# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001145549-25-045989
**Filing Date:** 2025-7
**Character Count:** 271579
**Document Hash:** 36eb500dd18f730a535bec845475a239
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-045989.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-045989

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02603
- **FILM NUMBER:** 251109965

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000316968

**LEI of Registrant:** 549300COJR8LK71W1S28

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

**LEI of Series:** 549300PQ9RZN8WL3QX79

**EDGAR Series Identifier:** S000002140

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 37 days

- **WAL:** 90 days

- **Total Value of Portfolio Securities:** $12950615203.73

- **Amortized Cost of Portfolio Securities:** $12949146147.05

- **Cash:** $387237.93

- **Total Other Assets:** $27504004.93

- **Total Liabilities:** $45258795.72

- **Net Assets of Series:** $12931778594.19

- **Number of Shares Outstanding (Series):** 12931205007.2098

- **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 | $11367998955.31           | $11542189059.47            | 87.9100%                  | 89.2600%                   |
| 2025-06-03 | $11323352427.55           | $11497562740.05            | 87.8700%                  | 89.2200%                   |
| 2025-06-04 | $11237792262.52           | $11412022783.35            | 87.7900%                  | 89.1500%                   |
| 2025-06-05 | $11571217661.64           | $11745468390.80            | 88.1000%                  | 89.4200%                   |
| 2025-06-06 | $11618954850.25           | $11793266204.42            | 88.1100%                  | 89.4300%                   |
| 2025-06-09 | $11552291383.01           | $11726622945.51            | 88.0600%                  | 89.3900%                   |
| 2025-06-10 | $11607973710.37           | $11859165299.16            | 88.1000%                  | 90.0100%                   |
| 2025-06-11 | $11603555688.07           | $11854767682.19            | 88.1000%                  | 90.0100%                   |
| 2025-06-12 | $11549093051.87           | $11800325451.33            | 88.0500%                  | 89.9600%                   |
| 2025-06-13 | $11463240442.37           | $11714534057.85            | 87.9500%                  | 89.8800%                   |
| 2025-06-16 | $11454893617.39           | $11579366638.22            | 88.8200%                  | 89.7800%                   |
| 2025-06-17 | $13405394780.50           | $13529882204.11            | 90.2900%                  | 91.1200%                   |
| 2025-06-18 | $11679669472.90           | $11804185702.07            | 88.9900%                  | 89.9400%                   |
| 2025-06-20 | $11545440939.92           | $11670000377.42            | 88.8600%                  | 89.8200%                   |
| 2025-06-23 | $11550166925.95           | $11674740766.22            | 88.8700%                  | 89.8300%                   |
| 2025-06-24 | $12166543953.80           | $12291132196.85            | 89.3700%                  | 90.2900%                   |
| 2025-06-25 | $11325622652.17           | $11450225298.00            | 88.6700%                  | 89.6500%                   |
| 2025-06-26 | $11476457489.13           | $11601074537.74            | 88.8000%                  | 89.7600%                   |
| 2025-06-27 | $11321409487.36           | $11446069744.31            | 88.6400%                  | 89.6200%                   |
| 2025-06-30 | $11533386747.11           | $11658061406.83            | 88.8800%                  | 89.8400%                   |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0001                      |
|  |  |
| 2025-06-03 | 1.0001                      |
|  |  |
| 2025-06-04 | 1.0001                      |
|  |  |
| 2025-06-05 | 1.0001                      |
|  |  |
| 2025-06-06 | 1.0001                      |
|  |  |
| 2025-06-09 | 1.0001                      |
|  |  |
| 2025-06-10 | 1.0001                      |
|  |  |
| 2025-06-11 | 1.0001                      |
|  |  |
| 2025-06-12 | 1.0001                      |
|  |  |
| 2025-06-13 | 1.0001                      |
|  |  |
| 2025-06-16 | 1.0001                      |
|  |  |
| 2025-06-17 | 1.0001                      |
|  |  |
| 2025-06-18 | 1.0001                      |
|  |  |
| 2025-06-20 | 1.0001                      |
|  |  |
| 2025-06-23 | 1.0001                      |
|  |  |
| 2025-06-24 | 1.0001                      |
|  |  |
| 2025-06-25 | 1.0002                      |
|  |  |
| 2025-06-26 | 1.0002                      |
|  |  |
| 2025-06-27 | 1.0002                      |
|  |  |
| 2025-06-30 | 1.0002                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $8723892940.62

- **Number of Shares Outstanding:** 8723502637.6247

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0001          |
|  |  |
| 2025-06-03 | 1.0001          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0001          |
|  |  |
| 2025-06-09 | 1.0001          |
|  |  |
| 2025-06-10 | 1.0001          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0001          |
|  |  |
| 2025-06-17 | 1.0001          |
|  |  |
| 2025-06-18 | 1.0001          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0002          |
|  |  |
| 2025-06-26 | 1.0002          |
|  |  |
| 2025-06-27 | 1.0002          |
|  |  |
| 2025-06-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $50148876.82              | $18173985.24            |
| 2025-06-03 | $26507494.14              | $19929597.92            |
| 2025-06-04 | $21385434.86              | $20280274.31            |
| 2025-06-05 | $316097930.47             | $28010558.53            |
| 2025-06-06 | $113408264.66             | $24794385.03            |
| 2025-06-09 | $24484415.40              | $65052761.06            |
| 2025-06-10 | $25330531.02              | $23641451.95            |
| 2025-06-11 | $40331361.62              | $20613581.64            |
| 2025-06-12 | $18762409.61              | $51397554.25            |
| 2025-06-13 | $31394032.92              | $78110219.62            |
| 2025-06-16 | $20846625.51              | $166483843.18           |
| 2025-06-17 | $27265731.10              | $20862182.29            |
| 2025-06-18 | $22994525.21              | $24419534.14            |
| 2025-06-20 | $18678651.81              | $19618529.91            |
| 2025-06-23 | $58142910.13              | $44506230.49            |
| 2025-06-24 | $40960451.63              | $17241822.13            |
| 2025-06-25 | $67963228.53              | $302036171.76           |
| 2025-06-26 | $46971283.78              | $19784046.89            |
| 2025-06-27 | $18626109.42              | $68743983.97            |
| 2025-06-30 | $29745801.00              | $23399943.56            |

**Total Gross Subscriptions (Month):** $1020046069.64

**Total Gross Redemptions (Month):** $1057100657.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0400%           |
| 2025-06-03 | 4.0400%           |
| 2025-06-04 | 4.0300%           |
| 2025-06-05 | 4.0200%           |
| 2025-06-06 | 4.0000%           |
| 2025-06-09 | 4.0000%           |
| 2025-06-10 | 4.0000%           |
| 2025-06-11 | 4.0000%           |
| 2025-06-12 | 4.0000%           |
| 2025-06-13 | 4.0000%           |
| 2025-06-16 | 4.0000%           |
| 2025-06-17 | 4.0000%           |
| 2025-06-18 | 4.0000%           |
| 2025-06-20 | 4.0000%           |
| 2025-06-23 | 4.0000%           |
| 2025-06-24 | 3.9900%           |
| 2025-06-25 | 4.0000%           |
| 2025-06-26 | 4.0100%           |
| 2025-06-27 | 4.0200%           |
| 2025-06-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 23.7400%         | 16.0100%             |
| Non-financial corporation |  | 23.7400%         | 0.0300%              |
| Non-financial corporation |  | 23.7400%         | 0.2000%              |
| Non-financial corporation |  | 23.7400%         | 0.2300%              |
| Non-financial corporation |  | 23.7400%         | 0.7300%              |
| Non-financial corporation |  | 23.7400%         | 1.0100%              |
| Non-financial corporation |  | 23.7400%         | 0.6400%              |
| Non-financial corporation |  | 23.7400%         | 0.0300%              |
| Non-financial corporation |  | 23.7400%         | 0.9400%              |
| Non-financial corporation |  | 23.7400%         | 0.7600%              |
| Non-financial corporation |  | 23.7400%         | 0.1000%              |
| Non-financial corporation |  | 23.7400%         | 0.0400%              |
| Non-financial corporation |  | 23.7400%         | 0.5800%              |
| Non-financial corporation |  | 23.7400%         | 0.1400%              |
| Non-financial corporation |  | 23.7400%         | 0.0400%              |
| Non-financial corporation |  | 23.7400%         | 0.8500%              |
| Broker-dealer             |  | 23.7400%         | 1.3200%              |
| Non-financial corporation |  | 23.7400%         | 0.0900%              |
| Non-financial corporation |  | 23.7400%         | 0.0100%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4207885653.57

- **Number of Shares Outstanding:** 4207702369.5851

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0001          |
|  |  |
| 2025-06-03 | 1.0001          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0001          |
|  |  |
| 2025-06-09 | 1.0001          |
|  |  |
| 2025-06-10 | 1.0001          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0001          |
|  |  |
| 2025-06-17 | 1.0001          |
|  |  |
| 2025-06-18 | 1.0001          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0002          |
|  |  |
| 2025-06-26 | 1.0002          |
|  |  |
| 2025-06-27 | 1.0002          |
|  |  |
| 2025-06-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $198674730.04             | $172740105.76           |
| 2025-06-03 | $158163269.26             | $191271500.74           |
| 2025-06-04 | $207019733.29             | $166600118.67           |
| 2025-06-05 | $253350017.82             | $207162370.74           |
| 2025-06-06 | $123020892.55             | $230604255.47           |
| 2025-06-09 | $159422790.62             | $122006998.80           |
| 2025-06-10 | $191536551.31             | $171811284.02           |
| 2025-06-11 | $192994163.78             | $185302222.43           |
| 2025-06-12 | $172864060.85             | $195779850.10           |
| 2025-06-13 | $126473839.82             | $165902823.79           |
| 2025-06-16 | $176795962.46             | $169367755.91           |
| 2025-06-17 | $2084246882.23            | $142048815.75           |
| 2025-06-18 | $209078121.58             | $2046213051.19          |
| 2025-06-20 | $165316600.58             | $188037684.34           |
| 2025-06-23 | $166469814.52             | $178403226.51           |
| 2025-06-24 | $751796166.63             | $160247680.13           |
| 2025-06-25 | $193690309.88             | $801641718.46           |
| 2025-06-26 | $326921437.13             | $204311608.84           |
| 2025-06-27 | $225523513.30             | $331867895.51           |
| 2025-06-30 | $405066744.21             | $208080408.48           |

**Total Gross Subscriptions (Month):** $6488425601.86

**Total Gross Redemptions (Month):** $6239401375.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1800%           |
| 2025-06-03 | 4.1800%           |
| 2025-06-04 | 4.1700%           |
| 2025-06-05 | 4.1600%           |
| 2025-06-06 | 4.1400%           |
| 2025-06-09 | 4.1300%           |
| 2025-06-10 | 4.1300%           |
| 2025-06-11 | 4.1300%           |
| 2025-06-12 | 4.1300%           |
| 2025-06-13 | 4.1300%           |
| 2025-06-16 | 4.1300%           |
| 2025-06-17 | 4.1400%           |
| 2025-06-18 | 4.1300%           |
| 2025-06-20 | 4.1400%           |
| 2025-06-23 | 4.1300%           |
| 2025-06-24 | 4.1300%           |
| 2025-06-25 | 4.1400%           |
| 2025-06-26 | 4.1500%           |
| 2025-06-27 | 4.1700%           |
| 2025-06-30 | 4.1800%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 4.4000 20250701

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.4000 20250701 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0609943G3, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609943G3
- **C.18 - Value (incl. sponsor support):** $293000000.00
- **C.18.a - Value (excl. sponsor support):** $293000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2029-01-01      | 3.0000%  | 0.0000% | $1750000.00        | $86894.71          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-09-01      | 2.5000%  | 0.0000% | $498230.00         | $265687.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 1.5000%  | 0.0000% | $7095440.00        | $4161643.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $4092000.00        | $2399197.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $400000.00         | $72448.47          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $7636800.00        | $6163040.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1463838.00        | $1054849.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-05-01      | 1.5000%  | 0.0000% | $146680.00         | $75197.44          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 4.5000%  | 0.0000% | $220000.00         | $180403.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $4485640.00        | $508963.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $2037976.00        | $2142809.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $430529.00         | $375441.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.5000%  | 0.0000% | $2263700.00        | $2211459.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $995667.00         | $1020771.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $368189.00         | $279236.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $3089760.00        | $3021723.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1662902.00        | $1244069.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $349194.00         | $172951.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1039996.00        | $840945.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $9892224.00        | $5745851.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 4.0000%  | 0.0000% | $172753.00         | $52792.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $44521.00          | $29530.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $65000.00          | $50289.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 3.5000%  | 0.0000% | $84523.00          | $69033.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 2.5000%  | 0.0000% | $1405000.00        | $517695.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $10000000.00       | $6105413.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.0000%  | 0.0000% | $6652400.00        | $6039743.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $5065440.00        | $4781851.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.5000%  | 0.0000% | $1234204.00        | $1320457.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $2236992.00        | $2315857.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1739000.00        | $1808553.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $3585000.00        | $330793.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 3.5000%  | 0.0000% | $699927.00         | $82986.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-02-20      | 3.5000%  | 0.0000% | $1561450.00        | $197585.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $16147424.00       | $10739170.69       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.0000%  | 0.0000% | $64051712.00       | $39130788.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $184982.00         | $97861.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 4.0000%  | 0.0000% | $387563.00         | $350139.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-15      | 3.0000%  | 0.0000% | $9543424.00        | $1560701.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $5066180.00        | $4072299.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $2136.00           | $2190.17           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2288670.00        | $2354147.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1033924.00        | $1080417.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.0000%  | 0.0000% | $194983168.00      | $183163616.33      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $424929.00         | $434302.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 3.5000%  | 0.0000% | $300000.00         | $148043.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2028-08-15      | 7.0000%  | 0.0000% | $57750.00          | $149.96            | Agency Mortgage-Backed Securities |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639926B2, C.5 - Other ID: 0639926B2
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $360458.00         | $193740.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $125000.00         | $108290.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $92000.00          | $93909.86          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $28086778.00       | $28231721.39       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $8469504.00        | $8533329.93        | Agency Mortgage-Backed Securities  |
| USTR          | 2026-05-14      | 0.0000%  | 0.0000% | $59196700.00       | $57188155.97       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $6639700.00        | $6802934.28        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $64748600.00       | $65107954.73       | U.S. Treasuries (including strips) |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639957R9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0639957R9
- **C.18 - Value (incl. sponsor support):** $391000000.00
- **C.18.a - Value (excl. sponsor support):** $391000000.00
- **C.19 - Percentage of Net Assets:** 3.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $37327576.00       | $24218587.63       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $50000000.00       | $26748604.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $50000000.00       | $27171025.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $32365823.00       | $26386332.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $25235171.00       | $25328005.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $29354230.00       | $25345868.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $26829933.00       | $26073856.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.0000%  | 0.0000% | $27215000.00       | $24747917.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 5.0000%  | 0.0000% | $26221619.00       | $26491774.52       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $19536728.00       | $20009742.34       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $25284144.00       | $25442203.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $19568152.00       | $20075619.40       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $24802946.00       | $25516485.41       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $28039024.00       | $24583849.85       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $27000000.00       | $24449636.35       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $27812492.00       | $26230490.37       | Agency Mortgage-Backed Securities |

### Security 4: BANK OF MONTREAL TREASURY REPO 4.2600 20250701

- **C.1 - Title:** BANK OF MONTREAL TREASURY REPO 4.2600 20250701 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0639977X2, C.5 - Other ID: 0639977X2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.85             | U.S. Treasuries (including strips) |
| USTR          | 2025-07-17      | 0.0000%  | 0.0000% | $46840700.00       | $46749360.63       | U.S. Treasuries (including strips) |
| USTR          | 2025-07-08      | 0.0000%  | 0.0000% | $66977600.00       | $66916650.38       | U.S. Treasuries (including strips) |
| USTR          | 2025-07-15      | 0.0000%  | 0.0000% | $11194700.00       | $11175557.06       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-12      | 0.0000%  | 0.0000% | $84237800.00       | $83804649.23       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $63888500.00       | $46353524.62       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |

### Security 5: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360984H0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 1360984H0
- **C.18 - Value (incl. sponsor support):** $586000000.00
- **C.18.a - Value (excl. sponsor support):** $586000000.00
- **C.19 - Percentage of Net Assets:** 4.5300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $2147.00           | $1624.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $58614716.00       | $44457796.64       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $4497.00           | $2450.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 2.5000%  | 0.0000% | $1002.00           | $670.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $22317752.00       | $18492343.45       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1245.00           | $1117.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-07-01      | 4.1000%  | 0.0000% | $71855.00          | $71056.17          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $11066021.00       | $6380267.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2062.00           | $1714.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $751.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1397893.00        | $868579.14         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1528.15           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $7001.00           | $6224.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $3497.00           | $2987.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $9000.00           | $7402.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $8002.00           | $6933.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1693.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1462.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1998.00           | $1439.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1444998.00        | $656674.02         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1345.00           | $1409.85           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $2002.00           | $2087.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $7231730.00        | $6973698.57        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $52339.00          | $48435.64          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $10000.00          | $9036.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $69260.00          | $66283.90          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $6243400.00        | $5947815.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1700566.00        | $1395283.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1003.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $10001.00          | $10459.91          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.0000%  | 0.0000% | $26786628.00       | $16624794.64       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1238.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $4130.00           | $3584.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $13000.00          | $12709.59          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6000.00           | $6073.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6000.00           | $6067.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $1009907.00        | $785318.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $232230.00         | $231245.63         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $9001.00           | $9198.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $10003.00          | $10265.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $6001.00           | $5769.85           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $3079.00           | $2835.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.9000%  | 0.0000% | $3863.00           | $351.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-03-01      | 5.4100%  | 0.0000% | $123401.00         | $89776.63          | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-05-01      | 3.3300%  | 0.0000% | $1189.00           | $1019.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2964.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $7002.00           | $5672.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $9001.00           | $8637.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1928950.00        | $1167768.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $9000.00           | $9420.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $867.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $8000.00           | $7970.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $875.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $11992.00          | $9345.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $3105.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1010188.00        | $1010151.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $863.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3964.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $7000.00           | $6992.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1273998.00        | $1116992.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1308038.00        | $1342318.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $10000.00          | $10007.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $9003.00           | $8339.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $11000.00          | $10301.30          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $6001.00           | $4375.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1099788.00        | $903280.82         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $4144.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $739991.00         | $656340.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3015.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $13001.00          | $12216.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1018.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $10003.00          | $10608.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2684.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $11003.00          | $10995.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1045.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $533452.00         | $524326.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $12000.00          | $12316.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $6000.00           | $6326.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $6010.00           | $6330.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $11001.00          | $11115.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2091708.00        | $1908790.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $7461400.00        | $7582994.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2124.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $5002.00           | $4603.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $131652.00         | $136027.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5001.00           | $4838.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4110.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $2079.00           | $2156.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2496426.00        | $2651531.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $810581.00         | $816141.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $6003.00           | $6043.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $5000.00           | $4939.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $9292268.00        | $2141066.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4300%  | 0.0000% | $1018.00           | $906.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 3.4500%  | 0.0000% | $1856.00           | $1671.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $13715000.00       | $3025747.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-07-01      | 3.7795%  | 0.0000% | $2007.00           | $889.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $3711.00           | $3159.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $19728707.00       | $11962811.85       | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.3400%  | 0.0000% | $14964.00          | $12546.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.2900%  | 0.0000% | $267331.00         | $206874.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.5900%  | 0.0000% | $5589.00           | $5525.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 4.3850%  | 0.0000% | $1015.00           | $1006.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.3800%  | 0.0000% | $1000.00           | $1006.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $6001.00           | $4800.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $11000.00          | $7519.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2001.00           | $1921.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2107.00           | $2071.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $9000.00           | $7929.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2311413.00        | $1587088.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $763593.00         | $509458.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1252133.00        | $938174.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1667.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $1044137.00        | $898553.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1218798.00        | $966269.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $2004.00           | $1633.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3001.00           | $2397.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1225422.00        | $917534.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2386.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3001.00           | $2959.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $8000.00           | $6303.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1907.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2538.00           | $2616.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1882.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1323416.00        | $1009960.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $3000.00           | $1731.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $717.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2749.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1055245.00        | $879511.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $980.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $748.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1711.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1586.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1298.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1735.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $2957.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2110579.00        | $2022433.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1967.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.2650%  | 0.0000% | $39094624.00       | $39235196.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $29119885.00       | $4029133.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $5037497.00        | $2501507.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $5492487.00        | $3202741.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $5761.00           | $3965.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2105.00           | $1292.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $599.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $2021.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $50000000.00       | $36765539.97       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2226044.00        | $1967613.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $58037746.00       | $57726169.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $10851347.00       | $10065203.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $45233600.00       | $46908750.97       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $56190014.00       | $58045988.87       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $36057664.00       | $37248660.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $60572911.00       | $63501315.11       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $19201388.00       | $6130637.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2256000.00        | $1114355.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $9960412.00        | $4742647.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $15652232.00       | $9290744.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $3278969.00        | $2184721.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $1066000.00        | $880246.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $19631.00          | $16150.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $106774.00         | $92611.60          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1077.00           | $989.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $7000.00           | $4594.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1747.00           | $936.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 6.0000%  | 0.0000% | $3867246.00        | $2556445.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $3234250.00        | $3091648.95        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $984.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $954.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.27           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2873.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1001.00           | $673.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1783.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $2000.00           | $2128.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1020.00           | $1081.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $2000.00           | $2059.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1009666.00        | $1075317.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2063.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1001.00           | $1039.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $2001.00           | $2010.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $927.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2092.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $997.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2002.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $3000910.00        | $3018335.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $2000.00           | $2116.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2038.95           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $11104.00          | $10853.92          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $2001.00           | $2122.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $9000.00           | $9204.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $9000.00           | $9005.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $292440.00         | $299844.05         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3083.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $4439169.00        | $4712621.32        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1398548.00        | $1489221.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $3400756.00        | $3544638.97        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $3675097.00        | $3698130.87        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1692.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $26114581.00       | $24557134.42       | Agency Mortgage-Backed Securities  |
| USTR          | 2025-08-12      | 0.0000%  | 0.0000% | $573200.00         | $570329.99         | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $3722500.00        | $2972531.65        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.68             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.02             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $963800.00         | $731499.96         | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.99             | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $1188400.00        | $1179682.49        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 4.5000%  | 0.0000% | $8042800.00        | $8092231.05        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $2100.00           | $2124.71           | U.S. Treasuries (including strips) |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729917Z8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729917Z8
- **C.18 - Value (incl. sponsor support):** $488000000.00
- **C.18.a - Value (excl. sponsor support):** $488000000.00
- **C.19 - Percentage of Net Assets:** 3.7700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-08-31      | 3.1250%  | 0.0000% | $256943300.00      | $256283226.56      | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $236001600.00      | $241476837.10      | U.S. Treasuries (including strips) |

### Security 7: CREDIT AGRICOLE MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258983A1, C.5 - Other ID: 2258983A1
- **C.18 - Value (incl. sponsor support):** $188340000.00
- **C.18.a - Value (excl. sponsor support):** $188340000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $126775671.00      | $101045869.14      | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $93510332.00       | $91060931.26       | Agency Mortgage-Backed Securities |

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AUSC9, C.4 - ISIN: US3130AUSC96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7995160.00
- **C.18.a - Value (excl. sponsor support):** $7995160.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50004929.50
- **C.18.a - Value (excl. sponsor support):** $50004929.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYW93, C.4 - ISIN: US3130AYW936, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4089926.38
- **C.18.a - Value (excl. sponsor support):** $4089926.38
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52031408.00
- **C.18.a - Value (excl. sponsor support):** $52031408.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1ZD2, C.4 - ISIN: US3130B1ZD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65059475.00
- **C.18.a - Value (excl. sponsor support):** $65059475.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.560000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2P74, C.4 - ISIN: US3130B2P744, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45059895.00
- **C.18.a - Value (excl. sponsor support):** $45059895.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35051730.00
- **C.18.a - Value (excl. sponsor support):** $35051730.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15024945.00
- **C.18.a - Value (excl. sponsor support):** $15024945.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40023096.00
- **C.18.a - Value (excl. sponsor support):** $40023096.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.560000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20027740.00
- **C.18.a - Value (excl. sponsor support):** $20027740.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HW1, C.4 - ISIN: US313313HW12
- **C.18 - Value (incl. sponsor support):** $24979325.00
- **C.18.a - Value (excl. sponsor support):** $24979325.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JP2, C.4 - ISIN: US313385JP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49858500.00
- **C.18.a - Value (excl. sponsor support):** $49858500.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JU1, C.4 - ISIN: US313385JU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49828900.00
- **C.18.a - Value (excl. sponsor support):** $49828900.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35002660.00
- **C.18.a - Value (excl. sponsor support):** $35002660.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35004725.00
- **C.18.a - Value (excl. sponsor support):** $35004725.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPTT2, C.4 - ISIN: US3133EPTT21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65012610.00
- **C.18.a - Value (excl. sponsor support):** $65012610.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUJ2, C.4 - ISIN: US3133EPUJ20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18004356.00
- **C.18.a - Value (excl. sponsor support):** $18004356.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30029580.00
- **C.18.a - Value (excl. sponsor support):** $30029580.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15017070.00
- **C.18.a - Value (excl. sponsor support):** $15017070.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13012948.00
- **C.18.a - Value (excl. sponsor support):** $13012948.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25023650.00
- **C.18.a - Value (excl. sponsor support):** $25023650.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75052200.00
- **C.18.a - Value (excl. sponsor support):** $75052200.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15010155.00
- **C.18.a - Value (excl. sponsor support):** $15010155.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49036113.00
- **C.18.a - Value (excl. sponsor support):** $49036113.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPQ8, C.4 - ISIN: US3133ERPQ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18623064.00
- **C.18.a - Value (excl. sponsor support):** $18623064.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20019100.00
- **C.18.a - Value (excl. sponsor support):** $20019100.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20021400.00
- **C.18.a - Value (excl. sponsor support):** $20021400.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50061400.00
- **C.18.a - Value (excl. sponsor support):** $50061400.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30036840.00
- **C.18.a - Value (excl. sponsor support):** $30036840.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20019760.00
- **C.18.a - Value (excl. sponsor support):** $20019760.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35026110.00
- **C.18.a - Value (excl. sponsor support):** $35026110.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20020080.00
- **C.18.a - Value (excl. sponsor support):** $20020080.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30028110.00
- **C.18.a - Value (excl. sponsor support):** $30028110.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75044250.00
- **C.18.a - Value (excl. sponsor support):** $75044250.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90026010.00
- **C.18.a - Value (excl. sponsor support):** $90026010.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30020340.00
- **C.18.a - Value (excl. sponsor support):** $30020340.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.530000%
- **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):** $14013930.00
- **C.18.a - Value (excl. sponsor support):** $14013930.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $22021538.00
- **C.18.a - Value (excl. sponsor support):** $22021538.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $47046342.00
- **C.18.a - Value (excl. sponsor support):** $47046342.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.530000%
- **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):** $10009680.00
- **C.18.a - Value (excl. sponsor support):** $10009680.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G4H63, C.4 - ISIN: US3136G4H639, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4856472.02
- **C.18.a - Value (excl. sponsor support):** $4856472.02
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G4H71, C.4 - ISIN: US3136G4H712, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4869619.43
- **C.18.a - Value (excl. sponsor support):** $4869619.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEX3, C.4 - ISIN: US3137EAEX33, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $41019691.03
- **C.18.a - Value (excl. sponsor support):** $41019691.03
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.4100 20250701

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.4100 20250701 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3379857L3, C.5 - Other ID: 3379857L3
- **C.18 - Value (incl. sponsor support):** $2636000000.00
- **C.18.a - Value (excl. sponsor support):** $2636000000.00
- **C.19 - Percentage of Net Assets:** 20.3800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2044-08-01      | 4.0000%  | 0.0000% | $1319.00           | $214.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $2220.00           | $102.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $2076.00           | $28.49             | Agency Mortgage-Backed Securities |
| FMAC          | 2031-04-01      | 3.5000%  | 0.0000% | $3841.00           | $107.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 5.5000%  | 0.0000% | $4644.00           | $22.29             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 5.5000%  | 0.0000% | $3035.00           | $37.98             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $2424.00           | $617.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1251.00           | $268.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $5010.00           | $2031.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $14897400.00       | $7046763.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $39772610.00       | $26848252.44       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $56801567.00       | $37233850.25       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.0000%  | 0.0000% | $31710652.00       | $28188291.23       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $98070962.00       | $85292370.49       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $25325105.00       | $23239588.82       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $24099651.00       | $22283849.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $26376306.00       | $21062156.58       | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 4.5000%  | 0.0000% | $32274908.00       | $2420508.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $26036389.00       | $3939889.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.0000%  | 0.0000% | $201290969.00      | $29036168.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $332.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $182.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $3237709.00        | $1457816.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $40409603.00       | $28786205.73       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $915.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1663315.00        | $1103825.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $21645600.00       | $18011140.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $29469825.00       | $23391302.69       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $48574052.00       | $33310488.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $650.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $858.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2039-11-01      | 3.0000%  | 0.0000% | $10182112.00       | $2450380.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $53622637.00       | $37957248.48       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $29421616.00       | $25176814.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $11415725.00       | $2336029.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $254006528.00      | $24338150.73       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $124993408.00      | $27292501.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $222213376.00      | $24880115.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $149988352.00      | $36547899.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $251971584.00      | $36873004.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $231309056.00      | $36111446.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $196261079.00      | $35273454.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $156930560.00      | $29342096.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $9806477.00        | $2453132.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.5000%  | 0.0000% | $1015.00           | $9.00              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $885.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $36264959.00       | $33662779.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $155421951.00      | $22409194.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $119853621.00      | $35831170.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2062-09-01      | 2.5000%  | 0.0000% | $12403057.00       | $8280092.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $4130784.00        | $1235024.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1342838.00        | $348600.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $2901004.00        | $944466.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $280513801.00      | $94366275.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $2442884.00        | $345108.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $228.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1017356.00        | $443865.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $41999.00          | $22406.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $43000.00          | $25804.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $60000.00          | $38820.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $17551658.00       | $13123773.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $28401245.00       | $27067338.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $517248.00         | $346028.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1022094.00        | $478817.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1038490.00        | $983449.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1284922.00        | $1219802.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $137475.00         | $92472.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $33858615.00       | $28490314.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1178936.00        | $1019730.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1106156.00        | $1145199.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1044694.00        | $804181.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1336494.00        | $1103232.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $51198976.00       | $22231042.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $52263187.00       | $27138985.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $70858700.00       | $38411604.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $50014528.00       | $28668821.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $47021184.00       | $24153326.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $63663093.00       | $35152429.38       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4484552.00        | $2485255.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $53345799.00       | $27629457.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $5418.00           | $3066.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1813576.00        | $979533.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $17290.00          | $9621.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 1.5000%  | 0.0000% | $1008.00           | $554.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $62396416.00       | $34309700.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1030.00           | $556.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $66220201.00       | $35310652.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $63205600.00       | $37481357.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $63858007.00       | $34420032.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $73974671.00       | $42066515.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $56706082.00       | $34124106.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $63603196.00       | $36304551.15       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $70735138.00       | $40574279.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $49541888.00       | $28272611.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $46243667.00       | $26736957.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 1.5000%  | 0.0000% | $56067924.00       | $31142683.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $130031122.00      | $75187012.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $62974464.00       | $36581615.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $108882837.00      | $64700064.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $61594903.00       | $35815099.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1064704.00        | $629176.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $9453413.00        | $5542800.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $580.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $59878635.00       | $36672394.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $599.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $86642738.00       | $52359506.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $8048293.00        | $4635746.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $7912.00           | $4971.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $64000.00          | $41798.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $545041.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 3.0000%  | 0.0000% | $100000.00         | $70498.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $75000.00          | $50837.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $2692000.00        | $1752682.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $1726624.00        | $1176026.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $115000.00         | $79528.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $3570364.00        | $2464970.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $2866920.00        | $2126720.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $37112749.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $36576192.00       | $26398275.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $728.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $44714.00          | $33937.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $27156348.00       | $20235285.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $801.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $75000.00          | $57937.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $31723.00          | $25781.68          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $38722037.00       | $29770059.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $840.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $534.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $31808361.00       | $25227032.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $48337297.00       | $35910671.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $19329191.00       | $15360081.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $854.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $21007276.00       | $16874570.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $34555078.00       | $28056530.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $39158076.00       | $26681456.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $24113560.00       | $21413581.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $703.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $68755.00          | $57778.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $4760.00           | $4025.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $26087150.00       | $23043682.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $31450496.00       | $27564271.75       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $29454422.00       | $24968569.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $3048.00           | $2506.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $32156480.00       | $26302642.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1040.00           | $925.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $903.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1003.00           | $879.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $43891856.00       | $36796221.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $805.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $6883160.00        | $5479127.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $5169864.00        | $4447101.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $152000.00         | $139069.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $34591750.00       | $29971932.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $880.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $22526884.00       | $19100994.48       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $11514224.00       | $10569399.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $11190752.00       | $10882424.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $985.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $7464616.00        | $7277633.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1000.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $31079168.00       | $30752776.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $31767520.00       | $32476504.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $29398843.00       | $27596202.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 4.0000%  | 0.0000% | $29327340.00       | $26625282.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $14167087.00       | $11713857.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $61914909.00       | $59417448.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $18633723.00       | $17944514.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $6475930.00        | $6281682.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 7.0000%  | 0.0000% | $2000.00           | $7.82              | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $15115.00          | $937.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 3.5000%  | 0.0000% | $253006991.00      | $37851657.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 3.5000%  | 0.0000% | $4918400.00        | $641972.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $27500000.00       | $3214561.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $931.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $17231348.00       | $17080401.46       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $6860680.00        | $6918526.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $2342640.00        | $2411940.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 3.5000%  | 0.0000% | $2532844.00        | $2446991.84        | Agency Mortgage-Backed Securities |

### Security 52: FIXED INCOME CLEARING SSBT TREASURY REPO 4.4000 20250701

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 4.4000 20250701 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379893K1, C.5 - Other ID: 3379893K1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $177616700.00      | $178500014.50      | U.S. Treasuries (including strips) |

### Security 53: GOLDMAN SACHS & CO MORTGAGE REPO 4.4000 20250701

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.4000 20250701 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819872D7, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819872D7
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $3421952.00        | $3077788.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2239254.00        | $2046779.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $100855935.00      | $84161519.22       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 4.5000%  | 0.0000% | $29341472.00       | $25017679.64       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $55300095.00       | $51956232.68       | Agency Mortgage-Backed Securities |

### Security 54: Goldman Sachs Group Inc/The REPO 3.5000 20250701

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 3.5000 20250701 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819911J7, C.5 - Other ID: 3819911J7
- **C.18 - Value (incl. sponsor support):** $54890000.00
- **C.18.a - Value (excl. sponsor support):** $54890000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $500.00            | $393.83            | U.S. Treasuries (including strips) |
| USTR          | 2025-07-03      | 0.0000%  | 0.0000% | $200.00            | $199.93            | U.S. Treasuries (including strips) |
| USTR          | 2025-07-24      | 0.0000%  | 0.0000% | $3600.00           | $3590.14           | U.S. Treasuries (including strips) |
| USTR          | 2025-07-15      | 0.0000%  | 0.0000% | $100.00            | $99.83             | U.S. Treasuries (including strips) |
| USTR          | 2025-09-02      | 0.0000%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| USTR          | 2026-05-14      | 0.0000%  | 0.0000% | $200.00            | $193.21            | U.S. Treasuries (including strips) |
| USTR          | 2025-09-16      | 0.0000%  | 0.0000% | $200.00            | $198.16            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $200.00            | $192.66            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 3.8750%  | 0.0000% | $200.00            | $428.53            | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 4.7500%  | 0.0000% | $24700.00          | $26006.29          | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $97.17             | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $203.11            | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $700.00            | $648.80            | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $95.60             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.52             | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $1700.00           | $1393.12           | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $3000.00           | $2120.59           | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $4900.00           | $3738.51           | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.35             | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $400.00            | $297.39            | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $1000.00           | $787.66            | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $78.76             | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $92.02             | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.89             | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.83             | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.24             | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $1000.00           | $688.49            | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $72.26             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.75             | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $300.00            | $165.69            | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $2100.00           | $1532.56           | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.98             | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $145.11            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $600.00            | $551.58            | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $95.65             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.59             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $800.00            | $786.30            | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $200.00            | $198.16            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $1200.00           | $1162.89           | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.16             | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $400.00            | $381.17            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $300.00            | $293.13            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $1000.00           | $970.53            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.32             | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $2000.00           | $1880.98           | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $5800.00           | $4948.94           | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $186.90            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $300.00            | $260.11            | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.17             | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $1900.00           | $1767.07           | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $4700.00           | $4031.76           | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $370.39            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $463.56            | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $800.00            | $772.06            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $2600.00           | $3015.31           | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $900.00            | $835.46            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $1000.00           | $965.81            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $600.00            | $557.71            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $4448600.00        | $4655649.29        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $3800.00           | $3354.66           | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $1500.00           | $1324.21           | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.39             | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $300.00            | $294.31            | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $500.00            | $490.15            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.27            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $1300.00           | $1308.24           | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $200.53            | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $103.13            | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $194.80            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $200.00            | $200.03            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.42             | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $500.00            | $497.82            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $1000.00           | $1025.78           | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $600.00            | $617.46            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 4.4100%  | 0.0000% | $200.00            | $201.58            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 4.4100%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $102.92            | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $300.00            | $297.87            | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $15167900.00       | $15482272.14       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $300.00            | $306.42            | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.38            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $2800.00           | $2831.05           | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $2900.00           | $2946.66           | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $204.91            | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $4800.00           | $4925.53           | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $8900.00           | $9155.37           | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $200.00            | $201.88            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $35410000.00       | $35742062.09       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.4450%  | 0.0000% | $1600.00           | $1613.64           | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $201.11            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $500.00            | $514.29            | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $300.00            | $304.90            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $500.00            | $502.54            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $300.00            | $303.35            | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $900.00            | $898.01            | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $1800.00           | $1796.03           | U.S. Treasuries (including strips) |

### Security 55: HSBC SEC USA INC MORTGAGE REPO 4.4000 20250701

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.4000 20250701 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 4049899X5, C.5 - Other ID: 4049899X5
- **C.18 - Value (incl. sponsor support):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-03-01      | 7.0000%  | 0.0000% | $504882.00         | $22102.46          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-02-01      | 3.5000%  | 0.0000% | $21885888.00       | $20428167.38       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $183030.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $46001.00          | $21959.25          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $25000.00          | $21627.18          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $291988.00         | $273235.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $998182.00         | $1008597.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $12742960.00       | $3088838.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1559682.00        | $1475859.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $75045376.00       | $22619853.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 4.5000%  | 0.0000% | $638988.00         | $78656.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $26421952.00       | $14528031.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $22422272.00       | $14022444.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $37849664.00       | $28411888.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $40675520.00       | $32367685.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $52963840.00       | $52298960.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $8265519.00        | $8049060.85        | Agency Mortgage-Backed Securities |

### Security 56: JP MORGAN SEC LLC MORTGAGE REPO 4.4000 20250701

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.4000 20250701 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 6169973L4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169973L4
- **C.18 - Value (incl. sponsor support):** $651000000.00
- **C.18.a - Value (excl. sponsor support):** $651000000.00
- **C.19 - Percentage of Net Assets:** 5.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-04-01      | 6.7900%  | 0.0000% | $11443952.00       | $72780.04          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-01-01      | 4.9800%  | 0.0000% | $13284900.00       | $13646855.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2028-08-01      | 4.7660%  | 0.0000% | $9624000.00        | $9309592.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 3.7750%  | 0.0000% | $4000000.00        | $3863113.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 3.7300%  | 0.0000% | $10688048.00       | $10383660.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 6.0000%  | 0.0000% | $5002481.00        | $29272.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 3.6800%  | 0.0000% | $24756672.00       | $24222013.15       | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 5.5000%  | 0.0000% | $91001600.00       | $1975880.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $29310432.00       | $2720935.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 3.5000%  | 0.0000% | $615144.00         | $121813.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $12500000.00       | $3780954.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $5129080.00        | $2122243.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 5.5000%  | 0.0000% | $516026368.00      | $4387669.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 7.3100%  | 0.0000% | $3071868.00        | $41961.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 5.5000%  | 0.0000% | $1794040.00        | $61570.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 7.5000%  | 0.0000% | $1421790.00        | $10689.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $5001360.00        | $2804210.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $200143.00         | $201330.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $2481296.00        | $1958293.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $960222.00         | $922435.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1292246.00        | $1277634.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.3210%  | 0.0000% | $8009296.00        | $6135287.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $6594968.00        | $5895233.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $3134840.00        | $3033396.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2668000.00        | $2677711.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $662509.00         | $617268.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.6510%  | 0.0000% | $10030640.00       | $9449048.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1656618.00        | $1687399.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $3783872.00        | $4013167.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1572170.00        | $1337449.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.5000%  | 0.0000% | $2139752.00        | $2304317.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.4890%  | 0.0000% | $8490000.00        | $8415369.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $4056992.00        | $3830576.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $14244592.00       | $14435383.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1256200.00        | $1266169.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1199764.00        | $1251429.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $1382652.00        | $1286843.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1534214.00        | $1602132.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $6381480.00        | $6412146.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1053882.00        | $1102665.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $7511376.00        | $7582800.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $7324600.00        | $7622086.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $38468864.00       | $40177924.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2068292.00        | $2156540.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1224786.00        | $1282393.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $19433376.00       | $4081341.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $74850.00          | $12135.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 3.0000%  | 0.0000% | $227000.00         | $120778.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $156966.00         | $20381.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $972627.00         | $166950.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $223347.00         | $86039.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.5000%  | 0.0000% | $555062.00         | $44533.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 4.0000%  | 0.0000% | $1046310.00        | $119294.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $3142100.00        | $341743.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $313871.00         | $25976.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $2019540.00        | $230547.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 3.5000%  | 0.0000% | $280000.00         | $15761.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 5.0000%  | 0.0000% | $300000.00         | $65011.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $3074559.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.1700%  | 0.0000% | $163590.00         | $108021.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $385590.00         | $267794.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0680%  | 0.0000% | $2504772.00        | $2103299.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $12596960.00       | $12948926.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $657293.00         | $447615.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $714232.00         | $490901.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $2425000.00        | $1573407.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $500668.00         | $428592.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $261142.00         | $191684.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1052164.00        | $715159.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $2291816.00        | $1889944.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 4.6800%  | 0.0000% | $3550000.00        | $3543812.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.0700%  | 0.0000% | $6700000.00        | $6893992.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.5000%  | 0.0000% | $150537.00         | $17352.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $211773.00         | $56241.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $501964.00         | $41749.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $855918.00         | $219912.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1550000.00        | $429055.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $19124928.00       | $7489948.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 3.5000%  | 0.0000% | $500000.00         | $183485.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $25000.00          | $6927.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 2.0000%  | 0.0000% | $25000000.00       | $14735121.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $2990000.00        | $1840400.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $75027.00          | $54622.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $269550.00         | $177111.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $28787.00          | $11643.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $645612.00         | $476289.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2695292.00        | $2124896.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1360000.00        | $1112965.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $100000.00         | $82693.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $161911.00         | $137661.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 6.0000%  | 0.0000% | $2350428.00        | $1514308.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $2700000.00        | $2000385.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 7.0000%  | 0.0000% | $1046966.00        | $941763.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2908496.00        | $2661072.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $206365.00         | $180099.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1500000.00        | $1303651.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 7.0000%  | 0.0000% | $2069236.00        | $1586072.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $711089.00         | $675678.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $22779136.00       | $21538429.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 2.0000%  | 0.0000% | $1795976.00        | $1500073.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $5423296.00        | $591950.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $43000.00          | $6613.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $17714784.00       | $3836578.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1847172.00        | $1201127.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $4326904.00        | $2887933.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $475000.00         | $323512.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $74351.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $176677.00         | $130162.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $773000.00         | $565707.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $103664.00         | $76410.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1880170.00        | $1338557.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $691820.00         | $508389.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $400000.00         | $327596.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $5000000.00        | $3812396.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $15680784.00       | $12162665.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 1.5000%  | 0.0000% | $8652048.00        | $5968117.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $1424356.00        | $1075525.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $9970000.00        | $9078810.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 3.0000%  | 0.0000% | $2745456.00        | $2195071.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 6.0000%  | 0.0000% | $12438352.00       | $9155474.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $19000.00          | $14072.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.0000%  | 0.0000% | $500536.00         | $348778.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1415000.00        | $1179806.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 6.5000%  | 0.0000% | $2378868.00        | $2500448.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-02-01      | 6.5000%  | 0.0000% | $1921506.00        | $1079225.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.0000%  | 0.0000% | $4173496.00        | $182277.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-01-01      | 5.9500%  | 0.0000% | $12800000.00       | $79077.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2031-06-01      | 4.5000%  | 0.0000% | $6057000.00        | $204891.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $2634000.00        | $1613396.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $140645376.00      | $88513268.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 1.5000%  | 0.0000% | $410000.00         | $128785.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 2.0000%  | 0.0000% | $250000.00         | $102289.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-03-01      | 6.5000%  | 0.0000% | $4571824.00        | $2980259.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $4600000.00        | $4204932.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $153133440.00      | $130787589.36      | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 2.0000%  | 0.0000% | $14000000.00       | $9143881.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $2443728.00        | $1850465.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 3.5000%  | 0.0000% | $92000.00          | $71530.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 5.0000%  | 0.0000% | $1300000.00        | $845607.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-01-01      | 6.5000%  | 0.0000% | $4792424.00        | $2636223.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 4.5000%  | 0.0000% | $444506.00         | $355478.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 4.5000%  | 0.0000% | $4971000.00        | $4578154.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $29402112.00       | $30092512.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.3990%  | 0.0000% | $2119800.00        | $1436440.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $1118636.00        | $1176175.73        | Agency Mortgage-Backed Securities |

### Security 57: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.4100 20250701

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.4100 20250701 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809757H5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809757H5
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $69900.00          | $55419.73          | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 6.0000%  | 0.0000% | $57000.00          | $58894.43          | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $537400.00         | $578975.51         | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 5.2500%  | 0.0000% | $231600.00         | $243882.10         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $10500.00          | $11693.57          | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 3.5000%  | 0.0000% | $550000.00         | $499915.07         | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 4.3750%  | 0.0000% | $150000.00         | $146767.91         | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $5000.00           | $5077.85           | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $21100.00          | $19556.43          | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $300000.00         | $242540.70         | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $29209800.00       | $21946569.56       | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $1785400.00        | $1348098.13        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $2300.00           | $1627.29           | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $42700.00          | $25119.75          | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $42087300.00       | $20716116.62       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $1000000.00        | $562357.40         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $2602600.00        | $1791857.32        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $14697300.00       | $9763978.46        | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $2959700.00        | $2024420.00        | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 2.8750%  | 0.0000% | $3500.00           | $2450.42           | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $10000.00          | $9101.50           | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $65900.00          | $53512.86          | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $400.00            | $384.97            | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $10162900.00       | $9917758.33        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $1000000.00        | $979073.25         | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $19000.00          | $18569.48          | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $15000.00          | $15073.53          | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $47200.00          | $46764.70          | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $82000.00          | $84101.00          | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $95071800.00       | $95090434.07       | U.S. Treasuries (including strips) |

### Security 58: RBC DS MORTGAGE REPO 4.3900 20250701

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.3900 20250701 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809792G4, C.5 - Other ID: 7809792G4
- **C.18 - Value (incl. sponsor support):** $1787000000.00
- **C.18.a - Value (excl. sponsor support):** $1787000000.00
- **C.19 - Percentage of Net Assets:** 13.8200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.58             | U.S. Treasuries (including strips) |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $2796.00           | $54.47             | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-04-01      | 2.5000%  | 0.0000% | $1000.00           | $165.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-04-01      | 3.0000%  | 0.0000% | $6571.00           | $1012.17           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $503.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $34734589.00       | $27015839.72       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2981.00           | $2607.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6134256.00        | $5600357.05        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $5853352.00        | $4947046.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $63085.00          | $51217.43          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $24737.00          | $2626.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $115718.00         | $15778.33          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $15088068.00       | $2275438.52        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523772.00       | $3009152.32        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $482.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $93550.00          | $90414.14          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 1.5000%  | 0.0000% | $1100.00           | $602.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $790.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $828.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $48707400.00       | $42123522.59       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1111808.00        | $994097.72         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $939.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $14815747.00       | $12658867.17       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $2007.00           | $1792.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1410.00           | $999.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 7.0000%  | 0.0000% | $6079200.00        | $5046069.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $51573969.00       | $7457348.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $60265.00          | $13172.83          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $41019605.00       | $6664000.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $188.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $129958765.00      | $36045412.68       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $52457000.00       | $7985368.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 2.5000%  | 0.0000% | $1707914.00        | $866394.52         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $20453.00          | $10439.83          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $449.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $6658824.00        | $5121284.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $769.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $11000.00          | $7557.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1452384.00        | $1227855.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $5864.00           | $4979.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $14785800.00       | $12308905.24       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $2971191.00        | $2504058.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1557515.00        | $1358547.89        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $740.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $83000.00          | $51043.06          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $15388344.00       | $8722735.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $9897279.00        | $7737707.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $246279.00         | $196569.35         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $7000.00           | $5609.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $367806.00         | $314740.82         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $83361.75          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-01-01      | 3.5000%  | 0.0000% | $955571.00         | $371300.21         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 2.0000%  | 0.0000% | $796000.00         | $468298.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $13689.00          | $7777.00           | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $2076776.00        | $283508.43         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 2.0000%  | 0.0000% | $97000.00          | $66715.71          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $122351.00         | $108813.69         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 5.0000%  | 0.0000% | $825161.00         | $832006.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1022.00           | $84.73             | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-03-01      | 3.0000%  | 0.0000% | $1535000.00        | $90003.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 3.0000%  | 0.0000% | $1319968.00        | $122549.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $167900.00         | $29502.94          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $124.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $577400.00         | $102180.82         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $2600.00           | $431.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $697028.00         | $131046.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 4.5000%  | 0.0000% | $1226.00           | $9.06              | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1669.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $453892.00         | $376652.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $100000.00         | $92447.41          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1124342.00        | $1144506.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 7.5000%  | 0.0000% | $1000.00           | $687.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $244453.00         | $212294.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $496706.00         | $323738.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $7011.00           | $6276.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1265122.00        | $1256494.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1414720.00        | $1403183.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $972.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3096436.00        | $3095638.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1238118.00        | $1210157.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1897586.00        | $1864535.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $551840.00         | $427440.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $299000.00         | $311192.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $9045710.00        | $8723049.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1294041.00        | $1244302.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1075.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1359142.00        | $1320218.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $3558177.00        | $3623497.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $4731122.00        | $4566867.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $157385.00         | $155063.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2426729.00        | $2417850.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $37474.00          | $38195.31          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1442814.00        | $1443774.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1004.00           | $1050.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $6056.00           | $5478.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1046.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $219997.00         | $62605.41          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $1255740.00        | $267896.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-10-01      | 3.0000%  | 0.0000% | $1261.00           | $210.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $21779060.00       | $5420568.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $97.87             | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $513130.00         | $291760.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $181071.00         | $117764.62         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $285061.00         | $171063.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1018.00           | $581.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $68182.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $223145.00         | $148391.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $698000.00         | $424768.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1856.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $6160.00           | $5633.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2059392.00        | $1974263.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $859096.00         | $833322.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $6068.00           | $5860.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $664.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $289000.00         | $175712.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1052.00           | $765.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $764.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $107376.00         | $79098.30          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $932.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $38000.00          | $28757.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $651000.00         | $460422.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1762.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $858.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $195000.00         | $143925.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1652946.00        | $1393044.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1628.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1196080.00        | $961045.48         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $659.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1733499.00        | $1235573.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $822.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1485309.00        | $1421111.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $222.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $1029.00           | $106.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 2.5000%  | 0.0000% | $468356.00         | $112257.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1024.00           | $232.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $2047.00           | $707.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $34211812.00       | $12846478.55       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $2000.00           | $960.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $9090.00           | $5579.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $173516.00         | $98703.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $4455287.00        | $2580236.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1008.00           | $588.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $30323000.00       | $17739482.96       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $11528487.00       | $7020119.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $750000.00         | $446468.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $55000.00          | $35506.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1008.00           | $620.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $1132634.00        | $679403.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $197125.00         | $124923.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $453913.00         | $290338.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $705.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $439969.00         | $272222.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1024.00           | $656.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $11000.00          | $7512.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $200000.00         | $123122.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $127001.00         | $82709.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $144741.00         | $91503.92          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $29000.00          | $19108.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $26259.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $63124.00          | $43580.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $271000.00         | $201151.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $60000.00          | $42241.86          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $8000.00           | $5780.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $34000.00          | $25481.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $268500.00         | $219836.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $16538824.00       | $13430500.33       | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 5.0000%  | 0.0000% | $634200.00         | $358371.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $440318.00         | $406538.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $835.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $98428.00          | $88997.96          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $5000.00           | $4542.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $900.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $37000.00          | $32589.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $9216.00           | $8411.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $14453115.00       | $12663131.41       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1124985.00        | $1065876.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $105152.00         | $98209.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $48168.00          | $41386.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $107365.00         | $90616.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $178802.00         | $161426.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $12763546.00       | $12341430.56       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $961.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $9216.00           | $8820.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $14311554.00       | $13765427.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $105641944.00      | $81692482.34       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 1.5000%  | 0.0000% | $3040372.00        | $2231469.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3747751.00        | $3748697.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $3766520.00        | $3579588.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $4593661.00        | $4529458.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.0000%  | 0.0000% | $943612.00         | $243448.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $99000.00          | $58982.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $105867.00         | $67579.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $100000.00         | $52967.47          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $550000.00         | $379515.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $591685.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $309302.00         | $167734.17         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $2278.00           | $1379.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $2426752.00        | $1561579.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $802716.00         | $478152.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 1.5000%  | 0.0000% | $223968.00         | $130573.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $68812.00          | $42984.48          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $201000.00         | $131862.77         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $57358.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $91000.00          | $55524.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $6963.00           | $5273.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $654.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $601000.00         | $373563.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $888000.00         | $607788.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $37000.00          | $26265.95          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $179998.00         | $125416.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $252573.00         | $174837.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1010.00           | $686.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $661.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 4.0000%  | 0.0000% | $129000.00         | $84201.56          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $311633.00         | $228471.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $8047.00           | $5487.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $992000.00         | $658233.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $302000.00         | $209948.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $685.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $215000.00         | $156798.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.0000%  | 0.0000% | $4219504.00        | $3106299.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $686000.00         | $559011.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $38973828.00       | $34186657.28       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $19545315.00       | $12968841.91       | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-10-01      | 3.0000%  | 0.0000% | $40000.00          | $28260.00          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $829.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $741.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2023017.00        | $1793803.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $860.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $720.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $2114155.00        | $1506167.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $759.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6700000.00        | $5342894.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $160000.00         | $128022.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $126089.00         | $105964.62         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $57647.00          | $51352.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $574000.00         | $538033.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $36821248.00       | $27260786.15       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $954.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-05-01      | 5.0000%  | 0.0000% | $969372.00         | $774211.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $8253027.00        | $7751815.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $2032.00           | $1804.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $898.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $12760976.00       | $10842987.83       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $3750848.00        | $3690768.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2025.00           | $2021.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $9989000.00        | $1927356.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 4.0000%  | 0.0000% | $7449024.00        | $844666.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-10-01      | 2.5000%  | 0.0000% | $883267.00         | $27268.84          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 3.0000%  | 0.0000% | $999989.00         | $138836.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $30127002.00       | $2408087.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $1000.00           | $78.46             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1280.00           | $209.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $232384000.00      | $32629654.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 1.5000%  | 0.0000% | $697217.00         | $394258.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $407000.00         | $249298.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $105000.00         | $61853.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 2.5000%  | 0.0000% | $151023.00         | $85708.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 4.0000%  | 0.0000% | $90000.00          | $38125.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $239000.00         | $81642.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $26968203.00       | $13096085.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-10-01      | 1.5000%  | 0.0000% | $275569.00         | $124021.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $379322.00         | $221441.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $652461.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $620929.00         | $411757.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $488392.00         | $318927.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 3.0000%  | 0.0000% | $492000.00         | $298319.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 2.5000%  | 0.0000% | $3790792.00        | $2687178.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-05-01      | 3.0000%  | 0.0000% | $49000.00          | $31083.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $547463.00         | $414555.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $9000.00           | $6924.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1734872.00        | $1303588.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $78000.00          | $59699.30          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $295804.00         | $221217.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $127991.00         | $105633.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $19164183.00       | $15320405.77       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $912.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1269510.00        | $1020913.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.0000%  | 0.0000% | $670643.00         | $590171.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $20145.00          | $16932.07          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $171783475.00      | $162725091.03      | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 4.0000%  | 0.0000% | $7936.00           | $7232.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $1011.00           | $59.83             | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $3904590.00        | $3709462.92        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $5455704.00        | $5397486.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $229691.00         | $224336.59         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $2425388.00        | $2374046.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $206539.00         | $212518.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1639514.00        | $1656682.19        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $2456052.00        | $2390165.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.53           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.67           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $7000.00           | $7183.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $935207.00         | $907457.90         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $15084240.00       | $15521759.25       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $8000.00           | $8418.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $8000.00           | $8377.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $8000.00           | $8267.14           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $8000.00           | $8206.33           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $8000.00           | $8313.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $8000.00           | $8283.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $8000.00           | $8369.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $8064.00           | $8296.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $8000.00           | $8229.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $957.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $32892472.00       | $31388188.52       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $306196.00         | $312354.19         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $91567.00          | $93366.24          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $10258.00          | $10440.42          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $4380624.00        | $4249390.59        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1030.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $541815.00         | $540751.94         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 4.5000%  | 0.0000% | $246337.00         | $234647.69         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $4311182.00        | $4202607.32        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $730758.00         | $704538.96         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $875.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1821.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $63806.00          | $60546.08          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $308374.00         | $286051.10         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $15786224.00       | $14844825.68       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $6688816.00        | $6182572.49        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $30822976.00       | $29111443.97       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $13182752.00       | $11689844.51       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $330751.00         | $298526.21         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $65445400.00       | $67646568.55       | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-10-20      | 3.0000%  | 0.0000% | $1006.00           | $140.14            | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-20      | 3.0000%  | 0.0000% | $830553.00         | $109764.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-07-20      | 4.0000%  | 0.0000% | $1016.00           | $65.55             | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $66.56             | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-20      | 3.5000%  | 0.0000% | $818036.00         | $81832.03          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 4.5000%  | 0.0000% | $1104.00           | $74.77             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 3.5000%  | 0.0000% | $24988944.00       | $2638459.40        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $19674772.00       | $3069201.19        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-01-20      | 3.0000%  | 0.0000% | $4420192.00        | $638558.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-09-20      | 4.0000%  | 0.0000% | $39999900.00       | $3827987.93        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 4.5000%  | 0.0000% | $444475261.00      | $35102371.76       | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 3.5000%  | 0.0000% | $98202041.00       | $9263918.84        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $87.56             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $47143200.00       | $5186957.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $2403656.00        | $914998.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-10-20      | 6.5000%  | 0.0000% | $2000.00           | $356.63            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 3.5000%  | 0.0000% | $481317.00         | $98310.66          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $477120.00         | $123003.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.5000%  | 0.0000% | $3978224.00        | $1031657.97        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.5000%  | 0.0000% | $2956902.00        | $827552.49         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.5000%  | 0.0000% | $9953256.00        | $2934399.54        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 3.5000%  | 0.0000% | $37995092.00       | $12196946.83       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $74345970.00       | $52958126.94       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 4.0000%  | 0.0000% | $20863409.00       | $14997442.54       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $912347.00         | $673769.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $54511340.00       | $40379018.91       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $12501225.00       | $6503344.06        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $1016.00           | $505.24            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $1581653.00        | $915301.03         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $1040250.00        | $604519.16         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-02-20      | 5.0000%  | 0.0000% | $1000.00           | $444.06            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $11765151.00       | $7061188.42        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $1670637.00        | $1043696.49        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $3906500.00        | $2524565.28        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $1008.00           | $709.19            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1300.00           | $1054.35           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $114835353.00      | $87501397.69       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 3.5000%  | 0.0000% | $217671.00         | $158528.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $19631164.00       | $15152993.26       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.0000%  | 0.0000% | $12614368.00       | $9704222.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $288692053.00      | $224970908.74      | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $7964828.00        | $5833229.67        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 6.5000%  | 0.0000% | $1000.00           | $531.96            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $29701925.00       | $23171479.42       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-11-20      | 4.5000%  | 0.0000% | $1336900.00        | $1064486.21        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $17181792.00       | $13578300.91       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $42064755.00       | $25797188.17       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-02-20      | 5.0000%  | 0.0000% | $4141630.00        | $3326266.70        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1010798.00        | $780793.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $65313935.00       | $47972475.39       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 4.5000%  | 0.0000% | $5937994.00        | $5149623.24        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $5228972.00        | $2932612.37        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $2567128.00        | $1429417.37        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 5.5000%  | 0.0000% | $99202.00          | $83734.76          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $712.39            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 5.0000%  | 0.0000% | $6565033.00        | $5977557.37        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $18056376.00       | $14994736.57       | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $107793.00         | $74980.33          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 4.0000%  | 0.0000% | $4676493.00        | $4175292.55        | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.8700%  | 0.0000% | $13539600.00       | $13300084.48       | Agency Mortgage-Backed Securities  |
| GNMA          | 2057-11-15      | 4.5000%  | 0.0000% | $1050924.00        | $1000132.44        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-02-15      | 4.4700%  | 0.0000% | $1000.00           | $956.10            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-04-15      | 4.9000%  | 0.0000% | $1407.00           | $1384.09           | Agency Mortgage-Backed Securities  |
| GNMA          | 2062-10-15      | 2.9000%  | 0.0000% | $1000.00           | $857.22            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.7600%  | 0.0000% | $27264.00          | $26592.58          | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-07-15      | 5.6000%  | 0.0000% | $1001.00           | $1032.47           | Agency Mortgage-Backed Securities  |
| GNMA          | 2057-12-15      | 4.9000%  | 0.0000% | $1000.00           | $982.42            | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-03-15      | 5.9600%  | 0.0000% | $1000.00           | $1056.81           | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-06-15      | 5.9600%  | 0.0000% | $422400.00         | $448769.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-01-15      | 5.6000%  | 0.0000% | $2542721.00        | $2641990.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-11-15      | 4.9800%  | 0.0000% | $1000.00           | $991.24            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.87           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1324110.00        | $1404757.72        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.36           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 5.8400%  | 0.0000% | $606109.00         | $642524.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $47606.00          | $49071.70          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-06-15      | 5.0000%  | 0.0000% | $1000.00           | $54.18             | Agency Mortgage-Backed Securities  |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $7926400.00        | $7296246.82        | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 0.2500%  | 0.0000% | $49000.00          | $48359.25          | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $11015100.00       | $9448990.73        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $2216500.00        | $2069993.23        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $17159700.00       | $17010685.64       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $101.87            | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $42557600.00       | $43670589.38       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.87            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $11574900.00       | $11789212.43       | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $2539100.00        | $2533493.67        | U.S. Treasuries (including strips) |

### Security 59: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98896173.75
- **C.18.a - Value (excl. sponsor support):** $98896173.75
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247541250.00
- **C.18.a - Value (excl. sponsor support):** $247541250.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $277009639.20
- **C.18.a - Value (excl. sponsor support):** $277009639.20
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49605468.50
- **C.18.a - Value (excl. sponsor support):** $49605468.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29719921.80
- **C.18.a - Value (excl. sponsor support):** $29719921.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59334375.00
- **C.18.a - Value (excl. sponsor support):** $59334375.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $93497070.55
- **C.18.a - Value (excl. sponsor support):** $93497070.55
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49498047.00
- **C.18.a - Value (excl. sponsor support):** $49498047.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83379687.50
- **C.18.a - Value (excl. sponsor support):** $83379687.50
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88006640.40
- **C.18.a - Value (excl. sponsor support):** $88006640.40
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $69288789.24
- **C.18.a - Value (excl. sponsor support):** $69288789.24
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185309375.00
- **C.18.a - Value (excl. sponsor support):** $185309375.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97039062.00
- **C.18.a - Value (excl. sponsor support):** $97039062.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104856445.05
- **C.18.a - Value (excl. sponsor support):** $104856445.05
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127431601.88
- **C.18.a - Value (excl. sponsor support):** $127431601.88
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135484687.84
- **C.18.a - Value (excl. sponsor support):** $135484687.84
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.364961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345505990.97
- **C.18.a - Value (excl. sponsor support):** $345505990.97
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.409961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $341101856.70
- **C.18.a - Value (excl. sponsor support):** $341101856.70
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.484961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66050029.32
- **C.18.a - Value (excl. sponsor support):** $66050029.32
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29997656.10
- **C.18.a - Value (excl. sponsor support):** $29997656.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31084765.47
- **C.18.a - Value (excl. sponsor support):** $31084765.47
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135358593.75
- **C.18.a - Value (excl. sponsor support):** $135358593.75
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.389961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225071777.25
- **C.18.a - Value (excl. sponsor support):** $225071777.25
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $209202500.00
- **C.18.a - Value (excl. sponsor support):** $209202500.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.421961%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $170088966.10
- **C.18.a - Value (excl. sponsor support):** $170088966.10
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

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

**Date:** 2025-07-08

**By:** Alan S. Dupski

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

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