | 5.5000%  |  | $7563.40           | $7714.12           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM0721 C     | 2050-03-20      | 3.5000%  |  | $1133.32           | $1021.08           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4021 C     | 2052-02-20      | 4.0000%  |  | $8833.83           | $8267.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK2670 C     | 2052-02-20      | 3.5000%  |  | $28541.63          | $26075.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK2669 C     | 2052-02-20      | 3.5000%  |  | $17106.15          | $15575.03          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CJ9612       | 2063-12-15      | 2.8700%  |  | $10269.82          | $8918.44           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1528 C     | 2052-05-20      | 5.0000%  |  | $9703.34           | $9939.59           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CG6827       | 2058-02-15      | 4.3500%  |  | $8.27              | $8.15              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CF1030       | 2058-01-15      | 5.3800%  |  | $8.31              | $8.59              | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA1671 C     | 2050-11-20      | 4.0000%  |  | $10412.60          | $9723.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA1670 C     | 2050-11-20      | 4.0000%  |  | $6356.25           | $5938.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ3276 C     | 2050-10-20      | 5.0000%  |  | $1422.60           | $1411.70           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2734 C     | 2050-10-20      | 4.0000%  |  | $11367.73          | $10602.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2733 C     | 2050-10-20      | 4.0000%  |  | $18947.99          | $17693.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2730 C     | 2050-10-20      | 4.0000%  |  | $10189.00          | $9530.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2729 C     | 2050-10-20      | 4.0000%  |  | $18131.76          | $16950.81          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN BW0715       | 2062-10-15      | 2.9000%  |  | $16.63             | $14.60             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4719 M     | 2047-09-20      | 3.5000%  |  | $72522.03          | $66440.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3873 M     | 2046-08-20      | 3.0000%  |  | $78539.66          | $70452.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $230507.98         | $206784.94         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4479 M     | 2032-06-20      | 2.5000%  |  | $0.98              | $0.94              | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3278 M     | 2030-12-20      | 2.5000%  |  | $0.77              | $0.73              | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA0311 M     | 2042-08-20      | 3.0000%  |  | $0.77              | $0.68              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3100 | 2054-12-01      | 6.5000%  |  | $8.86              | $9.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV3679 | 2044-02-01      | 4.5000%  |  | $1339.10           | $1327.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI7048 | 2041-07-01      | 5.0000%  |  | $3021.70           | $3012.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI4826 | 2041-06-01      | 5.5000%  |  | $1967.52           | $1995.54           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48952 G | 2047-06-01      | 4.0000%  |  | $23338.42          | $22153.07          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q60359 G | 2048-12-01      | 5.0000%  |  | $15098.37          | $15153.69          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q10517 G | 2042-08-01      | 4.5000%  |  | $1212.31           | $1195.70           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $360985.73         | $362503.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $362051.44         | $356652.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $350726.36         | $352336.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $367399.47         | $342648.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU8778 C     | 2050-06-20      | 4.0000%  |  | $2457.14           | $2295.63           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU1990 C     | 2050-07-20      | 4.0000%  |  | $8277.36           | $7796.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU0785 C     | 2050-03-20      | 4.0000%  |  | $7358.20           | $6905.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5034 C     | 2050-03-20      | 5.0000%  |  | $2503.89           | $2494.25           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5016 C     | 2050-03-20      | 4.0000%  |  | $2656.68           | $2484.60           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT2045 C     | 2050-07-20      | 4.0000%  |  | $4272.34           | $3996.70           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS3213 C     | 2050-02-20      | 4.0000%  |  | $4230.48           | $3957.54           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR8838 C     | 2050-02-20      | 4.0000%  |  | $7516.38           | $7025.20           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR0797 C     | 2050-01-20      | 4.0000%  |  | $3558.57           | $3325.23           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV6680 C     | 2050-07-20      | 4.0000%  |  | $7479.54           | $6960.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ2720 C     | 2050-01-20      | 4.0000%  |  | $3616.37           | $3380.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ2719 C     | 2050-01-20      | 4.0000%  |  | $5082.17           | $4754.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP8023 C     | 2050-02-20      | 4.0000%  |  | $4743.88           | $4434.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7997 C     | 2050-02-20      | 4.0000%  |  | $5108.61           | $4785.32           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5594 C     | 2049-10-20      | 4.0000%  |  | $7263.30           | $6794.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6609 C     | 2048-08-20      | 5.0000%  |  | $2586.35           | $2572.02           | Agency Mortgage-Backed Securities |
| GNMA GNII ET CP4997 C     | 2062-08-20      | 5.5000%  |  | $12.50             | $12.48             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3715       | 2058-05-15      | 4.5500%  |  | $8.31              | $8.20              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3716       | 2058-05-15      | 4.5500%  |  | $16.62             | $16.40             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $357402.83         | $352773.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $352530.77         | $338313.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $506762.75         | $486290.04         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  |  | $1812.25           | $1921.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3900 | 2048-12-01      | 4.5000%  |  | $341056.71         | $332129.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW5974 C     | 2050-07-20      | 4.0000%  |  | $1971.50           | $1843.13           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP2692       | 2066-12-15      | 5.4500%  |  | $7572.07           | $7733.88           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784072 X     | 2045-11-15      | 5.0000%  |  | $7196.83           | $7110.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2731 C     | 2050-10-20      | 4.0000%  |  | $11687.00          | $10925.73          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8488       | 2059-05-15      | 5.8000%  |  | $8348.83           | $8810.38           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ7772       | 2059-03-15      | 5.6600%  |  | $13007.60          | $13653.44          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN 699710       | 2044-07-15      | 5.4250%  |  | $6.56              | $6.57              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1755       | 2058-06-15      | 5.2400%  |  | $33.38             | $34.23             | Agency Mortgage-Backed Securities |
| GNMA GNII JM 005328 M     | 2042-03-20      | 3.5000%  |  | $755.53            | $678.34            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3735 M     | 2046-06-20      | 3.0000%  |  | $816113.04         | $732164.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2555 C     | 2052-02-20      | 5.0000%  |  | $18468.44          | $18033.85          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF3876       | 2066-07-15      | 5.3500%  |  | $4363.90           | $4355.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5711 M     | 2049-01-20      | 4.5000%  |  | $164097.60         | $160528.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5017 C     | 2050-03-20      | 4.0000%  |  | $2521.84           | $2357.03           | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9410 M     | 2054-01-20      | 5.5000%  |  | $2034.97           | $2035.48           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CJ1375       | 2058-02-15      | 5.0400%  |  | $8.31              | $8.41              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  |  | $330334.20         | $299949.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3044 C     | 2054-09-20      | 7.0000%  |  | $675700.78         | $703434.85         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP0907       | 2063-03-15      | 5.2000%  |  | $8.39              | $8.58              | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC2079 C     | 2051-04-20      | 4.0000%  |  | $6845.57           | $6395.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT9181 C     | 2050-03-20      | 4.0000%  |  | $1716.63           | $1605.44           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  |  | $203459.25         | $191408.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  |  | $294306.70         | $275124.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  |  | $55598.79          | $54135.98          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CI8956       | 2058-04-15      | 4.3500%  |  | $8.29              | $8.09              | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2740 C     | 2050-10-20      | 5.0000%  |  | $2433.50           | $2413.24           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8102 M     | 2052-06-20      | 5.0000%  |  | $135235.66         | $133770.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT0280 C     | 2050-01-20      | 4.0000%  |  | $3485.46           | $3258.43           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CX6385       | 2058-12-15      | 6.9800%  |  | $16.86             | $18.13             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS6535       | 2058-05-15      | 4.7600%  |  | $8.32              | $8.31              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN7606       | 2057-11-15      | 4.5000%  |  | $82.54             | $81.03             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CW8879       | 2058-11-15      | 6.7300%  |  | $3149.03           | $3520.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS3216 C     | 2050-02-20      | 4.0000%  |  | $5157.17           | $4819.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5915 C     | 2050-05-20      | 4.0000%  |  | $2784.98           | $2605.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M     | 2054-04-20      | 5.5000%  |  | $767449.22         | $772619.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  |  | $18679.46          | $15889.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  |  | $1403682.81        | $1414239.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5486 C     | 2052-06-20      | 5.5000%  |  | $6664.94           | $6756.77           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5595 C     | 2049-10-20      | 4.0000%  |  | $4937.51           | $4615.75           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA4282       | 2059-08-15      | 5.5700%  |  | $4208.76           | $4365.97           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK1814 C     | 2052-02-20      | 4.0000%  |  | $5940.37           | $5583.48           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA0297       | 2059-06-15      | 5.9800%  |  | $8.45              | $9.04              | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5472 C     | 2052-06-20      | 5.5000%  |  | $6890.07           | $6963.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0567 C     | 2050-07-20      | 5.0000%  |  | $5237.31           | $5279.80           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  |  | $263772.00         | $236570.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS5756 C     | 2050-07-20      | 4.0000%  |  | $3310.16           | $3094.53           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CU2412       | 2058-08-15      | 5.4200%  |  | $8.37              | $8.68              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $361331.41         | $346785.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK3284 C     | 2052-02-20      | 4.0000%  |  | $7955.78           | $7443.36           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5592 C     | 2049-10-20      | 4.0000%  |  | $7350.42           | $6885.05           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1263 C     | 2054-04-20      | 7.5000%  |  | $92276.69          | $96448.30          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD4694       | 2060-01-15      | 4.7500%  |  | $44.67             | $44.07             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE7867 C     | 2054-12-20      | 7.5000%  |  | $26819.02          | $28162.33          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8448       | 2060-01-15      | 5.3600%  |  | $15864.21          | $16255.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6374 C     | 2055-03-20      | 6.0000%  |  | $20162.30          | $20838.14          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE9884       | 2060-03-15      | 5.7500%  |  | $8.50              | $8.96              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7259 | 2055-07-01      | 6.0000%  |  | $426712.86         | $437442.27         | Agency Mortgage-Backed Securities |

### Security 99: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 19.3800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF CB1022 C | 2051-02-20      | 2.0000%  |  | $380013.70         | $302312.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9139 C | 2054-04-20      | 6.0000%  |  | $250018.53         | $257629.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0256 M | 2055-03-20      | 4.0000%  |  | $378419.09         | $352087.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0341 M | 2040-05-20      | 5.5000%  |  | $2193.36           | $2242.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0368 M | 2055-05-20      | 6.5000%  |  | $2867674.67        | $2963701.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M | 2052-03-20      | 4.0000%  |  | $87636.21          | $81893.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0072 M | 2027-05-20      | 2.5000%  |  | $1277.19           | $1259.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9016 M | 2053-07-20      | 5.0000%  |  | $1207850.36        | $1192121.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0340 M | 2040-06-20      | 5.0000%  |  | $42204.97          | $42623.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0310 M | 2055-04-20      | 6.5000%  |  | $1277547.92        | $1320328.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0284 M | 2040-04-20      | 6.0000%  |  | $510106.24         | $527334.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0255 M | 2055-03-20      | 3.5000%  |  | $9121620.19        | $8258335.86        | Agency Mortgage-Backed Securities |

### Security 100: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.300%, 7/23/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-197 YK     | 2054-12-20      | 5.4519%  |  | $4493.09           | $4491.80           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4519%  |  | $965.89            | $964.50            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FD     | 2054-04-20      | 5.4019%  |  | $2543.15           | $2539.79           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-025 BF     | 2054-02-20      | 5.5019%  |  | $6610.86           | $6643.36           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.4519%  |  | $4822.25           | $4817.48           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  |  | $20.23             | $18.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU5925 | 2051-12-01      | 3.0000%  |  | $13.46             | $11.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  |  | $2.06              | $1.65              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  |  | $33.69             | $27.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5477 | 2049-02-01      | 4.5000%  |  | $6.78              | $6.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR3912 | 2043-02-01      | 3.0000%  |  | $94.01             | $84.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR2896 | 2043-01-01      | 3.0000%  |  | $164.49            | $148.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR2574 | 2043-02-01      | 3.5000%  |  | $68.30             | $64.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1206 | 2042-12-01      | 3.0000%  |  | $148.89            | $135.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP6245 | 2042-10-01      | 3.0000%  |  | $102.19            | $93.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4137 | 2041-10-01      | 3.5000%  |  | $147.79            | $139.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI9002 | 2054-06-01      | 5.0000%  |  | $18.62             | $18.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI0015 | 2054-02-01      | 6.5000%  |  | $259.26            | $271.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5150 | 2033-05-01      | 5.0000%  |  | $37.70             | $38.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  |  | $8.94              | $8.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1999 | 2036-05-01      | 2.0000%  |  | $54.56             | $50.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5125 | 2041-09-01      | 2.0000%  |  | $28.83             | $24.75             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60278 G | 2045-10-01      | 4.0000%  |  | $168.36            | $161.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1023 | 2049-07-01      | 3.5000%  |  | $24.55             | $22.62             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q39181 G | 2046-03-01      | 4.0000%  |  | $255.28            | $242.83            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q13205 G | 2042-11-01      | 3.0000%  |  | $6.73              | $6.11              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  |  | $2045.07           | $1925.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4492 | 2053-09-01      | 6.0000%  |  | $1.24              | $1.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $1.02              | $0.92              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $127.43            | $122.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $0.32              | $0.32              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $7.45              | $6.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $0.51              | $0.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $2090.00           | $1813.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8227 | 2052-07-01      | 4.0000%  |  | $5.49              | $5.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $67.85             | $56.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $30.78             | $26.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $61.99             | $61.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $35.88             | $35.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8201 | 2052-12-01      | 4.5000%  |  | $2282.49           | $2190.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $0.56              | $0.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CTRB5347 | 2045-04-01      | 6.5000%  |  | $272.17            | $283.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $0.33              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $0.48              | $0.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  |  | $40.05             | $40.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5367 | 2054-04-01      | 5.5000%  |  | $14.60             | $14.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $0.43              | $0.36              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  |  | $7.37              | $7.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  |  | $7.71              | $6.74              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  |  | $0.66              | $0.57              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $17.94             | $15.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA2012 | 2050-01-01      | 3.5000%  |  | $17.77             | $16.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN3041 | 2035-08-01      | 2.0000%  |  | $25.98             | $23.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6018 | 2054-10-01      | 5.5000%  |  | $6.98              | $7.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ4532 | 2054-09-01      | 6.5000%  |  | $18.13             | $18.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $381.57            | $334.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $7.67              | $7.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $1.09              | $0.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $34.38             | $27.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $18.45             | $18.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA2093 | 2029-11-01      | 3.0000%  |  | $6.98              | $6.85              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $0.50              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA0156 | 2029-08-01      | 5.0000%  |  | $7.72              | $7.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB2077 | 2041-01-01      | 4.0000%  |  | $12.04             | $11.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0431 | 2055-05-01      | 5.5000%  |  | $290.49            | $292.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8852 | 2052-04-01      | 2.5000%  |  | $0.76              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8762 | 2054-08-01      | 6.5000%  |  | $1.19              | $1.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  |  | $101.77            | $107.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5301 | 2054-04-01      | 6.0000%  |  | $11.35             | $11.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2088 | 2052-06-01      | 3.5000%  |  | $54.52             | $49.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  |  | $123.68            | $102.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1446 | 2052-08-01      | 4.5000%  |  | $15.60             | $14.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0789 | 2051-12-01      | 2.0000%  |  | $7.94              | $6.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTSC0657 | 2041-04-01      | 3.0000%  |  | $575.96            | $533.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB1067 | 2038-07-01      | 3.0000%  |  | $7.96              | $7.58              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $390.50            | $359.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0532 | 2042-06-01      | 4.0000%  |  | $589.42            | $566.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0755 | 2046-02-01      | 3.5000%  |  | $5.75              | $5.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2419 | 2054-08-01      | 6.0000%  |  | $247.10            | $253.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ0865 | 2054-08-01      | 5.5000%  |  | $41.57             | $41.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8298 | 2054-01-01      | 7.5000%  |  | $291.32            | $315.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  |  | $661.41            | $712.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH6935 | 2053-11-01      | 5.5000%  |  | $7.01              | $7.03              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1077 | 2053-09-01      | 6.0000%  |  | $301.93            | $313.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  |  | $24.02             | $24.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  |  | $6.88              | $7.10              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3963 | 2053-06-01      | 5.0000%  |  | $52.82             | $52.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8190 | 2053-02-01      | 6.0000%  |  | $32.17             | $32.91             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G61886 G | 2048-11-01      | 5.0000%  |  | $6.94              | $6.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  |  | $0.90              | $0.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6597 | 2052-08-01      | 3.5000%  |  | $35.64             | $32.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  |  | $73.42             | $68.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5613 | 2052-01-01      | 2.5000%  |  | $88.01             | $72.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5495 | 2047-03-01      | 2.5000%  |  | $73.20             | $62.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  |  | $1.03              | $0.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  |  | $28.75             | $28.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZJ6130 | 2032-05-01      | 7.0000%  |  | $7.16              | $7.59              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G18535 G | 2029-12-01      | 3.5000%  |  | $13.03             | $12.90             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02404 G | 2036-10-01      | 5.5000%  |  | $12.61             | $13.06             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61545 G | 2036-10-01      | 5.5000%  |  | $84.31             | $87.35             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G01625 G | 2033-11-01      | 5.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  |  | $0.98              | $0.95              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5349 | 2052-10-01      | 4.0000%  |  | $75.34             | $70.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  |  | $117.57            | $118.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFS4047 | 2042-12-01      | 3.5000%  |  | $129.49            | $121.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  |  | $0.64              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2142 | 2052-06-01      | 3.5000%  |  | $16.40             | $14.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS0015 | 2050-01-01      | 4.0000%  |  | $1.03              | $0.98              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7694 | 2051-06-01      | 3.0000%  |  | $57.71             | $50.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $3.90              | $3.55              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6400 | 2051-03-01      | 2.0000%  |  | $13.92             | $11.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFM5534 | 2041-01-01      | 2.0000%  |  | $85.41             | $74.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  |  | $0.99              | $0.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  |  | $61.07             | $58.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1564 | 2049-07-01      | 5.0000%  |  | $32.64             | $32.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $0.33              | $0.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1453 | 2054-08-01      | 6.5000%  |  | $299.11            | $311.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  |  | $1810.83           | $1882.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  |  | $32.75             | $34.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM1231 | 2031-11-01      | 3.5000%  |  | $5.40              | $5.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  |  | $4.67              | $4.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBE7197 | 2047-03-01      | 4.5000%  |  | $18.24             | $17.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE1870 | 2055-06-01      | 5.5000%  |  | $398.94            | $400.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0456 | 2055-06-01      | 5.0000%  |  | $347.45            | $341.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9921 | 2055-05-01      | 5.5000%  |  | $234.28            | $235.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  |  | $1889.91           | $1862.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3656 | 2055-03-01      | 5.5000%  |  | $1.24              | $1.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2257 | 2055-02-01      | 5.5000%  |  | $336.85            | $339.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1663 | 2055-02-01      | 5.5000%  |  | $130.92            | $132.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7936 | 2054-08-01      | 5.5000%  |  | $315.76            | $319.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2561 | 2054-06-01      | 5.5000%  |  | $276.57            | $280.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8189 | 2045-04-01      | 4.0000%  |  | $99.98             | $94.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7054 | 2044-07-01      | 4.0000%  |  | $16.57             | $15.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $8.60              | $8.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0475 | 2055-05-01      | 5.5000%  |  | $257.82            | $258.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2016 | 2043-04-01      | 3.0000%  |  | $16.21             | $14.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  |  | $9.32              | $8.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5082 | 2045-06-01      | 4.0000%  |  | $21.89             | $20.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8257 | 2043-04-01      | 3.5000%  |  | $100.75            | $94.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR6969 | 2043-02-01      | 3.0000%  |  | $124.47            | $112.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR7097 | 2043-05-01      | 3.0000%  |  | $33.18             | $29.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6463 | 2053-06-01      | 5.5000%  |  | $12.07             | $12.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  |  | $7.54              | $7.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $34.27             | $32.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $0.43              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  |  | $47.18             | $42.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  |  | $11.51             | $10.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  |  | $0.84              | $0.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  |  | $146.83            | $137.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1793 | 2051-10-01      | 2.5000%  |  | $70.49             | $58.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7228 | 2050-10-01      | 2.5000%  |  | $101.81            | $85.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  |  | $395.35            | $314.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $20.03             | $20.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6719 | 2053-02-01      | 5.5000%  |  | $15.66             | $15.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  |  | $47.67             | $42.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $125.03            | $127.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  |  | $11.03             | $10.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $57.79             | $56.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $37.98             | $38.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4944 | 2038-03-01      | 4.5000%  |  | $1.30              | $1.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $0.32              | $0.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $0.84              | $0.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $0.69              | $0.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  |  | $4.43              | $4.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $78.11             | $74.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  |  | $57.58             | $53.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $0.33              | $0.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4571 | 2042-03-01      | 2.5000%  |  | $14.99             | $13.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  |  | $9.22              | $8.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  |  | $0.70              | $0.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  |  | $0.53              | $0.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  |  | $0.63              | $0.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  |  | $0.67              | $0.61              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2408 C     | 2065-04-20      | 6.5000%  |  | $3557.67           | $3652.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3488 | 2055-02-01      | 5.5000%  |  | $2178.39           | $2197.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2527 | 2054-07-01      | 5.5000%  |  | $484.85            | $486.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $94.68             | $96.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  |  | $1271.44           | $1257.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6470 | 2055-06-01      | 5.5000%  |  | $0.20              | $0.20              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2573 | 2055-05-01      | 6.0000%  |  | $204.45            | $210.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9460 | 2055-04-01      | 6.0000%  |  | $43.40             | $44.70             | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $2729.78           | $2723.75           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $1416.04           | $1423.22           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $127852.32         | $129243.94         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $323.72            | $329.00            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $30504.92          | $31118.84          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $1227.00           | $1262.07           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $21.78             | $22.25             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $3015.28           | $3032.01           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $186336.88         | $188367.29         | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/26     | 2026-07-31      | 4.4220%  |  | $3400.20           | $3428.78           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $90.44             | $93.33             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $834.54            | $861.22            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $75.88             | $78.74             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $8427.62           | $8618.39           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $240.02            | $247.53            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $73465.50          | $73528.47          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $24055.22          | $24546.27          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $3442.72           | $3442.86           | U.S. Treasuries (including strips)        |
| FMAC FEPC 05.000 CLQX8224 | 2055-02-01      | 5.0000%  |  | $332.33            | $327.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX7388 | 2055-03-01      | 5.5000%  |  | $239.49            | $242.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX7195 | 2055-02-01      | 5.5000%  |  | $207.92            | $210.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5135 | 2055-01-01      | 5.5000%  |  | $2.76              | $2.80              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3772 | 2055-01-01      | 5.0000%  |  | $282.66            | $277.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1038 | 2054-12-01      | 5.5000%  |  | $363.29            | $367.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX0630 | 2054-12-01      | 5.5000%  |  | $204.95            | $207.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0715 | 2040-12-01      | 4.0000%  |  | $223.53            | $216.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5706 | 2045-05-01      | 5.5000%  |  | $286.01            | $290.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  |  | $0.95              | $0.86              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $144.82            | $150.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAV0123 | 2044-06-01      | 3.5000%  |  | $6.80              | $6.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  |  | $13.95             | $13.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  |  | $34.05             | $35.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6596 | 2053-10-01      | 3.5000%  |  | $100.65            | $90.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $44.94             | $39.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CNRD5059 | 2031-06-01      | 1.5000%  |  | $5.45              | $5.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD3984 | 2051-05-01      | 2.0000%  |  | $0.55              | $0.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5202 | 2042-11-01      | 5.0000%  |  | $56.50             | $56.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG6746 | 2053-06-01      | 6.5000%  |  | $6.60              | $6.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  |  | $1201.30           | $1096.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $0.91              | $0.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  |  | $55835.62          | $44735.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  |  | $7.74              | $7.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR2581 | 2043-02-01      | 3.0000%  |  | $187.95            | $170.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $20.33             | $19.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $8.16              | $7.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK8765 | 2032-06-01      | 2.5000%  |  | $5.51              | $5.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9302 | 2054-10-01      | 4.5000%  |  | $85.92             | $82.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  |  | $13.97             | $12.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  |  | $149.28            | $125.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  |  | $5283.49           | $5344.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1162 | 2054-08-01      | 5.5000%  |  | $117.57            | $117.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $128.57            | $107.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0503 | 2048-04-01      | 4.0000%  |  | $36.23             | $34.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  |  | $171.67            | $164.75            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q53213 G | 2047-12-01      | 4.0000%  |  | $565.80            | $536.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  |  | $183.59            | $159.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  |  | $2.12              | $1.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4854 | 2052-10-01      | 6.0000%  |  | $622.34            | $652.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2575 | 2054-08-01      | 6.0000%  |  | $82.77             | $85.70             | Agency Mortgage-Backed Securities         |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $38393.14          | $38384.23          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $48748.00          | $49886.56          | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BH 25         | 2025-09-30      | 5.0000%  |  | $111.86            | $113.43            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $879.12            | $899.80            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  |  | $88.80             | $90.29             | U.S. Treasuries (including strips)        |
| USTR 3 NOTE AQ 25         | 2025-07-15      | 3.0000%  |  | $217.86            | $220.68            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $719.20            | $694.03            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $19336.64          | $17950.11          | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $194989.76         | $188556.42         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $0.02              | $0.02              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $0.22              | $0.16              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $2400.00           | $2576.64           | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  |  | $0.40              | $0.41              | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $197.60            | $190.90            | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $29.20             | $28.37             | U.S. Treasuries (including strips)        |
| USTR BILL 07/24/25        | 2025-07-24      | 0.0000%  |  | $13.60             | $13.56             | U.S. Treasuries (including strips)        |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  |  | $88.82             | $87.28             | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $142.20            | $140.19            | U.S. Treasuries (including strips)        |
| USTR BILL 07/10/25        | 2025-07-10      | 0.0000%  |  | $243.22            | $242.94            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $173.12            | $179.32            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $931.28            | $924.67            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $849.52            | $591.14            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $53150.00          | $52609.62          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $7267.98           | $7019.49           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $38840.32          | $40378.82          | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $0.40              | $0.43              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $42.80             | $41.73             | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $50.48             | $49.69             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $72.80             | $72.50             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $13664.20          | $13774.73          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $21694.12          | $21708.70          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $571.68            | $579.85            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $1246.64           | $1269.57           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $2.34              | $2.40              | U.S. Treasuries (including strips)        |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  |  | $14.33             | $14.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CNRD5076 | 2031-12-01      | 2.0000%  |  | $67.05             | $63.61             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C91960 G | 2037-11-01      | 3.5000%  |  | $10.02             | $9.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  |  | $0.76              | $0.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  |  | $643.96            | $632.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6866 | 2053-08-01      | 5.5000%  |  | $4077.74           | $4117.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  |  | $15.26             | $15.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6234 | 2053-07-01      | 5.5000%  |  | $19.50             | $19.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3115 | 2054-04-01      | 5.5000%  |  | $220.69            | $224.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8810 | 2054-08-01      | 6.5000%  |  | $9.03              | $9.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  |  | $32.60             | $32.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  |  | $0.49              | $0.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1546 | 2052-08-01      | 3.5000%  |  | $25.90             | $23.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH7417 | 2054-01-01      | 6.5000%  |  | $175.24            | $185.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $0.97              | $0.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $18.53             | $15.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  |  | $0.90              | $0.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD8143 | 2055-05-01      | 5.0000%  |  | $2178.25           | $2140.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  |  | $13.11             | $12.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC4071 | 2051-07-01      | 3.0000%  |  | $7.37              | $6.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5453 | 2044-08-01      | 5.5000%  |  | $90.62             | $92.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $11.37             | $10.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6811 | 2053-05-01      | 5.0000%  |  | $128.09            | $127.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLBY9934 | 2053-12-01      | 8.0000%  |  | $29.55             | $31.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $0.87              | $0.82              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1857 | 2054-06-01      | 5.5000%  |  | $95.89             | $96.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $71.56             | $68.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9619 | 2055-04-01      | 5.5000%  |  | $310.06            | $312.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5147 | 2033-04-01      | 5.0000%  |  | $34.78             | $35.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9279 | 2053-06-01      | 6.0000%  |  | $154.27            | $158.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4009 | 2053-03-01      | 5.5000%  |  | $3.39              | $3.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $15.39             | $14.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $30.96             | $25.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ3871 | 2054-09-01      | 5.5000%  |  | $1119.86           | $1123.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7349 | 2054-11-01      | 5.5000%  |  | $285.17            | $288.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO3739 | 2040-06-01      | 4.5000%  |  | $216.38            | $215.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1659 | 2055-05-01      | 5.5000%  |  | $264.04            | $265.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0046 | 2055-01-01      | 6.0000%  |  | $22.13             | $22.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  |  | $81.35             | $83.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  |  | $1924.00           | $1843.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6458 | 2055-01-01      | 6.5000%  |  | $72.86             | $75.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIRR0000 | 2040-06-01      | 4.0000%  |  | $9.91              | $9.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3692 | 2055-04-01      | 5.5000%  |  | $253.76            | $255.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1684 | 2055-05-01      | 5.5000%  |  | $517.18            | $520.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4146 | 2055-05-01      | 5.5000%  |  | $254.22            | $255.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7522 | 2055-03-01      | 6.0000%  |  | $156.38            | $161.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1281 | 2055-04-01      | 5.5000%  |  | $31.95             | $32.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1636 | 2055-04-01      | 6.0000%  |  | $5.53              | $5.69              | Agency Mortgage-Backed Securities         |

## N-MFP: Signatures

**Registrant:** Federated Hermes Insurance Series

**Date:** 2025-07-08

**By:** Stephen Van Meter

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

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