# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001193125-26-007256
**Filing Date:** 2026-1
**Character Count:** 435998
**Document Hash:** 6c6ffdd947b4b358f9cf800b0ef70d50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007256.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007256

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS)
- **CENTRAL INDEX KEY:** 0000842790

**ORGANIZATION NAME:**
- **EIN:** 760343427
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 26518226

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS
- **DATE OF NAME CHANGE:** 20000921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM PRIME RATE PREMIUM INCOME FUND INC
- **DATE OF NAME CHANGE:** 19910320

## Series and Classes Contracts Data

### INVESCO Government Money Market Fund (Series ID: S000000253)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000000608 | Class B              |  |
| C000000609 | Class C              |  |
| C000000610 | Class R              |  |
| C000000611 | Invesco Cash Reserve | AIMXX           |
| C000023120 | Investor Class       | INAXX           |
| C000023121 | CLASS R5             | INIXX           |
| C000071214 | Class Y              |  |
| C000085152 | CLASS AX             | ACZXX           |
| C000085153 | CLASS BX             | ACYXX           |
| C000085154 | CLASS CX             | ACXXX           |
| C000188950 | Class R6             |  |
| C000217953 | Class A              |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000842790

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** Invesco Investment Securities Funds

**CIK Number of Registrant:** 0000842790

**LEI of Registrant:** G61U5I6LJJEX0O3SU057

**Name of Series:** Invesco Government Money Market Fund

**LEI of Series:** 549300FZWHBQKHBZX613

**EDGAR Series Identifier:** S000000253

**Total number of share classes in the series:** 12

**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            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-39519

- **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:** 12 days

- **WAL:** 109 days

- **Total Value of Portfolio Securities:** $6262089328.99

- **Amortized Cost of Portfolio Securities:** $6260805386.70

- **Cash:** $748305.69

- **Total Other Assets:** $22837422.11

- **Total Liabilities:** $21551072.86

- **Net Assets of Series:** $6262840041.64

- **Number of Shares Outstanding (Series):** 6263328839.2000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $3278129501.34            | $4568269451.34             | 50.8800%                  | 70.9100%                   |
| 2025-12-02 | $3525849986.83            | $4621849986.83             | 53.8600%                  | 70.6000%                   |
| 2025-12-03 | $3632539832.33            | $5148619878.99             | 50.6500%                  | 71.7800%                   |
| 2025-12-04 | $3405415723.05            | $5166905235.27             | 48.1300%                  | 73.0200%                   |
| 2025-12-05 | $2858348144.41            | $4669858788.85             | 43.7800%                  | 71.5200%                   |
| 2025-12-08 | $2781382320.78            | $4598421360.50             | 43.1000%                  | 71.2600%                   |
| 2025-12-09 | $2980418600.40            | $4603775875.81             | 46.1500%                  | 71.2900%                   |
| 2025-12-10 | $3171086333.78            | $4604467351.15             | 49.1000%                  | 71.2900%                   |
| 2025-12-11 | $2651581272.68            | $4403259025.73             | 42.3800%                  | 70.3700%                   |
| 2025-12-12 | $2672393393.60            | $4424092882.35             | 42.5700%                  | 70.4700%                   |
| 2025-12-15 | $2653288770.45            | $4405053466.28             | 42.3800%                  | 70.3700%                   |
| 2025-12-16 | $2850356534.54            | $4408865959.81             | 45.5000%                  | 70.3800%                   |
| 2025-12-17 | $2666380246.95            | $4418168201.67             | 42.2700%                  | 70.0400%                   |
| 2025-12-18 | $2670194667.55            | $4422004357.96             | 42.1800%                  | 69.8600%                   |
| 2025-12-19 | $2672380728.74            | $4444212154.86             | 42.2000%                  | 70.1800%                   |
| 2025-12-22 | $2679974259.19            | $4451870892.38             | 42.2700%                  | 70.2100%                   |
| 2025-12-23 | $2826530647.43            | $4405192222.56             | 44.9100%                  | 69.9900%                   |
| 2025-12-24 | $2612498908.27            | $4384529469.11             | 41.6500%                  | 69.9000%                   |
| 2025-12-26 | $2634288292.67            | $4386362324.89             | 41.9900%                  | 69.9100%                   |
| 2025-12-29 | $2641258414.41            | $4393397653.72             | 42.0500%                  | 69.9400%                   |
| 2025-12-30 | $2834664052.82            | $4393477777.81             | 45.1200%                  | 69.9400%                   |
| 2025-12-31 | $2844349327.90            | $4432180988.59             | 45.2600%                  | 70.5300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0900%             |
| 2025-12-02 | 4.1000%             |
| 2025-12-03 | 4.0900%             |
| 2025-12-04 | 4.0700%             |
| 2025-12-05 | 4.0600%             |
| 2025-12-08 | 4.0000%             |
| 2025-12-09 | 3.9900%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9600%             |
| 2025-12-12 | 3.9400%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8500%             |
| 2025-12-17 | 3.8200%             |
| 2025-12-18 | 3.8100%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8000%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.8000%             |
| 2025-12-26 | 3.8000%             |
| 2025-12-29 | 3.8200%             |
| 2025-12-30 | 3.8300%             |
| 2025-12-31 | 3.8400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0001                      |
|  |  |
| 2025-12-02 | 1.0001                      |
|  |  |
| 2025-12-03 | 1.0001                      |
|  |  |
| 2025-12-04 | 1.0001                      |
|  |  |
| 2025-12-05 | 1.0002                      |
|  |  |
| 2025-12-08 | 1.0001                      |
|  |  |
| 2025-12-09 | 1.0001                      |
|  |  |
| 2025-12-10 | 1.0001                      |
|  |  |
| 2025-12-11 | 1.0001                      |
|  |  |
| 2025-12-12 | 1.0002                      |
|  |  |
| 2025-12-15 | 1.0001                      |
|  |  |
| 2025-12-16 | 1.0001                      |
|  |  |
| 2025-12-17 | 1.0001                      |
|  |  |
| 2025-12-18 | 1.0001                      |
|  |  |
| 2025-12-19 | 1.0002                      |
|  |  |
| 2025-12-22 | 1.0001                      |
|  |  |
| 2025-12-23 | 1.0001                      |
|  |  |
| 2025-12-24 | 1.0001                      |
|  |  |
| 2025-12-26 | 1.0002                      |
|  |  |
| 2025-12-29 | 1.0001                      |
|  |  |
| 2025-12-30 | 1.0001                      |
|  |  |
| 2025-12-31 | 1.0001                      |
|  |  |

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

### Class: B

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $0.00

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.0000          |
|  |  |
| 2025-12-02 | 0.0000          |
|  |  |
| 2025-12-03 | 0.0000          |
|  |  |
| 2025-12-04 | 0.0000          |
|  |  |
| 2025-12-05 | 0.0000          |
|  |  |
| 2025-12-08 | 0.0000          |
|  |  |
| 2025-12-09 | 0.0000          |
|  |  |
| 2025-12-10 | 0.0000          |
|  |  |
| 2025-12-11 | 0.0000          |
|  |  |
| 2025-12-12 | 0.0000          |
|  |  |
| 2025-12-15 | 0.0000          |
|  |  |
| 2025-12-16 | 0.0000          |
|  |  |
| 2025-12-17 | 0.0000          |
|  |  |
| 2025-12-18 | 0.0000          |
|  |  |
| 2025-12-19 | 0.0000          |
|  |  |
| 2025-12-22 | 0.0000          |
|  |  |
| 2025-12-23 | 0.0000          |
|  |  |
| 2025-12-24 | 0.0000          |
|  |  |
| 2025-12-26 | 0.0000          |
|  |  |
| 2025-12-29 | 0.0000          |
|  |  |
| 2025-12-30 | 0.0000          |
|  |  |
| 2025-12-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%           |
| 2025-12-02 | 0.0000%           |
| 2025-12-03 | 0.0000%           |
| 2025-12-04 | 0.0000%           |
| 2025-12-05 | 0.0000%           |
| 2025-12-08 | 0.0000%           |
| 2025-12-09 | 0.0000%           |
| 2025-12-10 | 0.0000%           |
| 2025-12-11 | 0.0000%           |
| 2025-12-12 | 0.0000%           |
| 2025-12-15 | 0.0000%           |
| 2025-12-16 | 0.0000%           |
| 2025-12-17 | 0.0000%           |
| 2025-12-18 | 0.0000%           |
| 2025-12-19 | 0.0000%           |
| 2025-12-22 | 0.0000%           |
| 2025-12-23 | 0.0000%           |
| 2025-12-24 | 0.0000%           |
| 2025-12-26 | 0.0000%           |
| 2025-12-29 | 0.0000%           |
| 2025-12-30 | 0.0000%           |
| 2025-12-31 | 0.0000%           |

### Class: C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $109170196.16

- **Number of Shares Outstanding:** 109178854.1050

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $329259.26                | $51549.99               |
| 2025-12-02 | $106166.48                | $64808.39               |
| 2025-12-03 | $215084.98                | $145836.29              |
| 2025-12-04 | $56628.60                 | $55513.54               |
| 2025-12-05 | $63703.58                 | $197098.55              |
| 2025-12-08 | $38040.85                 | $23151.88               |
| 2025-12-09 | $68911.67                 | $121367.99              |
| 2025-12-10 | $170242.65                | $110119.06              |
| 2025-12-11 | $137325.59                | $174738.30              |
| 2025-12-12 | $206991.57                | $332935.43              |
| 2025-12-15 | $118165.93                | $593238.92              |
| 2025-12-16 | $214135.41                | $51601.89               |
| 2025-12-17 | $207284.64                | $81963.66               |
| 2025-12-18 | $190873.16                | $145411.08              |
| 2025-12-19 | $77044.17                 | $361077.37              |
| 2025-12-22 | $352099.42                | $188914.13              |
| 2025-12-23 | $438062.10                | $240509.62              |
| 2025-12-24 | $150355.56                | $51390.44               |
| 2025-12-26 | $210364.19                | $6305.74                |
| 2025-12-29 | $84463.92                 | $778962.84              |
| 2025-12-30 | $145940.99                | $168928.44              |
| 2025-12-31 | $514298.75                | $223248.31              |

**Total Gross Subscriptions (Month):** $4095443.47

**Total Gross Redemptions (Month):** $4168671.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.0400%           |
| 2025-12-02 | 3.0400%           |
| 2025-12-03 | 3.0300%           |
| 2025-12-04 | 3.0100%           |
| 2025-12-05 | 2.9900%           |
| 2025-12-08 | 2.9200%           |
| 2025-12-09 | 2.9100%           |
| 2025-12-10 | 2.9000%           |
| 2025-12-11 | 2.8900%           |
| 2025-12-12 | 2.8600%           |
| 2025-12-15 | 2.7900%           |
| 2025-12-16 | 2.7700%           |
| 2025-12-17 | 2.7500%           |
| 2025-12-18 | 2.7400%           |
| 2025-12-19 | 2.7300%           |
| 2025-12-22 | 2.7300%           |
| 2025-12-23 | 2.7300%           |
| 2025-12-24 | 2.7200%           |
| 2025-12-26 | 2.7300%           |
| 2025-12-29 | 2.7500%           |
| 2025-12-30 | 2.7500%           |
| 2025-12-31 | 2.7600%           |

### Class: R

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $199861241.10

- **Number of Shares Outstanding:** 199876631.1100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $623086.78                | $30587.20               |
| 2025-12-02 | $124047.26                | $1841627.23             |
| 2025-12-03 | $511861.00                | $182480.71              |
| 2025-12-04 | $88095.41                 | $143762.24              |
| 2025-12-05 | $59959.25                 | $71107.24               |
| 2025-12-08 | $41886.55                 | $289405.22              |
| 2025-12-09 | $556291.96                | $930100.95              |
| 2025-12-10 | $266135.05                | $138226.34              |
| 2025-12-11 | $45518.32                 | $47486.46               |
| 2025-12-12 | $145362.03                | $267183.22              |
| 2025-12-15 | $79940.96                 | $1949368.10             |
| 2025-12-16 | $239437.86                | $243366.77              |
| 2025-12-17 | $897256.34                | $402113.04              |
| 2025-12-18 | $610640.85                | $562922.65              |
| 2025-12-19 | $238256.63                | $251417.21              |
| 2025-12-22 | $211545.63                | $259350.97              |
| 2025-12-23 | $360298.44                | $245117.43              |
| 2025-12-24 | $561593.58                | $47627.80               |
| 2025-12-26 | $163997.99                | $26428.71               |
| 2025-12-29 | $238081.91                | $52236.53               |
| 2025-12-30 | $160424.04                | $307687.60              |
| 2025-12-31 | $574248.13                | $110232.21              |

**Total Gross Subscriptions (Month):** $6797965.97

**Total Gross Redemptions (Month):** $8399835.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.3900%           |
| 2025-12-02 | 3.3900%           |
| 2025-12-03 | 3.3800%           |
| 2025-12-04 | 3.3600%           |
| 2025-12-05 | 3.3400%           |
| 2025-12-08 | 3.2700%           |
| 2025-12-09 | 3.2600%           |
| 2025-12-10 | 3.2500%           |
| 2025-12-11 | 3.2400%           |
| 2025-12-12 | 3.2100%           |
| 2025-12-15 | 3.1400%           |
| 2025-12-16 | 3.1200%           |
| 2025-12-17 | 3.1000%           |
| 2025-12-18 | 3.0900%           |
| 2025-12-19 | 3.0800%           |
| 2025-12-22 | 3.0800%           |
| 2025-12-23 | 3.0800%           |
| 2025-12-24 | 3.0700%           |
| 2025-12-26 | 3.0800%           |
| 2025-12-29 | 3.1000%           |
| 2025-12-30 | 3.1000%           |
| 2025-12-31 | 3.1100%           |

### Class: Cash Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $4898553080.17

- **Number of Shares Outstanding:** 4898938296.4780

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $21204161.63              | $20546234.44            |
| 2025-12-02 | $43650406.25              | $14151271.10            |
| 2025-12-03 | $14137218.25              | $13210726.37            |
| 2025-12-04 | $12220372.49              | $13421499.54            |
| 2025-12-05 | $14087363.82              | $30706241.00            |
| 2025-12-08 | $9873603.59               | $13346300.33            |
| 2025-12-09 | $18692878.43              | $12937620.05            |
| 2025-12-10 | $12237801.40              | $14250745.30            |
| 2025-12-11 | $11406729.39              | $212331459.35           |
| 2025-12-12 | $34162583.48              | $13396335.07            |
| 2025-12-15 | $10708880.38              | $30328231.65            |
| 2025-12-16 | $13954857.48              | $14220281.07            |
| 2025-12-17 | $14929584.74              | $12649957.10            |
| 2025-12-18 | $15221975.44              | $12254883.49            |
| 2025-12-19 | $16305387.06              | $16361147.39            |
| 2025-12-22 | $30776073.55              | $13944733.96            |
| 2025-12-23 | $16153475.15              | $27672703.09            |
| 2025-12-24 | $12076389.12              | $32909909.39            |
| 2025-12-26 | $9606762.21               | $11076161.21            |
| 2025-12-29 | $12321690.88              | $6831134.41             |
| 2025-12-30 | $17299264.65              | $12681446.02            |
| 2025-12-31 | $20789932.21              | $21238212.17            |

**Total Gross Subscriptions (Month):** $381817391.60

**Total Gross Redemptions (Month):** $570467233.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6400%           |
| 2025-12-02 | 3.6400%           |
| 2025-12-03 | 3.6300%           |
| 2025-12-04 | 3.6100%           |
| 2025-12-05 | 3.5900%           |
| 2025-12-08 | 3.5200%           |
| 2025-12-09 | 3.5100%           |
| 2025-12-10 | 3.5000%           |
| 2025-12-11 | 3.4900%           |
| 2025-12-12 | 3.4600%           |
| 2025-12-15 | 3.3900%           |
| 2025-12-16 | 3.3700%           |
| 2025-12-17 | 3.3500%           |
| 2025-12-18 | 3.3400%           |
| 2025-12-19 | 3.3300%           |
| 2025-12-22 | 3.3300%           |
| 2025-12-23 | 3.3300%           |
| 2025-12-24 | 3.3200%           |
| 2025-12-26 | 3.3300%           |
| 2025-12-29 | 3.3500%           |
| 2025-12-30 | 3.3500%           |
| 2025-12-31 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 43.4300%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $199501236.87

- **Number of Shares Outstanding:** 199517158.9440

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $701265.83                | $118858.07              |
| 2025-12-02 | $120042.13                | $529942.34              |
| 2025-12-03 | $583336.88                | $284484.22              |
| 2025-12-04 | $105559.08                | $338554.71              |
| 2025-12-05 | $87915.82                 | $601528.58              |
| 2025-12-08 | $252366.53                | $689481.89              |
| 2025-12-09 | $66191.52                 | $140381.96              |
| 2025-12-10 | $2541205.89               | $148328.81              |
| 2025-12-11 | $151656.29                | $176558.95              |
| 2025-12-12 | $688653.97                | $336970.77              |
| 2025-12-15 | $40670.85                 | $289413.10              |
| 2025-12-16 | $151605.06                | $285507.48              |
| 2025-12-17 | $253529.57                | $521481.80              |
| 2025-12-18 | $279079.07                | $1014717.79             |
| 2025-12-19 | $666997.59                | $349992.44              |
| 2025-12-22 | $166002.92                | $247825.50              |
| 2025-12-23 | $89545.92                 | $586179.21              |
| 2025-12-24 | $67518.83                 | $471704.36              |
| 2025-12-26 | $391069.13                | $325844.51              |
| 2025-12-29 | $91834.22                 | $367526.15              |
| 2025-12-30 | $247457.20                | $330766.52              |
| 2025-12-31 | $313442.05                | $56585.30               |

**Total Gross Subscriptions (Month):** $8056946.35

**Total Gross Redemptions (Month):** $8212634.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7900%           |
| 2025-12-02 | 3.7900%           |
| 2025-12-03 | 3.7800%           |
| 2025-12-04 | 3.7600%           |
| 2025-12-05 | 3.7400%           |
| 2025-12-08 | 3.6700%           |
| 2025-12-09 | 3.6600%           |
| 2025-12-10 | 3.6500%           |
| 2025-12-11 | 3.6400%           |
| 2025-12-12 | 3.6100%           |
| 2025-12-15 | 3.5400%           |
| 2025-12-16 | 3.5200%           |
| 2025-12-17 | 3.5000%           |
| 2025-12-18 | 3.4900%           |
| 2025-12-19 | 3.4800%           |
| 2025-12-22 | 3.4800%           |
| 2025-12-23 | 3.4800%           |
| 2025-12-24 | 3.4700%           |
| 2025-12-26 | 3.4800%           |
| 2025-12-29 | 3.5000%           |
| 2025-12-30 | 3.5000%           |
| 2025-12-31 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 37.4300%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $0.00

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.0000          |
|  |  |
| 2025-12-02 | 0.0000          |
|  |  |
| 2025-12-03 | 0.0000          |
|  |  |
| 2025-12-04 | 0.0000          |
|  |  |
| 2025-12-05 | 0.0000          |
|  |  |
| 2025-12-08 | 0.0000          |
|  |  |
| 2025-12-09 | 0.0000          |
|  |  |
| 2025-12-10 | 0.0000          |
|  |  |
| 2025-12-11 | 0.0000          |
|  |  |
| 2025-12-12 | 0.0000          |
|  |  |
| 2025-12-15 | 0.0000          |
|  |  |
| 2025-12-16 | 0.0000          |
|  |  |
| 2025-12-17 | 0.0000          |
|  |  |
| 2025-12-18 | 0.0000          |
|  |  |
| 2025-12-19 | 0.0000          |
|  |  |
| 2025-12-22 | 0.0000          |
|  |  |
| 2025-12-23 | 0.0000          |
|  |  |
| 2025-12-24 | 0.0000          |
|  |  |
| 2025-12-26 | 0.0000          |
|  |  |
| 2025-12-29 | 0.0000          |
|  |  |
| 2025-12-30 | 0.0000          |
|  |  |
| 2025-12-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%           |
| 2025-12-02 | 0.0000%           |
| 2025-12-03 | 0.0000%           |
| 2025-12-04 | 0.0000%           |
| 2025-12-05 | 0.0000%           |
| 2025-12-08 | 0.0000%           |
| 2025-12-09 | 0.0000%           |
| 2025-12-10 | 0.0000%           |
| 2025-12-11 | 0.0000%           |
| 2025-12-12 | 0.0000%           |
| 2025-12-15 | 0.0000%           |
| 2025-12-16 | 0.0000%           |
| 2025-12-17 | 0.0000%           |
| 2025-12-18 | 0.0000%           |
| 2025-12-19 | 0.0000%           |
| 2025-12-22 | 0.0000%           |
| 2025-12-23 | 0.0000%           |
| 2025-12-24 | 0.0000%           |
| 2025-12-26 | 0.0000%           |
| 2025-12-29 | 0.0000%           |
| 2025-12-30 | 0.0000%           |
| 2025-12-31 | 0.0000%           |

### Class: Y

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $467362999.94

- **Number of Shares Outstanding:** 467397320.9620

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1737943.97               | $770152.72              |
| 2025-12-02 | $2048091.84               | $1280420.27             |
| 2025-12-03 | $1239159.85               | $2298495.79             |
| 2025-12-04 | $1167267.29               | $1464445.15             |
| 2025-12-05 | $1336795.31               | $1870046.02             |
| 2025-12-08 | $2206249.94               | $716022.20              |
| 2025-12-09 | $2721104.60               | $3511538.14             |
| 2025-12-10 | $2584433.03               | $2066691.12             |
| 2025-12-11 | $1293774.43               | $1971695.06             |
| 2025-12-12 | $2037964.64               | $1349325.07             |
| 2025-12-15 | $3971302.92               | $1383052.55             |
| 2025-12-16 | $5341055.84               | $1185909.35             |
| 2025-12-17 | $6626249.05               | $2114076.66             |
| 2025-12-18 | $3042130.88               | $2642020.01             |
| 2025-12-19 | $1579865.13               | $1497009.98             |
| 2025-12-22 | $969188.58                | $1010022.82             |
| 2025-12-23 | $1796937.76               | $3224271.06             |
| 2025-12-24 | $1076247.53               | $2296876.28             |
| 2025-12-26 | $1749227.95               | $1033073.37             |
| 2025-12-29 | $985531.68                | $1536345.53             |
| 2025-12-30 | $1200345.46               | $5884960.06             |
| 2025-12-31 | $3034680.30               | $2007326.75             |

**Total Gross Subscriptions (Month):** $49745547.98

**Total Gross Redemptions (Month):** $43113775.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7900%           |
| 2025-12-02 | 3.7900%           |
| 2025-12-03 | 3.7800%           |
| 2025-12-04 | 3.7600%           |
| 2025-12-05 | 3.7400%           |
| 2025-12-08 | 3.6700%           |
| 2025-12-09 | 3.6600%           |
| 2025-12-10 | 3.6500%           |
| 2025-12-11 | 3.6400%           |
| 2025-12-12 | 3.6100%           |
| 2025-12-15 | 3.5400%           |
| 2025-12-16 | 3.5200%           |
| 2025-12-17 | 3.5000%           |
| 2025-12-18 | 3.4900%           |
| 2025-12-19 | 3.4800%           |
| 2025-12-22 | 3.4800%           |
| 2025-12-23 | 3.4800%           |
| 2025-12-24 | 3.4700%           |
| 2025-12-26 | 3.4800%           |
| 2025-12-29 | 3.5000%           |
| 2025-12-30 | 3.5000%           |
| 2025-12-31 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 69.6200%         | 0.0000%              |

### Class: AX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $57932309.70

- **Number of Shares Outstanding:** 57936782.7830

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $189719.48                | $15765.33               |
| 2025-12-02 | $44064.78                 | $44596.97               |
| 2025-12-03 | $3609.78                  | $41879.82               |
| 2025-12-04 | $8140.82                  | $22291.48               |
| 2025-12-05 | $4610.75                  | $53503.34               |
| 2025-12-08 | $18933.35                 | $38397.72               |
| 2025-12-09 | $23608.21                 | $38283.47               |
| 2025-12-10 | $3651.90                  | $82904.89               |
| 2025-12-11 | $18013.13                 | $26058.25               |
| 2025-12-12 | $7990.42                  | $15834.69               |
| 2025-12-15 | $30788.07                 | $22995.74               |
| 2025-12-16 | $78110.56                 | $35851.70               |
| 2025-12-17 | $8947.70                  | $10950.18               |
| 2025-12-18 | $9483.01                  | $14178.23               |
| 2025-12-19 | $9415.44                  | $31550.52               |
| 2025-12-22 | $15419.68                 | $15290.99               |
| 2025-12-23 | $32846.06                 | $82618.98               |
| 2025-12-24 | $1347.19                  | $31874.46               |
| 2025-12-26 | $6379.52                  | $14752.27               |
| 2025-12-29 | $28868.82                 | $73919.17               |
| 2025-12-30 | $37462.13                 | $122052.37              |
| 2025-12-31 | $10655.31                 | $30871.49               |

**Total Gross Subscriptions (Month):** $592066.11

**Total Gross Redemptions (Month):** $866422.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6400%           |
| 2025-12-02 | 3.6400%           |
| 2025-12-03 | 3.6300%           |
| 2025-12-04 | 3.6100%           |
| 2025-12-05 | 3.5900%           |
| 2025-12-08 | 3.5200%           |
| 2025-12-09 | 3.5100%           |
| 2025-12-10 | 3.5000%           |
| 2025-12-11 | 3.4900%           |
| 2025-12-12 | 3.4600%           |
| 2025-12-15 | 3.3900%           |
| 2025-12-16 | 3.3700%           |
| 2025-12-17 | 3.3500%           |
| 2025-12-18 | 3.3400%           |
| 2025-12-19 | 3.3300%           |
| 2025-12-22 | 3.3300%           |
| 2025-12-23 | 3.3300%           |
| 2025-12-24 | 3.3200%           |
| 2025-12-26 | 3.3300%           |
| 2025-12-29 | 3.3500%           |
| 2025-12-30 | 3.3500%           |
| 2025-12-31 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.0100%          | 0.0000%              |

### Class: BX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $0.00

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.0000          |
|  |  |
| 2025-12-02 | 0.0000          |
|  |  |
| 2025-12-03 | 0.0000          |
|  |  |
| 2025-12-04 | 0.0000          |
|  |  |
| 2025-12-05 | 0.0000          |
|  |  |
| 2025-12-08 | 0.0000          |
|  |  |
| 2025-12-09 | 0.0000          |
|  |  |
| 2025-12-10 | 0.0000          |
|  |  |
| 2025-12-11 | 0.0000          |
|  |  |
| 2025-12-12 | 0.0000          |
|  |  |
| 2025-12-15 | 0.0000          |
|  |  |
| 2025-12-16 | 0.0000          |
|  |  |
| 2025-12-17 | 0.0000          |
|  |  |
| 2025-12-18 | 0.0000          |
|  |  |
| 2025-12-19 | 0.0000          |
|  |  |
| 2025-12-22 | 0.0000          |
|  |  |
| 2025-12-23 | 0.0000          |
|  |  |
| 2025-12-24 | 0.0000          |
|  |  |
| 2025-12-26 | 0.0000          |
|  |  |
| 2025-12-29 | 0.0000          |
|  |  |
| 2025-12-30 | 0.0000          |
|  |  |
| 2025-12-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%           |
| 2025-12-02 | 0.0000%           |
| 2025-12-03 | 0.0000%           |
| 2025-12-04 | 0.0000%           |
| 2025-12-05 | 0.0000%           |
| 2025-12-08 | 0.0000%           |
| 2025-12-09 | 0.0000%           |
| 2025-12-10 | 0.0000%           |
| 2025-12-11 | 0.0000%           |
| 2025-12-12 | 0.0000%           |
| 2025-12-15 | 0.0000%           |
| 2025-12-16 | 0.0000%           |
| 2025-12-17 | 0.0000%           |
| 2025-12-18 | 0.0000%           |
| 2025-12-19 | 0.0000%           |
| 2025-12-22 | 0.0000%           |
| 2025-12-23 | 0.0000%           |
| 2025-12-24 | 0.0000%           |
| 2025-12-26 | 0.0000%           |
| 2025-12-29 | 0.0000%           |
| 2025-12-30 | 0.0000%           |
| 2025-12-31 | 0.0000%           |

### Class: CX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $140299.68

- **Number of Shares Outstanding:** 140311.1330

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $339.12                   | $0.00                   |
| 2025-12-02 | $129.45                   | $0.00                   |
| 2025-12-03 | $32.34                    | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $9.60                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $50.00                    | $0.00                   |
| 2025-12-10 | $0.00                     | $4617.16                |
| 2025-12-11 | $133.60                   | $0.00                   |
| 2025-12-12 | $0.00                     | $100.00                 |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $168.85                   | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $9.60                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $100.00                   | $0.00                   |
| 2025-12-24 | $9.60                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $75.00                    | $672.27                 |
| 2025-12-30 | $39.05                    | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1096.21

**Total Gross Redemptions (Month):** $5389.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 2.8900%           |
| 2025-12-02 | 2.8900%           |
| 2025-12-03 | 2.8800%           |
| 2025-12-04 | 2.8600%           |
| 2025-12-05 | 2.8400%           |
| 2025-12-08 | 2.7800%           |
| 2025-12-09 | 2.7600%           |
| 2025-12-10 | 2.7500%           |
| 2025-12-11 | 2.7400%           |
| 2025-12-12 | 2.7100%           |
| 2025-12-15 | 2.6400%           |
| 2025-12-16 | 2.6200%           |
| 2025-12-17 | 2.6000%           |
| 2025-12-18 | 2.5900%           |
| 2025-12-19 | 2.5800%           |
| 2025-12-22 | 2.5800%           |
| 2025-12-23 | 2.5800%           |
| 2025-12-24 | 2.5800%           |
| 2025-12-26 | 2.5800%           |
| 2025-12-29 | 2.6000%           |
| 2025-12-30 | 2.6000%           |
| 2025-12-31 | 2.6100%           |

### Class: R6

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $13718765.17

- **Number of Shares Outstanding:** 13719708.2170

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $51677.10                 | $620.45                 |
| 2025-12-02 | $450.81                   | $151767.97              |
| 2025-12-03 | $1731.71                  | $14.85                  |
| 2025-12-04 | $12492.94                 | $526.23                 |
| 2025-12-05 | $555.43                   | $528.11                 |
| 2025-12-08 | $2456.20                  | $44.29                  |
| 2025-12-09 | $1809.58                  | $13000.00               |
| 2025-12-10 | $11056.87                 | $500001.85              |
| 2025-12-11 | $1479.16                  | $2141.21                |
| 2025-12-12 | $4600.01                  | $0.26                   |
| 2025-12-15 | $5682.87                  | $935.30                 |
| 2025-12-16 | $2782.69                  | $350515.04              |
| 2025-12-17 | $9575.84                  | $707.22                 |
| 2025-12-18 | $516660.98                | $589.05                 |
| 2025-12-19 | $1812.82                  | $29.43                  |
| 2025-12-22 | $3039.39                  | $5.67                   |
| 2025-12-23 | $2192.23                  | $0.00                   |
| 2025-12-24 | $11789.78                 | $0.00                   |
| 2025-12-26 | $1840.20                  | $0.00                   |
| 2025-12-29 | $123569.89                | $0.00                   |
| 2025-12-30 | $4219.18                  | $44386.13               |
| 2025-12-31 | $134897.85                | $0.00                   |

**Total Gross Subscriptions (Month):** $906373.53

**Total Gross Redemptions (Month):** $1065813.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8500%           |
| 2025-12-02 | 3.8500%           |
| 2025-12-03 | 3.8400%           |
| 2025-12-04 | 3.8300%           |
| 2025-12-05 | 3.8100%           |
| 2025-12-08 | 3.7500%           |
| 2025-12-09 | 3.7400%           |
| 2025-12-10 | 3.7300%           |
| 2025-12-11 | 3.7100%           |
| 2025-12-12 | 3.6900%           |
| 2025-12-15 | 3.6200%           |
| 2025-12-16 | 3.6000%           |
| 2025-12-17 | 3.5800%           |
| 2025-12-18 | 3.5600%           |
| 2025-12-19 | 3.5600%           |
| 2025-12-22 | 3.5500%           |
| 2025-12-23 | 3.5500%           |
| 2025-12-24 | 3.5500%           |
| 2025-12-26 | 3.5600%           |
| 2025-12-29 | 3.5700%           |
| 2025-12-30 | 3.5800%           |
| 2025-12-31 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 24.6000%         | 0.0000%              |
| Pension plan  |  | 30.6300%         | 0.0000%              |

### Class: A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $316599912.84

- **Number of Shares Outstanding:** 316623775.4690

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1387135.92               | $672700.34              |
| 2025-12-02 | $49024.81                 | $269660.16              |
| 2025-12-03 | $33072.21                 | $30608.87               |
| 2025-12-04 | $312138.80                | $471438.26              |
| 2025-12-05 | $358087.84                | $132629.60              |
| 2025-12-08 | $135038.47                | $527850.45              |
| 2025-12-09 | $305649.63                | $549258.97              |
| 2025-12-10 | $287368.51                | $529719.86              |
| 2025-12-11 | $321295.36                | $995347.09              |
| 2025-12-12 | $288296.32                | $115729.25              |
| 2025-12-15 | $185061.73                | $543868.64              |
| 2025-12-16 | $513025.74                | $790116.69              |
| 2025-12-17 | $1501662.76               | $279084.60              |
| 2025-12-18 | $34695.38                 | $185790.54              |
| 2025-12-19 | $2674794.15               | $388899.01              |
| 2025-12-22 | $8294932.65               | $599885.13              |
| 2025-12-23 | $1154282.01               | $360521.55              |
| 2025-12-24 | $894716.67                | $669691.58              |
| 2025-12-26 | $133249.10                | $68226.89               |
| 2025-12-29 | $1327284.62               | $212471.69              |
| 2025-12-30 | $981755.76                | $552060.65              |
| 2025-12-31 | $342276.40                | $285526.54              |

**Total Gross Subscriptions (Month):** $21514844.84

**Total Gross Redemptions (Month):** $9231086.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.5900%           |
| 2025-12-02 | 3.5900%           |
| 2025-12-03 | 3.5800%           |
| 2025-12-04 | 3.5600%           |
| 2025-12-05 | 3.5400%           |
| 2025-12-08 | 3.4700%           |
| 2025-12-09 | 3.4600%           |
| 2025-12-10 | 3.4500%           |
| 2025-12-11 | 3.4400%           |
| 2025-12-12 | 3.4100%           |
| 2025-12-15 | 3.3400%           |
| 2025-12-16 | 3.3200%           |
| 2025-12-17 | 3.3000%           |
| 2025-12-18 | 3.2900%           |
| 2025-12-19 | 3.2800%           |
| 2025-12-22 | 3.2800%           |
| 2025-12-23 | 3.2800%           |
| 2025-12-24 | 3.2700%           |
| 2025-12-26 | 3.2800%           |
| 2025-12-29 | 3.3000%           |
| 2025-12-30 | 3.3000%           |
| 2025-12-31 | 3.3100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 23.7500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10005630.80
- **C.18.a - Value (excl. sponsor support):** $10005630.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XW1, C.4 - ISIN: US3130B6XW12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999822.00
- **C.18.a - Value (excl. sponsor support):** $49999822.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30022203.60
- **C.18.a - Value (excl. sponsor support):** $30022203.60
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5480612.50
- **C.18.a - Value (excl. sponsor support):** $5480612.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19872888.80
- **C.18.a - Value (excl. sponsor support):** $19872888.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SP7, C.4 - ISIN: US313397SP74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99676875.00
- **C.18.a - Value (excl. sponsor support):** $99676875.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20003166.40
- **C.18.a - Value (excl. sponsor support):** $20003166.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7000630.91
- **C.18.a - Value (excl. sponsor support):** $7000630.91
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15003251.85
- **C.18.a - Value (excl. sponsor support):** $15003251.85
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003087.70
- **C.18.a - Value (excl. sponsor support):** $10003087.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4000511.48
- **C.18.a - Value (excl. sponsor support):** $4000511.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25027646.50
- **C.18.a - Value (excl. sponsor support):** $25027646.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5004558.60
- **C.18.a - Value (excl. sponsor support):** $5004558.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25001227.75
- **C.18.a - Value (excl. sponsor support):** $25001227.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15000853.20
- **C.18.a - Value (excl. sponsor support):** $15000853.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20002570.00
- **C.18.a - Value (excl. sponsor support):** $20002570.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **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):** $30018300.60
- **C.18.a - Value (excl. sponsor support):** $30018300.60
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGB1, C.4 - ISIN: US3133ERGB16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20002088.20
- **C.18.a - Value (excl. sponsor support):** $20002088.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002636.70
- **C.18.a - Value (excl. sponsor support):** $10002636.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14015715.84
- **C.18.a - Value (excl. sponsor support):** $14015715.84
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7002129.54
- **C.18.a - Value (excl. sponsor support):** $7002129.54
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25003846.50
- **C.18.a - Value (excl. sponsor support):** $25003846.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004445.70
- **C.18.a - Value (excl. sponsor support):** $10004445.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20511909.68
- **C.18.a - Value (excl. sponsor support):** $20511909.68
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2001117.70
- **C.18.a - Value (excl. sponsor support):** $2001117.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15006943.20
- **C.18.a - Value (excl. sponsor support):** $15006943.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45023584.05
- **C.18.a - Value (excl. sponsor support):** $45023584.05
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15006223.20
- **C.18.a - Value (excl. sponsor support):** $15006223.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99075351.87
- **C.18.a - Value (excl. sponsor support):** $99075351.87
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11006374.50
- **C.18.a - Value (excl. sponsor support):** $11006374.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10007573.30
- **C.18.a - Value (excl. sponsor support):** $10007573.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10018468.90
- **C.18.a - Value (excl. sponsor support):** $10018468.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008709.60
- **C.18.a - Value (excl. sponsor support):** $20008709.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999105.55
- **C.18.a - Value (excl. sponsor support):** $14999105.55
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74996276.25
- **C.18.a - Value (excl. sponsor support):** $74996276.25
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3D7, C.4 - ISIN: US3133ET3D71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50000360.00
- **C.18.a - Value (excl. sponsor support):** $50000360.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999688.15
- **C.18.a - Value (excl. sponsor support):** $34999688.15
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46986246.39
- **C.18.a - Value (excl. sponsor support):** $46986246.39
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAD9, C.4 - ISIN: US3133ETAD91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50000457.50
- **C.18.a - Value (excl. sponsor support):** $50000457.50
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $41033043.95
- **C.18.a - Value (excl. sponsor support):** $41033043.95
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45033445.80
- **C.18.a - Value (excl. sponsor support):** $45033445.80
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.905000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2002369.28
- **C.18.a - Value (excl. sponsor support):** $2002369.28
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25021855.50
- **C.18.a - Value (excl. sponsor support):** $25021855.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25001995.25
- **C.18.a - Value (excl. sponsor support):** $25001995.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFX0, C.4 - ISIN: US3133ETFX01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15018534.30
- **C.18.a - Value (excl. sponsor support):** $15018534.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19995296.00
- **C.18.a - Value (excl. sponsor support):** $19995296.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24997545.50
- **C.18.a - Value (excl. sponsor support):** $24997545.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8004600.08
- **C.18.a - Value (excl. sponsor support):** $8004600.08
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10998759.53
- **C.18.a - Value (excl. sponsor support):** $10998759.53
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29991546.90
- **C.18.a - Value (excl. sponsor support):** $29991546.90
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRN9, C.4 - ISIN: US3133ETRN90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40002172.80
- **C.18.a - Value (excl. sponsor support):** $40002172.80
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75055871.25
- **C.18.a - Value (excl. sponsor support):** $75055871.25
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25007513.75
- **C.18.a - Value (excl. sponsor support):** $25007513.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9998849.40
- **C.18.a - Value (excl. sponsor support):** $9998849.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $60004904.40
- **C.18.a - Value (excl. sponsor support):** $60004904.40
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40020502.80
- **C.18.a - Value (excl. sponsor support):** $40020502.80
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **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):** $20009521.40
- **C.18.a - Value (excl. sponsor support):** $20009521.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $10006312.30
- **C.18.a - Value (excl. sponsor support):** $10006312.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25046725.50
- **C.18.a - Value (excl. sponsor support):** $25046725.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $9016232.76
- **C.18.a - Value (excl. sponsor support):** $9016232.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $44073403.00
- **C.18.a - Value (excl. sponsor support):** $44073403.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $24997764.50
- **C.18.a - Value (excl. sponsor support):** $24997764.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589SL8, C.4 - ISIN: US313589SL84, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $106687025.00
- **C.18.a - Value (excl. sponsor support):** $106687025.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $25010704.50
- **C.18.a - Value (excl. sponsor support):** $25010704.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $23018441.63
- **C.18.a - Value (excl. sponsor support):** $23018441.63
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $6003172.74
- **C.18.a - Value (excl. sponsor support):** $6003172.74
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $16031426.56
- **C.18.a - Value (excl. sponsor support):** $16031426.56
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $17999790.30
- **C.18.a - Value (excl. sponsor support):** $17999790.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44664969.60
- **C.18.a - Value (excl. sponsor support):** $44664969.60
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68757193.40
- **C.18.a - Value (excl. sponsor support):** $68757193.40
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39182687.60
- **C.18.a - Value (excl. sponsor support):** $39182687.60
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199884226.00
- **C.18.a - Value (excl. sponsor support):** $199884226.00
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24968048.25
- **C.18.a - Value (excl. sponsor support):** $24968048.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74749156.50
- **C.18.a - Value (excl. sponsor support):** $74749156.50
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $89632089.90
- **C.18.a - Value (excl. sponsor support):** $89632089.90
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.847000%
- **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):** $9999803.60
- **C.18.a - Value (excl. sponsor support):** $9999803.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 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):** $65337260.30
- **C.18.a - Value (excl. sponsor support):** $65337260.30
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.762000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35011798.15
- **C.18.a - Value (excl. sponsor support):** $35011798.15
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.750000%
- **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: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-11-20      | 5.0338%  | 0.0000% | $40714293.00       | $40800001.38       | Agency Collateralized Mortgage Obligation |

### Security 81: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.810000%
- **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: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.7530%  | 0.0000% | $1727.00           | $1502.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $185.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 6.6270%  | 0.0000% | $10540167.00       | $949756.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.3000%  | 0.0000% | $3361.00           | $211.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 5.0000%  | 0.0000% | $1001.00           | $25.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.5000%  | 0.0000% | $1002.00           | $54.68             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 4.5000%  | 0.0000% | $1040.00           | $81.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $104.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $78.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $98.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $159.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-02-01      | 3.0000%  | 0.0000% | $172826.00         | $46777.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $137.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $150.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $272.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $101.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $327.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $163.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 3.0000%  | 0.0000% | $1000.00           | $144.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $1023.00           | $83.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $176.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1002.00           | $104.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $35.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1873.00           | $205.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $1002.00           | $8.66              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.0000%  | 0.0000% | $1000.00           | $116.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $135.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $102.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $177.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $91.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $103.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $295.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $631.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $542.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $1003.00           | $173.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1002.00           | $664.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $717.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $499000.00         | $339900.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $1002.00           | $705.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $780.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $33155.00          | $24966.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $764.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $767.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $803.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $812128.00         | $665197.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $734.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $850.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $763.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $850.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $2079965.00        | $1714629.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $870.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1067.00           | $967.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $8178240.00        | $7076935.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $220.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $271.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $992.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1999.00           | $677.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $630.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $746.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $725.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $714.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $718.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $1096.00           | $865.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $145.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $162.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $1001.00           | $117.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $292.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $516.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $564.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $653.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1020.00           | $793.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $778.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $687.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $748.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $751.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $602.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $787.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $686.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $778.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $864.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $910.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $398200.00         | $295769.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $983.34            | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $29000.00          | $23995.81          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-12-01      | 2.7800%  | 0.0000% | $47000.00          | $39664.55          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $871.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $1001.00           | $414.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $534.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $8000970.00        | $3651353.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $539.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $547.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $446.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $683.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $616.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $629.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $709.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1023.00           | $666.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $785.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $812.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $803.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1243941.00        | $1010941.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1055.00           | $929.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $809.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1034.00           | $955.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-07-01      | 2.5000%  | 0.0000% | $1000.00           | $108.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $848.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $842.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $270516.00         | $221040.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $491654.00         | $286809.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $1000.00           | $901.70            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $1081.00           | $16.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $952254.00         | $704336.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $1000.00           | $993.68            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 4.0600%  | 0.0000% | $2307224.00        | $2326270.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 1.4719%  | 0.0000% | $3585520.00        | $3036439.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-06-25      | 2.9200%  | 0.0000% | $288094.00         | $268335.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $8134686.00        | $8051545.72        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 5.5000%  | 0.0000% | $818368.00         | $843038.48         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-12-25      | 4.5000%  | 0.0000% | $1768812.00        | $1668656.56        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1008.00           | $78.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $69.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 4.5000%  | 0.0000% | $1004.00           | $27.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 6.5000%  | 0.0000% | $1001.00           | $36.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $2770.00           | $229.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $76.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $101.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $152.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $176.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-03-01      | 4.0000%  | 0.0000% | $1006.00           | $22.49             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 4.5000%  | 0.0000% | $1000.00           | $188.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1996.00           | $534.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $263.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $138.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $2000.00           | $1144.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $290.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1001.00           | $204.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1026.00           | $310.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $138.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $84.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1003.00           | $136.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1001.00           | $72.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $1030.00           | $10.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $1003.00           | $5.52              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $843.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $599.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $775.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1004.00           | $758.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1818.00           | $1948.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $514.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1938.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $748.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $874.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1001.00           | $833.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1003.00           | $952.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $946.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $687.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $928.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $990.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $965.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $882.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $670.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1044.00           | $1058.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $78920.00          | $75091.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1073454.00        | $1091265.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $978.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $980.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1824140.00        | $1979127.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $304030.00         | $314826.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1088.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $1002.00           | $1078.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $997.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $982.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $13739471.00       | $14005863.62       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $980.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1010.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1023.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $483336.00         | $507815.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $2401000.00        | $341956.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1999.00           | $454.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $1000.00           | $107.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $293.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $131.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $181.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $185.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.0000%  | 0.0000% | $1000.00           | $267.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $215.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $420000.00         | $39672.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1001.00           | $227.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $285.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $304.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $146.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $188.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $233.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $330.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $422.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $583.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $311.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $587.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $560.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $565.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $657.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $582.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $748.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $755.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1008.00           | $613.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $999.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $723.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $827.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $469530.00         | $369934.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $787.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1005.00           | $766.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $706.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $759.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $972.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1001.00           | $285.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $204000.00         | $15405.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 3.5000%  | 0.0000% | $1857013.00        | $614685.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1008.00           | $216.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $384.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $607.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $506.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 3.0000%  | 0.0000% | $1001.00           | $470.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $552.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $618.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $591.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $255.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $684.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $700.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $634.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $695.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $721.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $10000.00          | $7453.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $809.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $789.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $828.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $795.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $760.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.0000%  | 0.0000% | $1000.00           | $784.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1008.00           | $782.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $865.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $728.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1014.00           | $830.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $765.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1857.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $2024.00           | $1514.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $945.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $940.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $870.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $950.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $984.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $1000.00           | $854.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $1008.00           | $255.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1008.00           | $328.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $310.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $242.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $129.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $1000.00           | $411.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $303.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1002.00           | $503.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $216700.00         | $113279.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $532.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $334.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $619.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $462.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $569.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $2007.00           | $1152.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1008.00           | $654.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $545.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $588.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $664.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1281.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $623.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $638.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $606.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $625.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $678.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $1001.00           | $638.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $739.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $751.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 2.5000%  | 0.0000% | $1000.00           | $722.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $686.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1465.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $723.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $817.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $673.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $796.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $815.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $1008.00           | $680.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $589.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1620.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $730.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $715.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $779.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $738.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $831.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $757.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $833.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $806.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $848.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1222.00           | $1071.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $792.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $735.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $895.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $952.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1001.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1080.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $303892.00         | $313576.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1001.00           | $7.07              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1000.00           | $73.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $1007.00           | $5.72              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-05-01      | 4.5000%  | 0.0000% | $1000.00           | $34.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $1008.00           | $72.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $1543.00           | $20.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 5.0000%  | 0.0000% | $1001.00           | $38.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $1000.00           | $85.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $1000.00           | $145.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 4.0000%  | 0.0000% | $1000.00           | $45.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 4.0000%  | 0.0000% | $1000.00           | $96.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $1000.00           | $91.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $81.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $80.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $1010.00           | $80.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $611.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1240.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $273.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $209.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1001.00           | $403.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.0000%  | 0.0000% | $1000.00           | $264.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $578.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $733.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $551.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $882.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $726.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $647.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 2.5000%  | 0.0000% | $1000.00           | $673.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $766.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $720.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $629.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $792.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $810.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $826.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $828.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $793.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $886.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $860.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $912.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $947.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $985.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $945.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1027.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 6.3580%  | 0.0000% | $14110061.00       | $185355.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $2138.00           | $57.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $1000.00           | $79.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $358923.00         | $30640.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1001.00           | $966.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $945.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $577145.00         | $459755.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $867.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $864.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $978.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $857.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $2228125.00        | $1794006.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $913.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1007.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $694.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $919.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $966.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $941.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $627.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $928.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $499.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $43740.00          | $44020.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $969.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $11368672.00       | $10289667.58       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $773512.00         | $813938.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1006150.00        | $1045467.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2059.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 7.0000%  | 0.0000% | $1259360.00        | $1333529.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $775.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $980.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $981.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $893.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $854.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $958.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $4895920.00        | $4142019.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $983.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1023.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $928.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $727.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $905.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $885.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $941.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1872.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1030.00           | $987.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1975.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $2000.00           | $1737.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $1025.00           | $14.05             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $1000.00           | $48.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-10-20      | 4.5000%  | 0.0000% | $1000.00           | $64.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1040.00           | $101.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $1008.00           | $39.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $1201.00           | $139.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $2120.00           | $259.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $60229.00          | $7042.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $2025.00           | $238.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $1001.00           | $207.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $91.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $1000.00           | $117.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $2001.00           | $892.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $1000.00           | $66.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $1001.00           | $111.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1665.00           | $416.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $138.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $2096.00           | $688.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1000.00           | $201.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $489000.00         | $243813.39         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3000.00           | $2717.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $2006.00           | $1132.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $1000.00           | $898.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $2024.00           | $1506.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $768.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $2008.00           | $1475.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $742.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $3048.00           | $2045.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $9984.00           | $5237.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $609.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1008.00           | $605.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1008.00           | $816.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2025.00           | $1590.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $630.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1000.00           | $476.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $2000.00           | $1443.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $301.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $1002.00           | $126.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $1000.00           | $630.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1001.00           | $181.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $2000.00           | $1335.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $687.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $608.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $2076.00           | $870.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $86298.00          | $27832.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $2000.00           | $436.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $1000.00           | $914.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $954.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1066.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $997.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $1000.00           | $989.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $925.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1000.00           | $390.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1000.00           | $1058.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $546.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1003.00           | $419.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $667.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1077.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $874.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1078.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1000.00           | $877.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $3205.00           | $3282.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1046.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1000.00           | $853.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $823.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $780.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1008.00           | $1029.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2000.00           | $2127.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2000.00           | $2128.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2000.00           | $2128.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2000.00           | $2103.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2000.00           | $2109.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1023.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1023.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1028.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2102.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1025.00           | $1072.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $2000.00           | $1884.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $915.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1738.00           | $1497.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $971.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1065.00           | $919.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1024.00           | $1005.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $971.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1017.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1000.00           | $991.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2024.00           | $2021.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1024.00           | $1029.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1024.00           | $1027.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2048.00           | $1999.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $1024.00           | $1001.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1008.00           | $1010.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $838.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2121.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2005.00           | $1925.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $1000.00           | $21.85             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $1000.00           | $40.32             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $1047.00           | $10.27             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $25000.00          | $98.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $1999.00           | $107.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $586.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 4.7500%  | 0.0000% | $1017392.00        | $1002782.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.2984%  | 0.0000% | $26546047.00       | $2872700.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $27587516.00       | $17196307.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0677%  | 0.0000% | $5487061.00        | $3924570.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $10074.00          | $5403.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.9776%  | 0.0000% | $3159106.00        | $2345909.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.9177%  | 0.0000% | $47837.00          | $40481.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5176%  | 0.0000% | $91519.00          | $62951.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0176%  | 0.0000% | $13663.00          | $13679.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.9925%  | 0.0000% | $678696.00         | $673129.67         | Agency Collateralized Mortgage Obligation |

### Security 82: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $60022400.00       | $61200072.65       | U.S. Treasuries (including strips) |

### Security 83: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.740000%
- **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: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.1870%  | 0.0000% | $1021.00           | $1016.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $70.93             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $185.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $113.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.5000%  | 0.0000% | $1000.00           | $54.57             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $1179.00           | $123.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 2.5000%  | 0.0000% | $1000.00           | $52.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 4.5000%  | 0.0000% | $369134.00         | $33219.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1001.00           | $137.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $179.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $150.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $681997.00         | $103747.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $164.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1048.00           | $106.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.5000%  | 0.0000% | $397451.00         | $50925.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $247.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 3.0000%  | 0.0000% | $1000.00           | $144.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $1006.00           | $82.20             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $24981024.00       | $2611785.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1991.00           | $218.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.0000%  | 0.0000% | $265993.00         | $30961.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $102.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $177.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $91.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $75996.00          | $9234.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.0000%  | 0.0000% | $5050000.00        | $981445.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-12-01      | 7.0000%  | 0.0000% | $1000.00           | $69.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $295.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.5000%  | 0.0000% | $824205.00         | $83125.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $1000.00           | $883.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $631.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $1016.00           | $551.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1006.00           | $666.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $717.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $779.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $708.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $767.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $689.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $3472116.00        | $2843938.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $734.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $850.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $763.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $850.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $14000.00          | $11540.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $819.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $1001.00           | $724.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $818.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $865.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $220.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $225.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $507167.00         | $137480.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1023.00           | $991.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $339.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $615.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $816842.00         | $642805.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $614.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $554.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $614031.00         | $372666.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $632.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1259.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $714.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $663.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $862.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 1.8000%  | 0.0000% | $40000.00          | $37879.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 5.5000%  | 0.0000% | $1003.00           | $155.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $558.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $433.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $531316.00         | $348332.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1001.00           | $727.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $777.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $694.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 6.0000%  | 0.0000% | $1194836.00        | $1201735.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $777.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $17327.00          | $13440.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $686.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $11999.00          | $9635.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $686.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $2698000.00        | $2268066.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $802.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $794.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $864.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $910.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1021.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $1145074.00        | $1206992.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $871.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $244499.00         | $101257.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $361.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $534.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $429.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $669504.00         | $389315.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $683.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $689.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2719.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1025.00           | $668.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $3336.00           | $2436.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $4996.00           | $3964.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $91000.00          | $63890.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $728.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1624.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $803.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1266.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $9669.00           | $7857.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $809.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $856.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-01      | 2.0000%  | 0.0000% | $3032.00           | $1817.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $2446.00           | $2324.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $985.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-25      | 1.5000%  | 0.0000% | $1000.00           | $99.18             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-04-25      | 2.4690%  | 0.0000% | $111179.00         | $64929.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.7230%  | 0.0000% | $1899.00           | $173.73            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $221989.00         | $172028.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $753780.00         | $439722.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7150%  | 0.0000% | $3124620.00        | $3154589.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $584936.00         | $527439.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-03-25      | 2.6730%  | 0.0000% | $69997.00          | $62611.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $963.38            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $77842.00          | $73930.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $22179.00          | $21952.32          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-12-25      | 4.5000%  | 0.0000% | $1617708.00        | $1553687.21        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $2677705.00        | $2659883.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $706.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $1093788.00        | $916117.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $972.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $8764.00           | $8805.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1261.00           | $1265.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $222000.00         | $57341.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $3790008.00        | $1636780.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2870623.00        | $1736262.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1040.00           | $780.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $938.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $38656.00          | $30800.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $815.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $2456490.00        | $1447339.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $747.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $831.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $890.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $2.97              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $32999.00          | $8171.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.0000%  | 0.0000% | $1000.00           | $264.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $826.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $828.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $985.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1024.00           | $998.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $7944.00           | $8008.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $945.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $125333.00         | $108305.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $873.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $978.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1009.00           | $1019.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $855.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1347816.00        | $1363941.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $771280.00         | $776934.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1626.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $11475.00          | $10529.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1024841.00        | $1044511.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $452380.00         | $460428.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $993.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $2008.00           | $1933.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $499.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $6003.00           | $6286.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1359590.00        | $1318739.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $2758421.00        | $2308450.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $2784.00           | $2634.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 7.0000%  | 0.0000% | $744428.00         | $788270.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1031.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $775.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1055.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $7000.00           | $7018.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1332020.00        | $1366306.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1160784.00        | $1183985.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $980.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $286816.00         | $296726.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $768.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $22180.00          | $20017.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $963.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1023.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $981.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $990.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2963.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $527728.00         | $458486.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $9893001.00        | $9854479.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1027.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1000.00           | $96.38             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $1298.00           | $100.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $1024.00           | $76.74             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1024.00           | $85.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $1200.00           | $139.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $4541.00           | $535.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1024.00           | $501.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $681815.00         | $511567.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1024.00           | $776.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $671.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1280.00           | $886.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $804.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $213.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1024.00           | $1070.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $915.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1024.00           | $969.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $6966106.00        | $6002879.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-05-16      | 4.4987%  | 0.0000% | $3853508.00        | $93168.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.9877%  | 0.0000% | $2697600.00        | $2663302.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.3177%  | 0.0000% | $250772.00         | $222971.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.9977%  | 0.0000% | $10841095.00       | $10842608.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.9177%  | 0.0000% | $1052.00           | $674.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0677%  | 0.0000% | $298612.00         | $298973.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $4689224.00        | $2518412.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1000.00           | $458.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.8177%  | 0.0000% | $8995743.00        | $5800259.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.8177%  | 0.0000% | $23990144.00       | $16389458.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.0176%  | 0.0000% | $45270561.00       | $33303526.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.2176%  | 0.0000% | $6445796.00        | $4770104.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.7176%  | 0.0000% | $983392.00         | $367479.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.7976%  | 0.0000% | $4299328.00        | $2886610.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.8177%  | 0.0000% | $2298856.00        | $1670076.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.8277%  | 0.0000% | $2706110.00        | $1973977.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $42502.00          | $16516.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $638559.00         | $350046.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $1726194.00        | $1253005.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8677%  | 0.0000% | $2038272.00        | $1793672.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0677%  | 0.0000% | $143804.00         | $102854.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0677%  | 0.0000% | $22288951.00       | $8914603.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.9376%  | 0.0000% | $450818.00         | $360537.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.9177%  | 0.0000% | $17792.00          | $10297.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.0277%  | 0.0000% | $8004760.00        | $3524321.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8177%  | 0.0000% | $28570847.00       | $9611678.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.4177%  | 0.0000% | $2119490.00        | $708883.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.3177%  | 0.0000% | $998225.00         | $328476.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9676%  | 0.0000% | $4581250.00        | $3959577.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.2176%  | 0.0000% | $1736500.00        | $592550.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $605932.00         | $622899.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.1177%  | 0.0000% | $1001721.00        | $487985.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $78751.00          | $42242.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0176%  | 0.0000% | $451717.00         | $349398.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0277%  | 0.0000% | $229056.00         | $149615.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.9776%  | 0.0000% | $3434272.00        | $2550244.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0176%  | 0.0000% | $855168.00         | $587675.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.9376%  | 0.0000% | $1959484.00        | $1646325.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2377%  | 0.0000% | $350888.00         | $336514.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0677%  | 0.0000% | $254864.00         | $245251.80         | Agency Collateralized Mortgage Obligation |

### Security 84: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.830000%
- **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: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2030-08-25      | 3.6250%  | 0.0000% | $500000.00         | $491854.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-25      | 5.5000%  | 0.0000% | $114705278.00      | $45940816.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $1295928.00        | $1281537.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $3717000.00        | $589217.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.7500%  | 0.0000% | $572745.00         | $104.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.8141%  | 0.0000% | $14090240.00       | $1326.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $7499999.00        | $7483969.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.3484%  | 0.0000% | $1460000.00        | $417046.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2176%  | 0.0000% | $6513200.00        | $4994126.97        | Agency Collateralized Mortgage Obligation |

### Security 85: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 2.8700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $2816900.00        | $2898337.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $176210000.00      | $180701722.18      | U.S. Treasuries (including strips) |

### Security 86: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $22657700.00       | $22558196.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $5600.00           | $4669.53           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $20049400.00       | $13439744.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $1000.00           | $719.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $62100.00          | $43724.70          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $755500.00         | $636449.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $4725000.00        | $4511487.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $198.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $96600.00          | $87026.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $48100.00          | $47314.27          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $31000.00          | $31857.60          | U.S. Treasuries (including strips) |

### Security 87: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $3890400.00        | $3977089.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $12300.00          | $9344.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $900100.00         | $636412.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $300.00            | $298.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $521200.00         | $494548.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $33200.00          | $29909.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $3000.00           | $3082.99           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $218100.00         | $218973.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $481600.00         | $488744.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $29098700.00       | $31444311.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $6969000.00        | $7153349.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $1100.00           | $1114.21           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |

### Security 88: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $61000000.00
- **C.18.a - Value (excl. sponsor support):** $61000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $300.00            | $243.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $49480800.00       | $35105489.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $145.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $1000.00           | $719.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $141.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $86.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $148000.00         | $134176.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $190.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $2053900.00        | $1948874.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $114400.00         | $103062.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $11197900.00       | $11057971.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $34900.00          | $35865.50          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $941800.00         | $972896.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $1465900.00        | $1509817.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $2355200.00        | $2545049.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $5196800.00        | $5440799.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $3999800.00        | $4213759.56        | U.S. Treasuries (including strips) |

### Security 89: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.870000%
- **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: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2044-08-20      | 3.0000%  | 0.0000% | $960324.00         | $110213.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $930000.00         | $91992.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1368000.00        | $1077273.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $73686810.00       | $46469228.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3094281.00        | $2438249.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $17742552.00       | $15365885.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1101443.00        | $1150695.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $10700531.00       | $11553756.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3209991.00        | $3298937.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $984140.00         | $43766.32          | Agency Mortgage-Backed Securities |

### Security 90: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $15600.00          | $15521.97          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $58189700.00       | $58684709.81       | U.S. Treasuries (including strips) |

### Security 91: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VSP9, C.3 - LEI: N/A, C.5 - Other ID: BIV94VSP9
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $112067200.00      | $112200051.36      | U.S. Treasuries (including strips) |

### Security 92: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV95JDP1, C.3 - LEI: N/A, C.5 - Other ID: BIV95JDP1
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $35029800.00       | $35700050.13       | U.S. Treasuries (including strips) |

### Security 93: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.980000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97ETZ1, C.3 - LEI: N/A, C.5 - Other ID: BIV97ETZ1
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.625 31-AUG-2030 | 2030-08-31      | 3.6250%  | 0.0000% | $30288600.00       | $30600053.16       | U.S. Treasuries (including strips) |

### Security 94: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $121586300.00      | $122759979.94      | U.S. Treasuries (including strips) |

### Security 95: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.780000%
- **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: BIV98LV81, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV98LV81
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-10-01      | 5.0000%  | 0.0000% | $1155489.56        | $1100951.00        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-06-01      | 6.0000%  | 0.0000% | $1223007.40        | $1090319.37        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 6.0000%  | 0.0000% | $1300000.00        | $1034440.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-08-01      | 5.5000%  | 0.0000% | $1207902.44        | $1124496.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2063-03-01      | 3.5000%  | 0.0000% | $1444891.03        | $1038699.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-01-01      | 2.5000%  | 0.0000% | $1965600.00        | $1072681.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-09-01      | 2.5000%  | 0.0000% | $1773200.00        | $1069263.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-08-01      | 4.0000%  | 0.0000% | $1031494.00        | $961482.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-07-01      | 5.0000%  | 0.0000% | $1456000.00        | $1076063.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2038-03-01      | 2.0000%  | 0.0000% | $932256.36         | $848011.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2037-03-01      | 2.5000%  | 0.0000% | $1062667.84        | $982574.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-10-01      | 2.0000%  | 0.0000% | $1361367.59        | $1109349.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 3.5000%  | 0.0000% | $1195477.24        | $1113601.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2056-01-01      | 5.0000%  | 0.0000% | $869154.88         | $873748.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2047-07-01      | 5.0000%  | 0.0000% | $1753644.88        | $1089330.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-10-01      | 6.0000%  | 0.0000% | $1097243.26        | $1084467.64        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-01-01      | 5.5000%  | 0.0000% | $1066807.92        | $998293.41         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 5.5000%  | 0.0000% | $1138235.28        | $1112126.76        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.5000%  | 0.0000% | $1155249.63        | $1131606.66        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-09-01      | 5.5000%  | 0.0000% | $1045386.63        | $1056055.56        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-09-01      | 6.0000%  | 0.0000% | $1133253.84        | $1108939.07        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-08-01      | 6.5000%  | 0.0000% | $1098568.48        | $1103373.56        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-03-01      | 2.5000%  | 0.0000% | $1317507.05        | $1123914.99        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-11-01      | 5.0000%  | 0.0000% | $1116700.88        | $1104390.05        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-12-01      | 4.5000%  | 0.0000% | $1132546.38        | $1111820.78        | Agency Mortgage-Backed Securities |

### Security 96: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **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: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.5000%  | 0.0000% | $1790.00           | $993.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-25      | 4.4742%  | 0.0000% | $20521999.00       | $11197613.89       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $1000.00           | $98.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1010.00           | $156.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $175.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.5000%  | 0.0000% | $1014.00           | $106.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1002.00           | $182.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $99.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 4.0000%  | 0.0000% | $1000.00           | $156.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $738.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $796.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $934.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $960.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $838.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $960.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $977.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $922.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $910.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.0000%  | 0.0000% | $1000.00           | $146.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $397.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $1000.00           | $352.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $555.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $1000.00           | $94.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $269.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $911.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $257.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $596.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 1.5000%  | 0.0000% | $1000.00           | $440.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2736000.00        | $1595761.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $950.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $723.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $731.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $723.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $749.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $827.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $788.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $733.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $788.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $153.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1999.00           | $700.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $406.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1004.00           | $555.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 4.0000%  | 0.0000% | $1000.00           | $356.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $713.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $679.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $629.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1002.00           | $762.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $679.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $705.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $742.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $765.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $758.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $781.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $799.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $791.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $744.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $1008.00           | $631.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $853.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $724.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $692.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $693.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $767.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $886.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $869.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $829.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $873.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $844.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $2999.00           | $2456.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $946.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $962.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $777.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $940.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1025.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $417.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $137200.00         | $69326.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $157985.00         | $101136.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4808.00           | $2985.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $644.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $687.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $775.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $727.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $691.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $1024.00           | $710.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $787.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $796.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $733.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $888.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $1000.00           | $728.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1019.00           | $910.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $997.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $1000.00           | $982.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $885.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $2790.00           | $2437.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $2904208.00        | $265808.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $1902138.00        | $32946.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.5000%  | 0.0000% | $1000.00           | $215.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 2.5000%  | 0.0000% | $1000.00           | $102.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $58.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $105.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.0000%  | 0.0000% | $1000.00           | $141.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $233.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $115.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $483.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $827.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $644.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $666.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.0000%  | 0.0000% | $1000.00           | $618.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $735.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $626.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $1000.00           | $712.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $740.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1009.00           | $773.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $772.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $323679.00         | $246382.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $695.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $761.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 5.0000%  | 0.0000% | $1000.00           | $880.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2888.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $977.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1010.00           | $1057.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $974.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $981.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2100.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $922.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1000.00           | $577.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $1008.00           | $628.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $13952250.00       | $10254956.40       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 4.9000%  | 0.0000% | $1008.00           | $989.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-12-15      | 3.9700%  | 0.0000% | $1000.00           | $925.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $24010169.00       | $22267544.11       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $916.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1100.00           | $1095.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $904.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1010.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1007.00           | $937.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1024.00           | $1046.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $47104.00          | $47199.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-07-15      | 5.6900%  | 0.0000% | $1000.00           | $1043.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-05-20      | 5.5000%  | 0.0000% | $1000.00           | $24.48             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $30.04             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $1152.00           | $48.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $1015.00           | $98.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $1088.00           | $96.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $1000.00           | $409.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $1360.00           | $540.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $1008.00           | $386.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 5.1177%  | 0.0000% | $1068372.00        | $877547.28         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2046-08-15      | 0.0000%  | 0.0000% | $1000.00           | $362.72            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $4000.00           | $4722.35           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $43127400.00       | $39099345.40       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $111000.00         | $99999.15          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $6754100.00        | $6837398.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $14168900.00       | $14291987.18       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $1342.74           | $934.78            | U.S. Treasuries (including strips)        |

### Security 97: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.740000%
- **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: BIV99F400, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV99F400
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $3333333.33        | $2803144.07        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2030-05-01      | 4.3300%  | 0.0000% | $3770.13           | $3829.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.2800%  | 0.0000% | $2436506.67        | $2470068.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 3.9450%  | 0.0000% | $1451070.80        | $1451117.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.8500%  | 0.0000% | $999853.33         | $1025692.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.2800%  | 0.0000% | $936024.00         | $948902.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 4.5000%  | 0.0000% | $34375.47          | $35111.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 4.2500%  | 0.0000% | $21592.27          | $21824.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $1628784.67        | $1349984.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $16940411.07       | $16540093.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $31556150.13       | $31604049.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $19151635.47       | $19527090.51       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-05-20      | 6.9640%  | 0.0000% | $1962455.73        | $527562.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-05-20      | 7.0100%  | 0.0000% | $2007156.40        | $495306.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 6.9700%  | 0.0000% | $2669499.47        | $458891.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 6.9980%  | 0.0000% | $5162544.53        | $953924.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 7.0580%  | 0.0000% | $3334178.40        | $1076552.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 6.8600%  | 0.0000% | $874249.73         | $113801.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8710%  | 0.0000% | $3403932.67        | $1357714.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.9920%  | 0.0000% | $2471838.53        | $641303.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8510%  | 0.0000% | $2675168.00        | $1317772.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0500%  | 0.0000% | $2002292.00        | $764633.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 7.1450%  | 0.0000% | $3342920.53        | $996844.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.1190%  | 0.0000% | $2682551.07        | $888778.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 7.0590%  | 0.0000% | $6023087.60        | $1719273.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 6.9710%  | 0.0000% | $5197568.67        | $1920674.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 7.1040%  | 0.0000% | $2008543.47        | $686486.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0290%  | 0.0000% | $770184.00         | $219836.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0740%  | 0.0000% | $1283764.67        | $197448.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.7940%  | 0.0000% | $2675660.80        | $975149.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.8440%  | 0.0000% | $2011977.73        | $554057.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 7.0120%  | 0.0000% | $2674616.53        | $1010973.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 7.1270%  | 0.0000% | $2668724.40        | $632342.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.9850%  | 0.0000% | $2666666.67        | $892147.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.9970%  | 0.0000% | $174408.80         | $90339.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 6.9700%  | 0.0000% | $5222008.67        | $1297982.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 7.0220%  | 0.0000% | $3169571.47        | $955020.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 7.0300%  | 0.0000% | $2011154.80        | $689330.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 7.3100%  | 0.0000% | $4320745.07        | $1567779.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.8550%  | 0.0000% | $4681419.20        | $1768339.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8110%  | 0.0000% | $3281661.47        | $889937.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8690%  | 0.0000% | $5348839.07        | $1850289.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8320%  | 0.0000% | $5324513.33        | $1517730.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-01-20      | 7.7340%  | 0.0000% | $202122.93         | $31182.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-02-20      | 7.0960%  | 0.0000% | $1317930.80        | $558217.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-01-20      | 7.3470%  | 0.0000% | $376082.40         | $123015.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2071-08-20      | 6.9730%  | 0.0000% | $2638730.80        | $1750245.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-12-20      | 7.3140%  | 0.0000% | $392768.67         | $129855.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 7.2440%  | 0.0000% | $179387.87         | $72448.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.5800%  | 0.0000% | $871823.33         | $323438.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.9310%  | 0.0000% | $899484.40         | $415973.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 6.9710%  | 0.0000% | $5748362.80        | $1197692.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0150%  | 0.0000% | $2603059.47        | $835305.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 7.0110%  | 0.0000% | $1145718.93        | $281735.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 7.0210%  | 0.0000% | $2571007.60        | $818125.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 7.0000%  | 0.0000% | $2048070.80        | $239094.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0320%  | 0.0000% | $2420137.47        | $678314.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0840%  | 0.0000% | $516570.67         | $85617.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 6.9250%  | 0.0000% | $762156.00         | $223656.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-20      | 3.5000%  | 0.0000% | $135600000.00      | $9170321.83        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2048-02-15      | 0.0000%  | 0.0000% | $25333333.33       | $8477572.00        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $13.33             | $8.94              | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $16145253.33       | $14120884.58       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $26327413.33       | $25494221.10       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $6452040.00        | $6651036.62        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $7945213.33        | $8235487.53        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $13.33             | $13.43             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $6126653.33        | $6511436.09        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $51813.33          | $54853.88          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $1220266.67        | $1237788.42        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $4087960.00        | $4127421.33        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $109906.67         | $110861.44         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-11-15      | 0.0000%  | 0.0000% | $1386666.64        | $906170.01         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2036-11-15      | 0.0000%  | 0.0000% | $6666666.67        | $4126753.33        | U.S. Treasuries (including strips) |

### Security 98: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX2Z4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9AX2Z4
- **C.18 - Value (incl. sponsor support):** $168993750.00
- **C.18.a - Value (excl. sponsor support):** $168993750.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $60000000.00       | $38111209.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6537383.00        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $125000000.00      | $127684581.00      | U.S. Treasuries (including strips) |

### Security 99: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.750000%
- **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: BIV9AX300, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9AX300
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $45357940.00       | $38045166.98       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-25      | 4.0920%  | 0.0000% | $11250000.00       | $11306238.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $33047147.00       | $32248594.36       | Agency Mortgage-Backed Securities         |

### Security 100: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX326, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX326
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $14168000.00       | $10514853.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $417914900.00      | $295485189.99      | U.S. Treasuries (including strips) |

### Security 101: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX367, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX367
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 5.9900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $512340000.00      | $299677912.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $81920700.00       | $82822097.77       | U.S. Treasuries (including strips) |

### Security 102: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.850000%
- **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: BIV9AX3H3, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9AX3H3
- **C.18 - Value (incl. sponsor support):** $282013479.00
- **C.18.a - Value (excl. sponsor support):** $282013479.00
- **C.19 - Percentage of Net Assets:** 4.5000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $30668541.38       | $2998342.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $72185254.45       | $14501064.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $14870856.75       | $3465655.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $25798464.93       | $5761928.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $1713040.70        | $374062.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1991365.23        | $853018.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $95800.67          | $72428.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $24049373.81       | $18451523.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $5770575.40        | $609535.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $159630271.13      | $15384869.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $15350046.87       | $1482525.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $44152988.05       | $30104062.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $17282266.91       | $12833704.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $7199610.59        | $5492091.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $8147983.83        | $6199545.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $3400961.72        | $2550818.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $8321115.78        | $6324909.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $358922.07         | $163614.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $36109982.47       | $30264977.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $30356210.76       | $20507304.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $29614420.28       | $29721703.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $11505525.79       | $10289492.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $54567329.94       | $47094129.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $26488225.26       | $22830276.91       | Agency Mortgage-Backed Securities |

### Security 103: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.830000%
- **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: BIV9AX3J9, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9AX3J9
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $138.28            | $11.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $190.25            | $32.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $2519907.69        | $536671.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $5721046.15        | $1253673.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $6765876.92        | $1464541.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $7318523.08        | $1340302.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $885306.09         | $759365.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1560923.08        | $1578915.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $11477907.69       | $1984569.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1560464.49        | $1515542.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $2961622.15        | $1365016.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $553846.15         | $516494.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1846052.31        | $1712068.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $830769.23         | $816100.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $415384.62         | $417384.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.2676%  | 0.0000% | $9230769.23        | $9163689.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.2276%  | 0.0000% | $9230769.23        | $9230429.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0176%  | 0.0000% | $9230769.23        | $3462368.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.8177%  | 0.0000% | $9230769.23        | $4694093.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $9230769.23        | $5197971.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0176%  | 0.0000% | $9230769.23        | $3689149.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.4177%  | 0.0000% | $9230769.23        | $3087471.99        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $12295.38          | $12271.15          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $2296421.54        | $2293498.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-26      | 0.0000%  | 0.0000% | $185473.85         | $183970.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 2.1250%  | 0.0000% | $9.23              | $13.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 2.1250%  | 0.0000% | $1656812.31        | $2436812.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $267720.00         | $223480.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $9.23              | $7.50              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $1354200.00        | $1064373.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $5704.62           | $4704.97           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $2232664.62        | $1977127.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $969156.92         | $757371.09         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $580495.38         | $418756.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $118070.77         | $83768.50          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $9.23              | $6.47              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $326990.77         | $320550.74         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 3.0000%  | 0.0000% | $2837612.31        | $2155682.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 1.0000%  | 0.0000% | $9.23              | $8.67              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $3387812.31        | $2458404.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $142135.38         | $84946.08          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $2123040.00        | $1556642.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $68363.08          | $33067.38          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $252664.62         | $126454.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $795996.92         | $505445.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $453969.23         | $240963.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $1194886.15        | $698217.39         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $3784.62           | $2116.46           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $1597938.46        | $989645.63         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $2149467.69        | $1609227.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $120.00            | $101.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $938944.62         | $809255.00         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $2686153.85        | $2487469.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $27720.00          | $22959.36          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $9.23              | $7.56              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $184550.77         | $167313.92         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $36.92             | $33.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $797732.31         | $779014.52         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $236049.23         | $238659.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $9.23              | $8.55              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $1772270.77        | $1759250.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $36876.92          | $34135.95          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $429803.08         | $403118.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $846240.00         | $808000.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $9.23              | $9.11              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $42775.38          | $43084.50          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 0.3750%  | 0.0000% | $18.46             | $24.33             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $5353.85           | $5295.66           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $2640729.23        | $2614042.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $18.46             | $18.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $18.46             | $18.34             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-15      | 0.8750%  | 0.0000% | $924267.69         | $1179140.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $1812960.00        | $1781881.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 2.2500%  | 0.0000% | $36.92             | $37.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 2.3750%  | 0.0000% | $63803.08          | $63813.16          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $9230732.31        | $12473037.24       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 0.3750%  | 0.0000% | $784781.54         | $1046507.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $3881252.31        | $3835162.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $5239024.62        | $6740734.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.6250%  | 0.0000% | $164335.38         | $161739.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $821621.54         | $987982.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 1.5000%  | 0.0000% | $3907947.69        | $3848970.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $9.23              | $8.54              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $9.23              | $8.12              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 0.5000%  | 0.0000% | $84775.38          | $81133.18          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-15      | 0.1250%  | 0.0000% | $2307673.85        | $2771693.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $36.92             | $35.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $79320.00          | $69316.86          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $9.23              | $8.76              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $5721600.00        | $6685986.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $1400233.85        | $1398588.72        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $884953.85         | $839701.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $558738.46         | $495133.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 0.7500%  | 0.0000% | $2335.38           | $2316.81           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 0.7500%  | 0.0000% | $2353.85           | $2327.63           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $6461529.23        | $7291206.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 0.6250%  | 0.0000% | $9.23              | $9.10              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $858138.46         | $809218.23         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $2095116.92        | $1977242.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $100855.38         | $95248.16          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $752732.31         | $739519.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $3398492.31        | $4012614.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $243913.85         | $239159.61         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $779316.92         | $737025.32         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 1.7500%  | 0.0000% | $965584.62         | $922629.44         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $120036.92         | $129125.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $9.23              | $8.32              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $4615384.62        | $4559603.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 2.3750%  | 0.0000% | $2404541.54        | $2333013.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $6489018.46        | $6450757.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $36.92             | $36.05             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 3.2500%  | 0.0000% | $47344.62          | $46843.80          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $271126.15         | $270240.93         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $725455.38         | $725646.49         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $965483.08         | $960322.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.8750%  | 0.0000% | $134427.69         | $137028.46         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $302095.38         | $308561.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $903258.46         | $919794.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $27193.85          | $27714.17          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $378526.15         | $383409.95         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $27.69             | $27.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 3.8750%  | 0.0000% | $18.46             | $18.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $6742486.15        | $6794828.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $761686.15         | $773126.40         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-15      | 1.1250%  | 0.0000% | $5434523.08        | $5742501.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $1449978.46        | $1431859.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $15243738.46       | $15613165.33       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $2504187.69        | $2573465.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 3.6250%  | 0.0000% | $831313.85         | $838592.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $424495.38         | $429730.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $459655.38         | $462511.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $1014230.77        | $982133.08         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $9.23              | $9.29              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $4892270.77        | $4952113.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $9.23              | $9.52              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $1635692.31        | $1650418.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $1753772.31        | $1811678.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $92.31             | $96.05             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $1610307.69        | $1676599.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $4586446.15        | $4710894.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $2289.23           | $2311.63           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $357978.46         | $360321.79         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $923058.46         | $950914.00         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $7652.31           | $7765.83           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 4.1250%  | 0.0000% | $193846.15         | $198138.44         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-28      | 4.2500%  | 0.0000% | $8760.00           | $9102.91           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $6847938.46        | $7091151.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $1936467.69        | $1978956.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $270673.85         | $281833.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $3252083.08        | $3314091.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $6056030.77        | $6260430.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $92.31             | $94.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 4.6250%  | 0.0000% | $1567541.54        | $1575858.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $249840.00         | $258227.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $9304.62           | $9518.63           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $105212.31         | $108440.79         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 3.7500%  | 0.0000% | $1661538.46        | $1692221.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $461483.08         | $467858.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $432258.46         | $437194.47         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $1343926.15        | $1361880.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $1968083.08        | $1984825.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $4488323.08        | $4512762.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $903950.77         | $917729.80         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $349116.92         | $357661.90         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-15      | 1.6250%  | 0.0000% | $6221.54           | $6531.94           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $9.23              | $9.32              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $16541.54          | $16906.35          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $1772824.62        | $1793900.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $830630.77         | $836401.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $80067.69          | $82838.41          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $461196.92         | $480247.51         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $2252.31           | $2360.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $2926.15           | $3109.93           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $4615384.62        | $4711518.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $92.31             | $95.10             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $1116073.85        | $1138373.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $18235227.69       | $18717600.96       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $8771538.46        | $8891653.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $9.23              | $9.32              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-30      | 4.0000%  | 0.0000% | $1190270.77        | $1208867.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $2307683.08        | $2383346.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $180000.00         | $181563.68         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $94375.38          | $96045.13          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $1666569.23        | $1681740.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $18.46             | $18.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 3.8750%  | 0.0000% | $893261.54         | $913088.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $2810916.92        | $2879378.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $197667.69         | $202894.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 3.6250%  | 0.0000% | $557603.08         | $566974.01         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $92.31             | $92.92             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 3.6250%  | 0.0000% | $461538.46         | $464763.27         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $4205455.38        | $4235607.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $304430.77         | $305677.57         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-15      | 3.5000%  | 0.0000% | $9.23              | $9.24              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.6250%  | 0.0000% | $304781.54         | $303854.39         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $6650741.54        | $6640093.70        | U.S. Treasuries (including strips)        |

### Security 104: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.830000%
- **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: BIV9AX3K6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9AX3K6
- **C.18 - Value (incl. sponsor support):** $235000000.00
- **C.18.a - Value (excl. sponsor support):** $235000000.00
- **C.19 - Percentage of Net Assets:** 3.7500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $15701502.09       | $7589468.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $58750000.00       | $44605164.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $79312500.00       | $74747874.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $119101579.93      | $112757492.47      | Agency Mortgage-Backed Securities |

### Security 105: Natixis

- **C.1 - Title:** Natixis 3.850000%
- **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: BIV9AX3M2, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9AX3M2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $300.00            | $51.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $5300998.50        | $756165.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $50708.40          | $40341.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $90715.20          | $75144.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.0000%  | 0.0000% | $401060.10         | $362292.29         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2041-12-16      | 2.9200%  | 0.0000% | $1267500.00        | $973245.65         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2030-12-12      | 4.2600%  | 0.0000% | $450000.00         | $449733.75         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $622.50            | $473.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $11428.20          | $9903.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.8600%  | 0.0000% | $1291.20           | $1264.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $967482.90         | $846335.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 4.7742%  | 0.0000% | $17998866.30       | $12730710.55       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.5000%  | 0.0000% | $1202700.00        | $1097747.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $663.30            | $575.57            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-10-15      | 4.0000%  | 0.0000% | $900000.00         | $202762.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $150000.00         | $85005.25          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $963300.00         | $531938.75         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $4989166.50        | $4373029.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $1246500.00        | $210096.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $898339.50         | $183787.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $403397.70         | $419940.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $282206.70         | $298672.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $434287.50         | $449174.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $300.00            | $310.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $303.60            | $318.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $166549.20         | $159925.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 3.8900%  | 0.0000% | $260657.70         | $257242.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $300.00            | $277.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 1.2700%  | 0.0000% | $300.00            | $232.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $177490.50         | $150408.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $403.20            | $358.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $30993.30          | $31480.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $300.00            | $309.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 4.9450%  | 0.0000% | $28500.00          | $29465.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $13979250.00       | $14288568.86       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.2150%  | 0.0000% | $6472878.00        | $6786572.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $2809950.00        | $2941304.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.5900%  | 0.0000% | $300.00            | $306.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.4800%  | 0.0000% | $8568537.00        | $8661474.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $17412321.00       | $11496481.03       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $802834.80         | $547434.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $15000000.00       | $11241547.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $845798.40         | $851555.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $300.00            | $275.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $510000.00         | $432017.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1163115.60        | $1083455.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $11151411.47       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $16111429.20       | $16263056.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $5569872.00        | $5366294.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $3585489.90        | $3380110.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $35502022.50       | $34909814.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $300.00            | $304.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $310417.50         | $323882.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $393476.10         | $411620.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $778483.80         | $710252.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $2162013.00        | $2125818.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $307.20            | $315.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $307.20            | $310.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $1436.40           | $125.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 5.0994%  | 0.0000% | $303.00            | $119.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 4.9219%  | 0.0000% | $4200000.00        | $1104169.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.5274%  | 0.0000% | $3599534.40        | $689251.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 5.6275%  | 0.0000% | $2999598.00        | $564876.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 4.8177%  | 0.0000% | $3000000.00        | $1612397.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.4177%  | 0.0000% | $1100169.00        | $723280.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9235%  | 0.0000% | $3600000.00        | $1244535.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 4.7176%  | 0.0000% | $660000.00         | $517943.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.0176%  | 0.0000% | $15000000.00       | $11774208.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-04-20      | 4.7576%  | 0.0000% | $9000000.00        | $8921344.75        | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2042-12-15      | 3.5000%  | 0.0000% | $1022400.00        | $852360.11         | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $810.00            | $801.59            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-15      | 3.3750%  | 0.0000% | $47670.00          | $97334.61          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $424710.00         | $420000.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $30.00             | $29.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $30.00             | $24.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $60.00             | $47.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $30.00             | $26.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $3167100.00        | $2285312.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 2.8750%  | 0.0000% | $30.00             | $22.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 3.0000%  | 0.0000% | $210.00            | $161.37            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $120.00            | $90.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $62460.00          | $49966.67          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $150.00            | $109.94            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $210.00            | $101.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $2839650.00        | $1803864.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $750.00            | $479.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $2400000.00        | $1274699.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $60.00             | $39.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $3428640.00        | $2544040.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $30.00             | $17.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $409290.00         | $288087.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $150.00            | $92.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $30.00             | $26.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $30.00             | $27.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $510.00            | $504.70            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $60.00             | $58.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $575250.00         | $571348.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $60.00             | $55.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $621900.00         | $614053.95         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $30.00             | $29.87             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $276780.00         | $287403.81         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $240.00            | $248.06            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 1.5000%  | 0.0000% | $102000.00         | $101267.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $540.00            | $529.69            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $4860060.00        | $4811572.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $296.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $180.00            | $216.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 0.6250%  | 0.0000% | $90.00             | $87.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $60.00             | $52.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 0.5000%  | 0.0000% | $1557960.00        | $1486389.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $30.00             | $28.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $220380.00         | $195361.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 0.5000%  | 0.0000% | $2113800.00        | $2106158.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $3107310.00        | $2968815.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $1155570.00        | $1097438.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $284.10            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $890430.00         | $779221.74         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $3063360.00        | $2878599.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 1.7500%  | 0.0000% | $7778700.00        | $7433549.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $11160.00          | $10059.33          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $231180.00         | $221228.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $5541990.00        | $5509789.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-15      | 2.8750%  | 0.0000% | $780.00            | $740.35            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $5002170.00        | $4954527.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-15      | 0.6250%  | 0.0000% | $30.00             | $31.71             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $300.00            | $293.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $74490.00          | $74108.00          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $1393920.00        | $1404918.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $300000.00         | $304544.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $330.00            | $326.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $2751270.00        | $2818457.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 1.2500%  | 0.0000% | $1634010.00        | $1772228.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $2618760.00        | $2643824.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $300000.00         | $310065.58         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $1499940.00        | $1579406.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $300.00            | $305.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $1970280.00        | $2058282.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $5400.00           | $5564.03           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $146640.00         | $151874.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-15      | 4.2500%  | 0.0000% | $378540.00         | $386622.27         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $13799940.00       | $14104908.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $2522400.00        | $2601072.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 4.8750%  | 0.0000% | $398790.00         | $402478.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $30.00             | $31.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $507840.00         | $531731.78         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $300.00            | $305.48            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 4.6250%  | 0.0000% | $60.00             | $60.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-07-15      | 1.8750%  | 0.0000% | $300.00            | $316.01            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $661650.00         | $663430.67         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $62760.00          | $63504.22          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $30.00             | $30.25             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 3.5000%  | 0.0000% | $599970.00         | $604857.45         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $1423830.00        | $1445453.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $3269970.00        | $3475103.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 4.2500%  | 0.0000% | $12998220.00       | $13409971.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $1183650.00        | $1208426.08        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $330.00            | $334.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $1290.00           | $1302.54           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $30.00             | $30.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $30.00             | $30.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $7196880.00        | $7265084.83        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 3.6250%  | 0.0000% | $814350.00         | $828123.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $3000030.00        | $3028338.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $1617180.00        | $1628894.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 3.6250%  | 0.0000% | $8274300.00        | $8306722.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $90.00             | $90.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-30      | 3.5000%  | 0.0000% | $352770.00         | $351038.17         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-15      | 3.5000%  | 0.0000% | $30.00             | $30.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-12-31      | 3.8750%  | 0.0000% | $2067000.00        | $2064416.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $210.00            | $209.68            | U.S. Treasuries (including strips)        |

### Security 106: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3P5, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9AX3P5
- **C.18 - Value (incl. sponsor support):** $25002450.00
- **C.18.a - Value (excl. sponsor support):** $25002450.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.5 31-JAN-2030 | 2030-01-31      | 3.5000%  | 0.0000% | $25255000.00       | $25500601.00       | U.S. Treasuries (including strips) |

### Security 107: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 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: BIV9AXL67, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: BIV9AXL67
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $55481800.00       | $50009810.38       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Invesco Investment Securities Funds

**Date:** 2026-01-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

**Title of Signing Officer:** Principal Financial Officer and Treasurer