# EDGAR Filing Document

**Accession Number:** 0000896435
**File Stem:** 0001193125-25-233153
**Filing Date:** 2025-10
**Character Count:** 233200
**Document Hash:** ab48685c9ae0a962c50ad569beca4253
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-233153.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001193125-25-233153

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM VARIABLE INSURANCE FUNDS (INVESCO VARIABLE INSURANCE FUNDS)
- **CENTRAL INDEX KEY:** 0000896435

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07452
- **FILM NUMBER:** 251379156

**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 VARIABLE INSURANCE FUNDS
- **DATE OF NAME CHANGE:** 20000719

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM VARIABLE INSURANCE FUNDS INC
- **DATE OF NAME CHANGE:** 19930714

## Series and Classes Contracts Data

### INVESCO V.I. Government Money Market Fund (Series ID: S000000185)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000416 | Series I     |  |
| C000000417 | Series II    |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000896435

### General Information

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

**Registrant Full Name:** Invesco Variable Insurance Funds

**CIK Number of Registrant:** 0000896435

**LEI of Registrant:** FC4UULIMJMGKBDUARB13

**Name of Series:** Invesco V.I. Government Money Market Fund

**LEI of Series:** 549300BTSK7KTYK5O237

**EDGAR Series Identifier:** S000000185

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | 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:** 033-57340

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

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

- **Is this series for insurance company separate accounts?:** Yes

- **Money Market Fund Category:** Government

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

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

- **WAM:** 21 days

- **WAL:** 110 days

- **Total Value of Portfolio Securities:** $933069073.97

- **Amortized Cost of Portfolio Securities:** $932918789.68

- **Cash:** $0.00

- **Total Other Assets:** $3162765.50

- **Total Liabilities:** $5510731.15

- **Net Assets of Series:** $930570824.03

- **Number of Shares Outstanding (Series):** 930794188.5000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $526639279.64             | $729682989.64              | 54.3400%                  | 75.2900%                   |
| 2025-09-03 | $373798869.58             | $655837304.58              | 41.7500%                  | 73.2600%                   |
| 2025-09-04 | $408358193.85             | $690396628.85              | 43.9200%                  | 74.2500%                   |
| 2025-09-05 | $430163037.53             | $727201472.53              | 45.2000%                  | 76.4100%                   |
| 2025-09-08 | $432258833.14             | $719297268.14              | 45.7900%                  | 76.2000%                   |
| 2025-09-09 | $479412474.57             | $697456184.57              | 51.9900%                  | 75.6400%                   |
| 2025-09-10 | $413694019.08             | $720503266.58              | 43.7700%                  | 76.2300%                   |
| 2025-09-11 | $427723830.32             | $719533077.82              | 45.3000%                  | 76.2100%                   |
| 2025-09-12 | $421956510.43             | $713765757.93              | 44.2600%                  | 74.8800%                   |
| 2025-09-15 | $440418542.28             | $722227789.78              | 45.7900%                  | 75.0800%                   |
| 2025-09-16 | $498494944.23             | $710538654.23              | 52.1300%                  | 74.3000%                   |
| 2025-09-17 | $511270364.13             | $723314074.13              | 52.6000%                  | 74.4200%                   |
| 2025-09-18 | $428136587.76             | $719945835.26              | 44.2000%                  | 74.3300%                   |
| 2025-09-19 | $422276346.45             | $714085593.95              | 43.8600%                  | 74.1700%                   |
| 2025-09-22 | $410844534.09             | $692653781.59              | 43.6300%                  | 73.5600%                   |
| 2025-09-23 | $525201327.82             | $727245037.82              | 53.8000%                  | 74.5000%                   |
| 2025-09-24 | $440261134.50             | $722072275.75              | 45.2500%                  | 74.2100%                   |
| 2025-09-25 | $410251645.85             | $692062787.10              | 43.5100%                  | 73.3900%                   |
| 2025-09-26 | $410033751.60             | $691844892.85              | 43.6400%                  | 73.6300%                   |
| 2025-09-29 | $431765459.27             | $713576600.52              | 44.9100%                  | 74.2200%                   |
| 2025-09-30 | $486373473.62             | $688417183.62              | 51.9600%                  | 73.5400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3600%             |
| 2025-09-03 | 4.3600%             |
| 2025-09-04 | 4.3600%             |
| 2025-09-05 | 4.3600%             |
| 2025-09-08 | 4.3700%             |
| 2025-09-09 | 4.3700%             |
| 2025-09-10 | 4.3700%             |
| 2025-09-11 | 4.3800%             |
| 2025-09-12 | 4.3800%             |
| 2025-09-15 | 4.3800%             |
| 2025-09-16 | 4.3900%             |
| 2025-09-17 | 4.3800%             |
| 2025-09-18 | 4.3700%             |
| 2025-09-19 | 4.3400%             |
| 2025-09-22 | 4.2600%             |
| 2025-09-23 | 4.2300%             |
| 2025-09-24 | 4.2100%             |
| 2025-09-25 | 4.2000%             |
| 2025-09-26 | 4.2000%             |
| 2025-09-29 | 4.2100%             |
| 2025-09-30 | 4.2100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.9999                      |
|  |  |
| 2025-09-03 | 0.9999                      |
|  |  |
| 2025-09-04 | 0.9999                      |
|  |  |
| 2025-09-05 | 1.0000                      |
|  |  |
| 2025-09-08 | 1.0000                      |
|  |  |
| 2025-09-09 | 1.0000                      |
|  |  |
| 2025-09-10 | 1.0000                      |
|  |  |
| 2025-09-11 | 1.0000                      |
|  |  |
| 2025-09-12 | 1.0000                      |
|  |  |
| 2025-09-15 | 1.0000                      |
|  |  |
| 2025-09-16 | 1.0000                      |
|  |  |
| 2025-09-17 | 1.0000                      |
|  |  |
| 2025-09-18 | 1.0000                      |
|  |  |
| 2025-09-19 | 1.0000                      |
|  |  |
| 2025-09-22 | 0.9999                      |
|  |  |
| 2025-09-23 | 0.9999                      |
|  |  |
| 2025-09-24 | 0.9999                      |
|  |  |
| 2025-09-25 | 0.9999                      |
|  |  |
| 2025-09-26 | 1.0000                      |
|  |  |
| 2025-09-29 | 0.9999                      |
|  |  |
| 2025-09-30 | 0.9999                      |
|  |  |

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

### Class: Series I

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $781724134.08

- **Number of Shares Outstanding:** 781910909.1400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 1.0000          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $9206483.63               | $212910.51              |
| 2025-09-03 | $1029291.31               | $43215092.50            |
| 2025-09-04 | $34819633.96              | $248501.05              |
| 2025-09-05 | $22123561.57              | $310529.67              |
| 2025-09-08 | $1668729.52               | $9773787.09             |
| 2025-09-09 | $1172.39                  | $21912771.63            |
| 2025-09-10 | $15267143.17              | $1359308.92             |
| 2025-09-11 | $7828323.02               | $260397.05              |
| 2025-09-12 | $9585603.61               | $546468.64              |
| 2025-09-15 | $10194836.53              | $442149.90              |
| 2025-09-16 | $4775673.65               | $16538657.63            |
| 2025-09-17 | $13191668.99              | $448997.42              |
| 2025-09-18 | $5517423.69               | $8864753.24             |
| 2025-09-19 | $914638.92                | $7084264.50             |
| 2025-09-22 | $1582.57                  | $12495875.86            |
| 2025-09-23 | $35107691.66              | $502414.60              |
| 2025-09-24 | $453856.30                | $5808857.07             |
| 2025-09-25 | $1582792.23               | $31408049.17            |
| 2025-09-26 | $722946.26                | $3585519.28             |
| 2025-09-29 | $25996107.07              | $13352870.14            |
| 2025-09-30 | $175503.60                | $16568268.76            |

**Total Gross Subscriptions (Month):** $200164663.65

**Total Gross Redemptions (Month):** $194940444.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9700%           |
| 2025-09-03 | 3.9600%           |
| 2025-09-04 | 3.9600%           |
| 2025-09-05 | 3.9700%           |
| 2025-09-08 | 3.9700%           |
| 2025-09-09 | 3.9800%           |
| 2025-09-10 | 3.9800%           |
| 2025-09-11 | 3.9800%           |
| 2025-09-12 | 3.9800%           |
| 2025-09-15 | 3.9900%           |
| 2025-09-16 | 3.9900%           |
| 2025-09-17 | 3.9900%           |
| 2025-09-18 | 3.9800%           |
| 2025-09-19 | 3.9500%           |
| 2025-09-22 | 3.8700%           |
| 2025-09-23 | 3.8400%           |
| 2025-09-24 | 3.8200%           |
| 2025-09-25 | 3.8100%           |
| 2025-09-26 | 3.8100%           |
| 2025-09-29 | 3.8200%           |
| 2025-09-30 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 59.8900%         | 0.0000%              |

### Class: Series II

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $148846689.95

- **Number of Shares Outstanding:** 148883279.3600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0000          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0000          |
|  |  |
| 2025-09-17 | 1.0000          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $473803.93                | $103415.44              |
| 2025-09-03 | $3320670.64               | $281495.18              |
| 2025-09-04 | $624.16                   | $115568.30              |
| 2025-09-05 | $266.15                   | $58717.60               |
| 2025-09-08 | $572.04                   | $37983.29               |
| 2025-09-09 | $61941.64                 | $18236.65               |
| 2025-09-10 | $25975.27                 | $3482.26                |
| 2025-09-11 | $294729.36                | $6561.26                |
| 2025-09-12 | $2008.50                  | $25961.54               |
| 2025-09-15 | $0.00                     | $1299041.93             |
| 2025-09-16 | $56325.40                 | $44959.28               |
| 2025-09-17 | $2037.87                  | $178523.13              |
| 2025-09-18 | $154852.94                | $238568.96              |
| 2025-09-19 | $290640.07                | $32423.65               |
| 2025-09-22 | $2866.46                  | $91619.84               |
| 2025-09-23 | $1262.53                  | $55884.67               |
| 2025-09-24 | $1817.10                  | $29447.08               |
| 2025-09-25 | $0.00                     | $293993.00              |
| 2025-09-26 | $31152.39                 | $559447.22              |
| 2025-09-29 | $0.00                     | $176045.09              |
| 2025-09-30 | $2571.39                  | $87854.16               |

**Total Gross Subscriptions (Month):** $4724117.84

**Total Gross Redemptions (Month):** $3739229.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.7200%           |
| 2025-09-03 | 3.7100%           |
| 2025-09-04 | 3.7100%           |
| 2025-09-05 | 3.7200%           |
| 2025-09-08 | 3.7200%           |
| 2025-09-09 | 3.7300%           |
| 2025-09-10 | 3.7300%           |
| 2025-09-11 | 3.7300%           |
| 2025-09-12 | 3.7300%           |
| 2025-09-15 | 3.7400%           |
| 2025-09-16 | 3.7400%           |
| 2025-09-17 | 3.7400%           |
| 2025-09-18 | 3.7300%           |
| 2025-09-19 | 3.7000%           |
| 2025-09-22 | 3.6200%           |
| 2025-09-23 | 3.5900%           |
| 2025-09-24 | 3.5700%           |
| 2025-09-25 | 3.5600%           |
| 2025-09-26 | 3.5600%           |
| 2025-09-29 | 3.5700%           |
| 2025-09-30 | 3.5700%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXTA6, C.4 - ISIN: US3130AXTA60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15002738.85
- **C.18.a - Value (excl. sponsor support):** $15002738.85
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10003907.00
- **C.18.a - Value (excl. sponsor support):** $10003907.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.240000%
- **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):** $3999021.88
- **C.18.a - Value (excl. sponsor support):** $3999021.88
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4R3, C.4 - ISIN: US3133EP4R31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000715.05
- **C.18.a - Value (excl. sponsor support):** $3000715.05
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 5: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.275000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4001441.08
- **C.18.a - Value (excl. sponsor support):** $4001441.08
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **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 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **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):** $3999445.08
- **C.18.a - Value (excl. sponsor support):** $3999445.08
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.210000%
- **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):** $1999322.32
- **C.18.a - Value (excl. sponsor support):** $1999322.32
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.220000%
- **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):** $4001064.80
- **C.18.a - Value (excl. sponsor support):** $4001064.80
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREL1, C.4 - ISIN: US3133EREL16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001369.50
- **C.18.a - Value (excl. sponsor support):** $5001369.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5004110.45
- **C.18.a - Value (excl. sponsor support):** $5004110.45
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 4.225000%
- **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):** $2000475.78
- **C.18.a - Value (excl. sponsor support):** $2000475.78
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002150.35
- **C.18.a - Value (excl. sponsor support):** $5002150.35
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **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):** $3000794.85
- **C.18.a - Value (excl. sponsor support):** $3000794.85
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $5003683.35
- **C.18.a - Value (excl. sponsor support):** $5003683.35
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $1501152.66
- **C.18.a - Value (excl. sponsor support):** $1501152.66
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $1000675.02
- **C.18.a - Value (excl. sponsor support):** $1000675.02
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.265000%
- **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):** $5002855.10
- **C.18.a - Value (excl. sponsor support):** $5002855.10
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $5003987.85
- **C.18.a - Value (excl. sponsor support):** $5003987.85
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.300000%
- **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):** $4003267.64
- **C.18.a - Value (excl. sponsor support):** $4003267.64
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 4.265000%
- **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):** $3002086.62
- **C.18.a - Value (excl. sponsor support):** $3002086.62
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **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):** $3001929.87
- **C.18.a - Value (excl. sponsor support):** $3001929.87
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.140000%
- **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):** $7996843.44
- **C.18.a - Value (excl. sponsor support):** $7996843.44
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **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):** $3998354.04
- **C.18.a - Value (excl. sponsor support):** $3998354.04
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.195000%
- **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):** $2998664.22
- **C.18.a - Value (excl. sponsor support):** $2998664.22
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000259.25
- **C.18.a - Value (excl. sponsor support):** $5000259.25
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.295000%
- **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):** $1999987.74
- **C.18.a - Value (excl. sponsor support):** $1999987.74
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.205000%
- **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):** $4999440.55
- **C.18.a - Value (excl. sponsor support):** $4999440.55
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.210000%
- **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):** $4997436.80
- **C.18.a - Value (excl. sponsor support):** $4997436.80
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.245000%
- **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):** $4999852.65
- **C.18.a - Value (excl. sponsor support):** $4999852.65
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.230000%
- **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):** $5001861.20
- **C.18.a - Value (excl. sponsor support):** $5001861.20
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.215000%
- **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):** $2000233.40
- **C.18.a - Value (excl. sponsor support):** $2000233.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.245000%
- **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):** $10001229.30
- **C.18.a - Value (excl. sponsor support):** $10001229.30
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 4.255000%
- **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):** $3001243.68
- **C.18.a - Value (excl. sponsor support):** $3001243.68
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **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):** $5999658.90
- **C.18.a - Value (excl. sponsor support):** $5999658.90
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.230000%
- **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):** $15004756.80
- **C.18.a - Value (excl. sponsor support):** $15004756.80
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 36: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4002973.68
- **C.18.a - Value (excl. sponsor support):** $4002973.68
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 37: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $3002016.60
- **C.18.a - Value (excl. sponsor support):** $3002016.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2001737.18
- **C.18.a - Value (excl. sponsor support):** $2001737.18
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.255000%
- **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):** $14000656.60
- **C.18.a - Value (excl. sponsor support):** $14000656.60
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2999966.70
- **C.18.a - Value (excl. sponsor support):** $2999966.70
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.265000%
- **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):** $4004639.48
- **C.18.a - Value (excl. sponsor support):** $4004639.48
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4002805.04
- **C.18.a - Value (excl. sponsor support):** $4002805.04
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $2001656.40
- **C.18.a - Value (excl. sponsor support):** $2001656.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5003387.00
- **C.18.a - Value (excl. sponsor support):** $5003387.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6043710.00
- **C.18.a - Value (excl. sponsor support):** $6043710.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, 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 46: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12998547.90
- **C.18.a - Value (excl. sponsor support):** $12998547.90
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2990202.39
- **C.18.a - Value (excl. sponsor support):** $2990202.39
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4967781.80
- **C.18.a - Value (excl. sponsor support):** $4967781.80
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: 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):** $9824803.30
- **C.18.a - Value (excl. sponsor support):** $9824803.30
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 50: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34968410.40
- **C.18.a - Value (excl. sponsor support):** $34968410.40
- **C.19 - Percentage of Net Assets:** 3.7600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14974662.45
- **C.18.a - Value (excl. sponsor support):** $14974662.45
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24943833.25
- **C.18.a - Value (excl. sponsor support):** $24943833.25
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: 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):** $9721497.80
- **C.18.a - Value (excl. sponsor support):** $9721497.80
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 54: 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):** $4847409.80
- **C.18.a - Value (excl. sponsor support):** $4847409.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 55: 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):** $9867731.90
- **C.18.a - Value (excl. sponsor support):** $9867731.90
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 56: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14929977.30
- **C.18.a - Value (excl. sponsor support):** $14929977.30
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 57: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9932919.40
- **C.18.a - Value (excl. sponsor support):** $9932919.40
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: 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):** $19722131.40
- **C.18.a - Value (excl. sponsor support):** $19722131.40
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 59: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9925927.20
- **C.18.a - Value (excl. sponsor support):** $9925927.20
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.143000%
- **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):** $3000001.98
- **C.18.a - Value (excl. sponsor support):** $3000001.98
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 61: 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):** $10059843.70
- **C.18.a - Value (excl. sponsor support):** $10059843.70
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $135000.00         | $1531.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 6.0000%  | 0.0000% | $230000.00         | $3105.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $59.38             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-04-01      | 3.0000%  | 0.0000% | $4000.00           | $541.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-10-01      | 4.0000%  | 0.0000% | $17000.00          | $1249.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $434.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $4000.00           | $311.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 3.5000%  | 0.0000% | $24000.00          | $2184.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $4000.00           | $332.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $32000.00          | $3165.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 4.0000%  | 0.0000% | $5000.00           | $441.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 3.0000%  | 0.0000% | $2000.00           | $262.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $305.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $13000.00          | $2070.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.5000%  | 0.0000% | $7000.00           | $737.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $105.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $15000.00          | $3264.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 3.0000%  | 0.0000% | $20000.00          | $1981.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 3.0000%  | 0.0000% | $12000.00          | $1412.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-12-01      | 2.5000%  | 0.0000% | $8000.00           | $1221.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.0000%  | 0.0000% | $5000.00           | $603.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $18000.00          | $1549.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $3053.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-04-01      | 3.0000%  | 0.0000% | $37000.00          | $4298.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $13000.00          | $1199.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $249.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $13000.00          | $1035.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $13000.00          | $1189.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $917.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $2061.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 6.5000%  | 0.0000% | $499951.00         | $847.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-12-01      | 6.0000%  | 0.0000% | $602705.00         | $1502.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $178.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-05-01      | 4.0000%  | 0.0000% | $73000.00          | $703.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.5000%  | 0.0000% | $8000.00           | $472.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $8000.00           | $283.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 3.0000%  | 0.0000% | $1000.00           | $95.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1660.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $184.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2455.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.5000%  | 0.0000% | $42315.00          | $437.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1521.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $547.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $325.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.5000%  | 0.0000% | $88193.00          | $638.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $1774.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $748.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $70002.00          | $151.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3964.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $52933.00          | $314.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2228.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $1994.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 6.5000%  | 0.0000% | $54859.00          | $339.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $110.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $10000.00          | $353.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $261.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3184.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $195.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4747.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $587703.00         | $222.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1107.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $132234.00         | $129.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $55832.00          | $509.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $480.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2350.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1.89              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 3.5000%  | 0.0000% | $16000.00          | $2141.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $13.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $491.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $137.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $76.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 3.5000%  | 0.0000% | $32000.00          | $3794.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $3000.00           | $498.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $3859.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $243.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $49417.00          | $3221.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $6000.00           | $435.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $28000.00          | $4607.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $16000.00          | $564.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $217.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $28000.00          | $2583.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2453.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.5000%  | 0.0000% | $1035127.00        | $730.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $2154.00           | $1.88              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-01-01      | 6.5000%  | 0.0000% | $67586.00          | $83.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $4762.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $3105.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $176311.00         | $94.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $200.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $568.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2490.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 4.0000%  | 0.0000% | $25000.00          | $1115.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $174.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $9000.00           | $988.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.0000%  | 0.0000% | $41704.00          | $3244.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $1828.00           | $100.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3142.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-12-01      | 6.5000%  | 0.0000% | $3662.00           | $35.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $3200.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $524.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 7.0000%  | 0.0000% | $3836.00           | $3.11              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $956.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $1034.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $76.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $20.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 5.5000%  | 0.0000% | $1000.00           | $21.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $419.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $3027.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $1895.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $127.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1709.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $4097.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $1000.00           | $6.19              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $681.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-08-01      | 8.5000%  | 0.0000% | $1000.00           | $42.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3579.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $762.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $138.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $133.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1927.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $563.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2408.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $434.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 3.5000%  | 0.0000% | $6000.00           | $499.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $27000.00          | $1576.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $14000.00          | $991.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $67.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 3.5000%  | 0.0000% | $7000.00           | $722.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $23000.00          | $2272.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 4.0000%  | 0.0000% | $20000.00          | $1764.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1213.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $27000.00          | $2101.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $90.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $321.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.95             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $97.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $305.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $211.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $431.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $96.94             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1253.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.5000%  | 0.0000% | $5000.00           | $525.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1008.00           | $182.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4274.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3509.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $224.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $60000.00          | $4488.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1683.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2217.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $7000.00           | $73.79             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $3000.00           | $254.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $3000.00           | $369.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1074.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 2.5000%  | 0.0000% | $6000.00           | $604.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $98.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $26000.00          | $2079.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $17000.00          | $1402.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $3358.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 3.5000%  | 0.0000% | $19000.00          | $1935.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1106.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-12-01      | 3.0000%  | 0.0000% | $1000.00           | $133.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $1835.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 5.0000%  | 0.0000% | $1000.00           | $267.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $19000.00          | $1755.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $89.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $34000.00          | $2902.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 6.0000%  | 0.0000% | $1000.00           | $13.96             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $43000.00          | $3931.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $6567.00           | $476.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $25000.00          | $1785.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $130.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15000.00          | $921.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 3.5000%  | 0.0000% | $1014.00           | $70.11             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $21000.00          | $1742.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $16000.00          | $1566.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $29000.00          | $2828.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $9000.00           | $936.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $164.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $15000.00          | $4059.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3602.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 3.0000%  | 0.0000% | $5000.00           | $840.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 2.5000%  | 0.0000% | $1000.00           | $262.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $621.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2161.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4679.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $540.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1120.00           | $803.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.5000%  | 0.0000% | $1000.00           | $743.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $797.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $745.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $769.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $780.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $751.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $809.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $905.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $924.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $10000.00          | $1031.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $28000.00          | $3661.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $26000.00          | $4206.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1312.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.0000%  | 0.0000% | $4000.00           | $703.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $9000.00           | $2258.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $251.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 4.0000%  | 0.0000% | $13000.00          | $2688.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $918.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $234.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $6000.00           | $3503.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $569.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 2.5000%  | 0.0000% | $7000.00           | $4999.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1476.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $854.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1677.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $887.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $753.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $891.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1769.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $910.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2922.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $3853.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $3798.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $193.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 3.0000%  | 0.0000% | $1000.00           | $79.88             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $156.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1429.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $89.70             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $5000.00           | $344.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-04-01      | 4.5000%  | 0.0000% | $1000.00           | $161.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-06-01      | 3.5000%  | 0.0000% | $1000.00           | $208.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $4000.00           | $645.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4627.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $108.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $231.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $332.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $81.11             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $145.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $15000.00          | $2110.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.5000%  | 0.0000% | $11000.00          | $1655.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-06-01      | 4.0000%  | 0.0000% | $1000.00           | $151.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $313.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $166.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $147.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $13000.00          | $3694.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2741.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $393.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $549.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $463.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $465.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 4.0000%  | 0.0000% | $1000.00           | $358.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $481.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $3789.00           | $3320.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $674.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $864.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $656.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $893.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $787.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $949.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $871.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $640.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $969.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $419.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $172.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $9000.00           | $1692.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $589.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1257.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $663.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3675.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $791.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2753.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 1.5000%  | 0.0000% | $8401.00           | $4446.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2362.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 2.5000%  | 0.0000% | $4000.00           | $3093.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $869.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $773.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 5.5000%  | 0.0000% | $2022.00           | $1533.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-25      | 4.4500%  | 0.0000% | $3859134.00        | $3906685.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $300000.00         | $2936.79           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $400000.00         | $4352.88           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $993.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $990.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $992.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $837.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $995.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $1060.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $948.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 7.0000%  | 0.0000% | $2381.00           | $2521.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1024.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1045.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $1884.00           | $1983.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 7.0000%  | 0.0000% | $3023.00           | $3185.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1044.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1052.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1031.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $961.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $973.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $993.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $961.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $974.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $997.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1008.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $991.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1005.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $986.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $988.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $1067.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1060.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $1052.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1062.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $994.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $949.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1057.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $1017.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $935.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $948.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $910.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $828.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $1040.00           | $943.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $986.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $847.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $960.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $995.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $937.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $920.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $843.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $1040.00           | $932.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $897.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1040.00           | $991.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $878.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $966.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $956.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $989.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1050.00           | $1037.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1004.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $993.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $971.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1051.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $892.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $950.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5888%  | 0.0000% | $7820900.00        | $5818820.08        | Agency Collateralized Mortgage Obligation |

### Security 63: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **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 | 2027-08-15      | 2.2500%  | 0.0000% | $3200.00           | $3128.21           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $980000.00         | $988965.04         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $4483900.00        | $4537805.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $6900.00           | $6902.17           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $4406400.00        | $4663003.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $200.00            | $204.53            | U.S. Treasuries (including strips) |

### Security 64: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 | 2027-02-28      | 1.8750%  | 0.0000% | $800.00            | $781.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $9135100.00        | $9394038.98        | U.S. Treasuries (including strips) |

### Security 65: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-10-25      | 5.0000%  | 0.0000% | $8823583.00        | $8800913.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-20      | 5.0058%  | 0.0000% | $4500000.00        | $163688.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 5.1158%  | 0.0000% | $5375016.00        | $619334.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.8158%  | 0.0000% | $4355065.00        | $221613.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 5.2888%  | 0.0000% | $502869.00         | $476350.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 5.2588%  | 0.0000% | $503697.00         | $490171.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.6388%  | 0.0000% | $10787800.00       | $7587927.25        | Agency Collateralized Mortgage Obligation |

### Security 66: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2028-06-25      | 3.4212%  | 0.0000% | $2000000.00        | $1558845.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-06-15      | 3.0000%  | 0.0000% | $11449839.00       | $360355.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $3716999.00        | $607887.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-20      | 4.9558%  | 0.0000% | $699995.00         | $14045.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 5.2658%  | 0.0000% | $1945280.00        | $263320.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $7586495.00        | $6375545.05        | Agency Collateralized Mortgage Obligation |

### Security 67: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.230000%
- **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):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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          | 2055-02-01      | 6.5000%  | 0.0000% | $16155.00          | $14193.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-04-01      | 3.0400%  | 0.0000% | $1213.00           | $995.59            | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2042-01-24      | 2.8200%  | 0.0000% | $18000.00          | $13622.94          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2031-12-25      | 2.0007%  | 0.0000% | $16496.00          | $12831.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-25      | 5.6060%  | 0.0000% | $12390.00          | $7733.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7200%  | 0.0000% | $5896.00           | $5939.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 5.5560%  | 0.0000% | $17214.00          | $16961.05          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $1000.00           | $956.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1135.00           | $823.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $48966.00          | $36018.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $9516.00           | $8750.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 7.0000%  | 0.0000% | $9342.00           | $9833.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $4959292.00        | $4964232.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 5.4988%  | 0.0000% | $7694.00           | $7108.27           | Agency Collateralized Mortgage Obligation |

### Security 68: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.230000%
- **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):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 | 2030-03-31      | 3.6250%  | 0.0000% | $10244500.00       | $10200038.87       | U.S. Treasuries (including strips) |

### Security 69: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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          | 2045-03-01      | 4.0000%  | 0.0000% | $219639.00         | $55125.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $10322.00          | $7234.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $818941.00         | $749024.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $6788.00           | $6806.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $100000.00         | $57012.01          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-08-25      | 5.6060%  | 0.0000% | $7400.00           | $4618.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 5.5560%  | 0.0000% | $80607.00          | $79422.51          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-06-25      | 5.0405%  | 0.0000% | $611996.00         | $15563.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $663308.00         | $578295.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.3700%  | 0.0000% | $104557.00         | $108839.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $4413.00           | $3636.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $22205.00          | $19151.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $2589034.00        | $488984.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $37403.00          | $17711.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $10717.00          | $7960.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $491807.00         | $456976.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $73761.00          | $74687.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.3888%  | 0.0000% | $3720322.00        | $2424401.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4188%  | 0.0000% | $4197358.00        | $2868588.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2888%  | 0.0000% | $8838.00           | $5967.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1997.00           | $1226.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $24919724.00       | $17487659.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2888%  | 0.0000% | $4969650.00        | $3703784.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2888%  | 0.0000% | $782889.00         | $456823.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $130584.00         | $98671.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $159812.00         | $122710.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.4088%  | 0.0000% | $2297.00           | $1926.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 5.4888%  | 0.0000% | $2487.00           | $929.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8888%  | 0.0000% | $414504.00         | $163215.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7888%  | 0.0000% | $339181.00         | $127574.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5888%  | 0.0000% | $6714.00           | $3356.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6388%  | 0.0000% | $7578.00           | $3906.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5888%  | 0.0000% | $9243.00           | $5132.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4888%  | 0.0000% | $363850.00         | $301729.57         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2027-05-31      | 0.5000%  | 0.0000% | $400.00            | $380.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-15      | 3.8750%  | 0.0000% | $89400.00          | $90964.37          | U.S. Treasuries (including strips)        |

### Security 70: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.250000%
- **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):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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    | 2049-07-25      | 3.0000%  | 0.0000% | $11649300.00       | $9861734.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $329094.00         | $338266.16         | Agency Collateralized Mortgage Obligation |

### Security 71: 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):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 | 2033-02-15      | 3.5000%  | 0.0000% | $4305600.00        | $4200306.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $2584500.00        | $2657238.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $23881200.00       | $23742461.71       | U.S. Treasuries (including strips) |

### Security 72: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR582, C.3 - LEI: N/A, C.5 - Other ID: BIV8WR582
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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? 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 | 2027-06-30      | 3.7500%  | 0.0000% | $5043000.00        | $5100036.33        | U.S. Treasuries (including strips) |

### Security 73: 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):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 | 2026-02-26      | 0.0000%  | 0.0000% | $1000.00           | $984.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $40300.00          | $45756.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $2700.00           | $2011.10           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $7153900.00        | $6985830.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $1000.00           | $991.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $21000.00          | $19623.90          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $26300.00          | $25897.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $279.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $58000.00          | $62254.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $997.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $21600.00          | $22238.82          | U.S. Treasuries (including strips) |

### Security 74: 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):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 | 2043-08-15      | 3.6250%  | 0.0000% | $20400.00          | $17911.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $118.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $7612500.00        | $5983074.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.94             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $600.00            | $446.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $166.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $13100.00          | $12074.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $8800.00           | $8920.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $59500.00          | $75663.07          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $178.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $18100.00          | $18605.91          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $7300.00           | $7374.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $15300.00          | $16647.04          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $100.00            | $105.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $1000.00           | $1017.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips) |

### Security 75: 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):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-26      | 0.0000%  | 0.0000% | $600.00            | $590.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $400.00            | $301.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $400.00            | $297.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $12300.00          | $11611.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $186.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $800.00            | $822.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $255400.00         | $255485.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $108.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $200.00            | $212.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $8747600.00        | $8907334.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $1000.00           | $1012.44           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $211.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $6800.00           | $6865.46           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $28000.00          | $28415.18          | U.S. Treasuries (including strips) |

### Security 76: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6BG2, C.3 - LEI: N/A, C.5 - Other ID: BIV8X6BG2
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **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? 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 | 2032-09-30      | 3.8750%  | 0.0000% | $12269100.00       | $12240083.58       | U.S. Treasuries (including strips) |

### Security 77: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8YGHG3, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV8YGHG3
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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       | 2055-03-01      | 6.0000%  | 0.0000% | $538013.83         | $507796.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-09-01      | 6.0000%  | 0.0000% | $648037.54         | $557646.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $542780.32         | $533205.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $510877.32         | $509799.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 2.5000%  | 0.0000% | $2104337.04        | $551008.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $562735.23         | $563714.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $318222.58         | $282349.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $534769.32         | $496495.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $504329.73         | $511803.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $527658.72         | $430508.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 3.0000%  | 0.0000% | $614588.47         | $543500.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 4.0000%  | 0.0000% | $882225.48         | $501865.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $624646.42         | $514231.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $525000.00         | $535205.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.0000%  | 0.0000% | $558206.17         | $554285.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2051-12-01      | 2.5000%  | 0.0000% | $685897.04         | $554047.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 5.5000%  | 0.0000% | $519413.58         | $527752.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $481876.86         | $504785.34         | Agency Mortgage-Backed Securities |

### Security 78: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 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: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $11270500.00       | $15300124.44       | U.S. Treasuries (including strips) |

### Security 79: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90D8L4, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV90D8L4
- **C.18 - Value (incl. sponsor support):** $15004931.25
- **C.18.a - Value (excl. sponsor support):** $15004931.25
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 4.125 31-MAR-2029 | 2031-03-31      | 4.1250%  | 0.0000% | $15004932.00       | $15290605.00       | U.S. Treasuries (including strips) |

### Security 80: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90DBQ9, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV90DBQ9
- **C.18 - Value (incl. sponsor support):** $64762500.00
- **C.18.a - Value (excl. sponsor support):** $64762500.00
- **C.19 - Percentage of Net Assets:** 6.9600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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?:** No

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $19312500.00       | $19758107.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $45450000.00       | $46345644.00       | U.S. Treasuries (including strips) |

### Security 81: 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):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 | 2027-07-15      | 4.3750%  | 0.0000% | $8985000.00        | $9180964.75        | U.S. Treasuries (including strips) |

### Security 82: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV910UA0, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV910UA0
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 4.3000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2055-05-20      | 5.5000%  | 0.0000% | $1131229.36        | $1136444.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.5499%  | 0.0000% | $407537.25         | $114055.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5999%  | 0.0000% | $518428.65         | $79008.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5499%  | 0.0000% | $466666.67         | $73983.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.5999%  | 0.0000% | $373864.35         | $100892.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.7388%  | 0.0000% | $1333333.33        | $1334771.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.6988%  | 0.0000% | $1333333.33        | $1337688.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.6499%  | 0.0000% | $60000.00          | $11279.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.6614%  | 0.0000% | $464866.67         | $129042.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.5999%  | 0.0000% | $556653.33         | $110382.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.6499%  | 0.0000% | $422702.85         | $79654.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.6999%  | 0.0000% | $374306.33         | $101455.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5499%  | 0.0000% | $473830.53         | $207476.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5999%  | 0.0000% | $392127.76         | $96884.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-20      | 4.6499%  | 0.0000% | $539355.97         | $57251.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.6499%  | 0.0000% | $428640.00         | $98499.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | 4.6114%  | 0.0000% | $342954.29         | $106202.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.6999%  | 0.0000% | $429062.21         | $102726.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1333333.33        | $879341.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $710975.24         | $452266.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1333333.33        | $820143.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $984191.49         | $662262.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $805960.39         | $503640.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $666666.67         | $467693.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $840000.00         | $543166.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $1000000.00        | $619749.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $519971.52         | $302511.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $2025591.43        | $1274366.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $666666.67         | $460608.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $666666.67         | $480653.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $666666.67         | $478623.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $773333.33         | $485465.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $666666.67         | $449417.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.4888%  | 0.0000% | $1333333.33        | $557139.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1388%  | 0.0000% | $488780.08         | $148091.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.3388%  | 0.0000% | $666666.67         | $490089.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $400000.00         | $242538.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $666666.67         | $506642.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $551280.19         | $302091.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $466666.67         | $300920.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $666666.67         | $448459.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1388%  | 0.0000% | $351898.12         | $243264.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.2888%  | 0.0000% | $1333333.33        | $743821.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.2988%  | 0.0000% | $703324.16         | $528278.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $1333333.33        | $824957.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4888%  | 0.0000% | $1333333.33        | $596645.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8888%  | 0.0000% | $1333333.33        | $524992.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.4188%  | 0.0000% | $13.33             | $8.24              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3888%  | 0.0000% | $2896573.00        | $2675349.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3888%  | 0.0000% | $592013.32         | $511223.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7888%  | 0.0000% | $266666.67         | $265105.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.8388%  | 0.0000% | $133333.33         | $132636.48         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $22878.67          | $24562.37          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.6250%  | 0.0000% | $74757.33          | $79892.22          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $207533.33         | $212130.09         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $400497.33         | $401437.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $56533.33          | $57860.20          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $1.33              | $1.24              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $662753.33         | $794651.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $114529.33         | $98898.17          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $409001.33         | $480997.01         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-15      | 0.6250%  | 0.0000% | $539285.33         | $568477.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $633666.67         | $612817.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $1428840.00        | $1450979.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $72660.00          | $73658.13          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $2625640.00        | $2678068.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $127120.00         | $132205.31         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 4.8750%  | 0.0000% | $2.67              | $2.86              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 2.3750%  | 0.0000% | $662446.67         | $735154.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 4.8750%  | 0.0000% | $333293.33         | $339098.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $4128.00           | $4264.51           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 4.8750%  | 0.0000% | $101712.00         | $104371.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $1400000.00        | $1523258.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $13.33             | $13.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $523665.33         | $541269.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $66380.00          | $67801.94          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 4.1250%  | 0.0000% | $3328826.67        | $3415185.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $666666.67         | $674959.76         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $120860.00         | $123004.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $307377.33         | $311708.28         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-30      | 4.0000%  | 0.0000% | $172000.00         | $176011.80         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $666666.67         | $684104.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $122666.67         | $124184.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-31      | 3.8750%  | 0.0000% | $113728.00         | $113874.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 3.6250%  | 0.0000% | $1.33              | $1.33              | U.S. Treasuries (including strips)        |

### Security 83: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV910UF9, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV910UF9
- **C.18 - Value (incl. sponsor support):** $34026395.00
- **C.18.a - Value (excl. sponsor support):** $34026395.00
- **C.19 - Percentage of Net Assets:** 3.6600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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    | 2053-04-01      | 5.5000%  | 0.0000% | $11558.85          | $9118.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1350115.47        | $1083708.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $461222.86         | $49785.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $19260223.58       | $1899887.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $1852063.10        | $183473.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $5327287.96        | $3785712.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2085195.51        | $1597020.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $868670.51         | $681930.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $360243.22         | $282633.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1003985.96        | $789345.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $139437.61         | $92775.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $9279725.62        | $6320557.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $43305.82          | $22358.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $4356857.45        | $3979757.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $3662634.93        | $2944652.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1388201.61        | $1337385.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $6583832.55        | $6507965.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $3195942.33        | $3179582.27        | Agency Mortgage-Backed Securities |

### Security 84: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910Y16, C.3 - LEI: N/A, C.5 - Other ID: BIV910Y16
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2033-08-15      | 3.8750%  | 0.0000% | $25559800.00       | $25500034.80       | U.S. Treasuries (including strips) |

### Security 85: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910Y65, C.3 - LEI: N/A, C.5 - Other ID: BIV910Y65
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 9.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2030-07-31      | 3.8750%  | 0.0000% | $85648000.00       | $86700034.43       | U.S. Treasuries (including strips) |

### Security 86: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910YA6, C.3 - LEI: N/A, C.5 - Other ID: BIV910YA6
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2025-10-16      | 0.0000%  | 0.0000% | $200.00            | $199.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $611500.00         | $608126.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-04      | 0.0000%  | 0.0000% | $400.00            | $397.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-02      | 0.0000%  | 0.0000% | $800.00            | $792.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-07      | 0.0000%  | 0.0000% | $300.00            | $299.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-28      | 0.0000%  | 0.0000% | $1000.00           | $996.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-08      | 0.0000%  | 0.0000% | $900.00            | $890.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-12      | 0.0000%  | 0.0000% | $500.00            | $497.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-02      | 0.0000%  | 0.0000% | $720900.00         | $716098.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-16      | 0.0000%  | 0.0000% | $300.00            | $297.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 6.5000%  | 0.0000% | $600.00            | $634.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 6.6250%  | 0.0000% | $1200.00           | $1260.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 6.3750%  | 0.0000% | $400.00            | $423.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $1000.00           | $1073.59           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $401100.00         | $427774.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 5.3750%  | 0.0000% | $5000.00           | $5417.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $200.00            | $207.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $100300.00         | $100426.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $10000.00          | $10136.54          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $3600.00           | $3633.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $50000.00          | $51217.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $800.00            | $750.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $65400.00          | $67566.15          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $700.00            | $699.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $365.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $6100.00           | $4847.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $167000.00         | $141621.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $79800.00          | $63049.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $2835600.00        | $2166857.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $1300.00           | $927.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $1900.00           | $1273.99           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $312300.00         | $241548.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $426600.00         | $311163.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $146.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $156.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $119700.00         | $97834.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $361400.00         | $272428.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $941000.00         | $604512.04         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $450100.00         | $284748.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $750700.00         | $481811.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $1000.00           | $658.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $947600.00         | $544764.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $293800.00         | $207377.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $150.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $3000.00           | $1770.08           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $3000.00           | $2043.29           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $2684000.00        | $1541282.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $1455800.00        | $1369335.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $1100.00           | $925.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $85200.00          | $87087.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $800.00            | $788.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $61500.00          | $61644.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $5217700.00        | $5276632.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $1000.00           | $982.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $33000.00          | $33304.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $2800.00           | $2964.48           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $300.00            | $303.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $992.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $900.00            | $901.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $9000.00           | $8690.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $7000.00           | $6949.00           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $1000.00           | $988.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $988.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $1300.00           | $1284.05           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $1500.00           | $1395.13           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $182.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $1000.00           | $966.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $167900.00         | $157864.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $93.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $500.00            | $494.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $500.00            | $468.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $98.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $1000.00           | $944.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $500.00            | $492.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $71600.00          | $70225.39          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $2100.00           | $1956.32           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $93.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $194.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $186800.00         | $175663.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $1500.00           | $1465.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $5200.00           | $4896.29           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $1000.00           | $943.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $1100.00           | $1039.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $400.00            | $383.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $200.00            | $196.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $1000.00           | $997.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $1000.00           | $977.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $900.00            | $893.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $68000.00          | $67563.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $800.00            | $801.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $300.00            | $296.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $200.00            | $193.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $1200.00           | $1178.95           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $800.00            | $807.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $2000.00           | $2039.13           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $8000.00           | $8225.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $1600.00           | $1644.72           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $1400.00           | $1396.93           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 4.0000%  | 0.0000% | $300.00            | $301.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $1900.00           | $1893.14           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 3.7500%  | 0.0000% | $1700.00           | $1728.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $1100.00           | $1122.27           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $1600.00           | $1596.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $41000.00          | $41420.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.0685%  | 0.0000% | $3854300.00        | $3881977.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 5.0000%  | 0.0000% | $1500.00           | $1532.15           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $5100.00           | $5321.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.1435%  | 0.0000% | $3500.00           | $3526.16           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $3000.00           | $3079.93           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $8000.00           | $8410.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $2100.00           | $2148.03           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $1000.00           | $1056.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $1700.00           | $1756.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $122600.00         | $124838.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $1125200.00        | $1124432.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $194100.00         | $198547.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $1900.00           | $1940.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1035%  | 0.0000% | $24100.00          | $24276.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $300.00            | $303.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 3.9965%  | 0.0000% | $3592200.00        | $3612847.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $3200.00           | $3314.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $500.00            | $509.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $71400.00          | $72406.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $1000.00           | $1012.03           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $11000.00          | $11034.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.0585%  | 0.0000% | $6000.00           | $6039.40           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $700.00            | $712.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $1600.00           | $1637.32           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $10400.00          | $10568.07          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $3000.00           | $3044.48           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $8000.00           | $8010.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $1600.00           | $1597.76           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $1800.00           | $1790.64           | U.S. Treasuries (including strips) |

### Security 87: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV910YW8, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV910YW8
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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          | 2041-05-25      | 1.5900%  | 0.0000% | $10000.00          | $7110.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $15423818.00       | $15292890.02       | Agency Mortgage-Backed Securities         |

## N-MFP: Signatures

**Registrant:** Invesco Variable Insurance Funds

**Date:** 2025-10-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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