# EDGAR Filing Document

**Accession Number:** 0000896435
**File Stem:** 0001145549-25-038893
**Filing Date:** 2025-6
**Character Count:** 360134
**Document Hash:** 0b03cf559758af51b2c35d642347d1ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038893.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038893

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029865

**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):** 2025-05-31

**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:** 15 days

- **WAL:** 113 days

- **Total Value of Portfolio Securities:** $959699909.00

- **Amortized Cost of Portfolio Securities:** $959664969.74

- **Cash:** $0.00

- **Total Other Assets:** $3729310.47

- **Total Liabilities:** $3739162.15

- **Net Assets of Series:** $959655118.06

- **Number of Shares Outstanding (Series):** 959891373.3800

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $492437962.63             | $826559000.90              | 45.0000%                  | 75.5400%                   |
| 2025-05-02 | $500594783.80             | $820716397.07              | 45.7800%                  | 75.0600%                   |
| 2025-05-05 | $469824658.21             | $803947996.48              | 43.6400%                  | 74.6700%                   |
| 2025-05-06 | $510729696.33             | $780953609.60              | 48.4700%                  | 74.1100%                   |
| 2025-05-07 | $518895146.12             | $792569290.64              | 49.3600%                  | 75.3900%                   |
| 2025-05-08 | $439742138.88             | $788418058.40              | 42.0000%                  | 75.3000%                   |
| 2025-05-09 | $447239089.23             | $781915583.75              | 42.9900%                  | 75.1600%                   |
| 2025-05-12 | $446907867.82             | $795586087.34              | 42.3900%                  | 75.4600%                   |
| 2025-05-13 | $469568093.69             | $739796888.21              | 47.4100%                  | 74.7000%                   |
| 2025-05-14 | $459815040.43             | $727855709.95              | 46.4300%                  | 73.5000%                   |
| 2025-05-15 | $384666956.55             | $717708726.07              | 39.3700%                  | 73.4500%                   |
| 2025-05-16 | $400535899.40             | $719578243.92              | 40.9100%                  | 73.4900%                   |
| 2025-05-19 | $388997791.59             | $708041861.11              | 40.2000%                  | 73.1600%                   |
| 2025-05-20 | $459379359.28             | $729611503.80              | 46.4400%                  | 73.7600%                   |
| 2025-05-21 | $455187497.15             | $722913441.67              | 46.3300%                  | 73.5800%                   |
| 2025-05-22 | $387467764.80             | $735196134.32              | 39.5500%                  | 75.0400%                   |
| 2025-05-23 | $382143375.41             | $715872319.93              | 39.7900%                  | 74.5300%                   |
| 2025-05-27 | $440206852.40             | $725444346.92              | 45.3700%                  | 74.7600%                   |
| 2025-05-28 | $425569443.46             | $708580662.98              | 44.6300%                  | 74.3200%                   |
| 2025-05-29 | $384608214.67             | $717621359.19              | 39.9600%                  | 74.5600%                   |
| 2025-05-30 | $374841712.74             | $707855432.26              | 38.9100%                  | 73.4800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4300%             |
| 2025-05-02 | 4.4400%             |
| 2025-05-05 | 4.4400%             |
| 2025-05-06 | 4.4400%             |
| 2025-05-07 | 4.4300%             |
| 2025-05-08 | 4.4300%             |
| 2025-05-09 | 4.4200%             |
| 2025-05-12 | 4.4000%             |
| 2025-05-13 | 4.4000%             |
| 2025-05-14 | 4.4000%             |
| 2025-05-15 | 4.3900%             |
| 2025-05-16 | 4.4000%             |
| 2025-05-19 | 4.4000%             |
| 2025-05-20 | 4.4000%             |
| 2025-05-21 | 4.4000%             |
| 2025-05-22 | 4.4000%             |
| 2025-05-23 | 4.3900%             |
| 2025-05-27 | 4.3800%             |
| 2025-05-28 | 4.3900%             |
| 2025-05-29 | 4.4000%             |
| 2025-05-30 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.9998                      |
|  |  |
| 2025-05-02 | 0.9998                      |
|  |  |
| 2025-05-05 | 0.9998                      |
|  |  |
| 2025-05-06 | 0.9998                      |
|  |  |
| 2025-05-07 | 0.9998                      |
|  |  |
| 2025-05-08 | 0.9998                      |
|  |  |
| 2025-05-09 | 0.9998                      |
|  |  |
| 2025-05-12 | 0.9998                      |
|  |  |
| 2025-05-13 | 0.9998                      |
|  |  |
| 2025-05-14 | 0.9998                      |
|  |  |
| 2025-05-15 | 0.9998                      |
|  |  |
| 2025-05-16 | 0.9998                      |
|  |  |
| 2025-05-19 | 0.9998                      |
|  |  |
| 2025-05-20 | 0.9998                      |
|  |  |
| 2025-05-21 | 0.9998                      |
|  |  |
| 2025-05-22 | 0.9998                      |
|  |  |
| 2025-05-23 | 0.9998                      |
|  |  |
| 2025-05-27 | 0.9998                      |
|  |  |
| 2025-05-28 | 0.9998                      |
|  |  |
| 2025-05-29 | 0.9998                      |
|  |  |
| 2025-05-30 | 0.9998                      |
|  |  |

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

### Class: Series I

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $808928657.04

- **Number of Shares Outstanding:** 809126934.9100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9998          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $5079576.93               | $112269.06              |
| 2025-05-02 | $0.00                     | $5656221.56             |
| 2025-05-05 | $465272.35                | $17424141.04            |
| 2025-05-06 | $499490.57                | $18366260.39            |
| 2025-05-07 | $0.00                     | $2556472.60             |
| 2025-05-08 | $1105002.41               | $5543767.74             |
| 2025-05-09 | $205123.98                | $7148333.89             |
| 2025-05-12 | $15186789.45              | $850499.64              |
| 2025-05-13 | $1436161.38               | $64583071.73            |
| 2025-05-14 | $1399643.87               | $744135.55              |
| 2025-05-15 | $1257338.50               | $14459500.57            |
| 2025-05-16 | $4273888.97               | $1788674.26             |
| 2025-05-19 | $1230410.16               | $12886943.01            |
| 2025-05-20 | $21400160.24              | $76904.68               |
| 2025-05-21 | $3576.51                  | $6665793.96             |
| 2025-05-22 | $389610.11                | $3064416.93             |
| 2025-05-23 | $328115.53                | $19675692.87            |
| 2025-05-27 | $9299158.86               | $201531.50              |
| 2025-05-28 | $8559.16                  | $16632107.98            |
| 2025-05-29 | $11063182.15              | $2320803.64             |
| 2025-05-30 | $1328034.83               | $645793.01              |

**Total Gross Subscriptions (Month):** $75959095.96

**Total Gross Redemptions (Month):** $201403335.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0800%           |
| 2025-05-02 | 4.0900%           |
| 2025-05-05 | 4.1000%           |
| 2025-05-06 | 4.0900%           |
| 2025-05-07 | 4.0900%           |
| 2025-05-08 | 4.0800%           |
| 2025-05-09 | 4.0700%           |
| 2025-05-12 | 4.0400%           |
| 2025-05-13 | 4.0300%           |
| 2025-05-14 | 4.0300%           |
| 2025-05-15 | 4.0200%           |
| 2025-05-16 | 4.0200%           |
| 2025-05-19 | 4.0100%           |
| 2025-05-20 | 4.0100%           |
| 2025-05-21 | 4.0100%           |
| 2025-05-22 | 4.0100%           |
| 2025-05-23 | 4.0000%           |
| 2025-05-27 | 3.9900%           |
| 2025-05-28 | 4.0000%           |
| 2025-05-29 | 4.0100%           |
| 2025-05-30 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 60.0100%         | 0.0000%              |

### Class: Series II

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $150726461.02

- **Number of Shares Outstanding:** 150764438.4700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9998          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $488971.09                | $301999.66              |
| 2025-05-02 | $0.00                     | $291881.26              |
| 2025-05-05 | $2330.06                  | $200529.50              |
| 2025-05-06 | $2466.61                  | $188554.36              |
| 2025-05-07 | $29531.92                 | $1011198.30             |
| 2025-05-08 | $110858.79                | $29186.44               |
| 2025-05-09 | $218106.52                | $107513.32              |
| 2025-05-12 | $135889.80                | $974371.00              |
| 2025-05-13 | $186481.21                | $31686.83               |
| 2025-05-14 | $75001.36                 | $728558.56              |
| 2025-05-15 | $3063.97                  | $72840.72               |
| 2025-05-16 | $270.47                   | $665200.35              |
| 2025-05-19 | $0.00                     | $35353.11               |
| 2025-05-20 | $58372.60                 | $48778.46               |
| 2025-05-21 | $20476.85                 | $202102.63              |
| 2025-05-22 | $6.06                     | $145140.50              |
| 2025-05-23 | $1105.36                  | $25116.12               |
| 2025-05-27 | $285338.46                | $21190.29               |
| 2025-05-28 | $35168.86                 | $48579.82               |
| 2025-05-29 | $210955.83                | $11921.86               |
| 2025-05-30 | $0.00                     | $33664.24               |

**Total Gross Subscriptions (Month):** $1864395.82

**Total Gross Redemptions (Month):** $5175367.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.8400%           |
| 2025-05-02 | 3.8400%           |
| 2025-05-05 | 3.8500%           |
| 2025-05-06 | 3.8400%           |
| 2025-05-07 | 3.8400%           |
| 2025-05-08 | 3.8300%           |
| 2025-05-09 | 3.8200%           |
| 2025-05-12 | 3.7900%           |
| 2025-05-13 | 3.7800%           |
| 2025-05-14 | 3.7800%           |
| 2025-05-15 | 3.7700%           |
| 2025-05-16 | 3.7700%           |
| 2025-05-19 | 3.7600%           |
| 2025-05-20 | 3.7600%           |
| 2025-05-21 | 3.7600%           |
| 2025-05-22 | 3.7600%           |
| 2025-05-23 | 3.7500%           |
| 2025-05-27 | 3.7400%           |
| 2025-05-28 | 3.7500%           |
| 2025-05-29 | 3.7600%           |
| 2025-05-30 | 3.7600%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTG5, C.4 - ISIN: US3130AWTG57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3295723.52
- **C.18.a - Value (excl. sponsor support):** $3295723.52
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.485000%
- **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):** $15009669.45
- **C.18.a - Value (excl. sponsor support):** $15009669.45
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXW95, C.4 - ISIN: US3130AXW953, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000152.86
- **C.18.a - Value (excl. sponsor support):** $2000152.86
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.460000%
- **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):** $10001002.30
- **C.18.a - Value (excl. sponsor support):** $10001002.30
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8999119.26
- **C.18.a - Value (excl. sponsor support):** $8999119.26
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GY6, C.4 - ISIN: US313385GY63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4990071.55
- **C.18.a - Value (excl. sponsor support):** $4990071.55
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **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):** $3001689.63
- **C.18.a - Value (excl. sponsor support):** $3001689.63
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000670.56
- **C.18.a - Value (excl. sponsor support):** $3000670.56
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **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):** $4001670.68
- **C.18.a - Value (excl. sponsor support):** $4001670.68
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPX42, C.4 - ISIN: US3133EPX425, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000074.81
- **C.18.a - Value (excl. sponsor support):** $1000074.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.400000%
- **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):** $4000040.32
- **C.18.a - Value (excl. sponsor support):** $4000040.32
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **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):** $2000209.60
- **C.18.a - Value (excl. sponsor support):** $2000209.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000069.33
- **C.18.a - Value (excl. sponsor support):** $3000069.33
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **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):** $4000390.32
- **C.18.a - Value (excl. sponsor support):** $4000390.32
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **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):** $15003849.90
- **C.18.a - Value (excl. sponsor support):** $15003849.90
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $4999787.00
- **C.18.a - Value (excl. sponsor support):** $4999787.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.425000%
- **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):** $2000670.26
- **C.18.a - Value (excl. sponsor support):** $2000670.26
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **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):** $5002762.75
- **C.18.a - Value (excl. sponsor support):** $5002762.75
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **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):** $2999490.45
- **C.18.a - Value (excl. sponsor support):** $2999490.45
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $4999759.45
- **C.18.a - Value (excl. sponsor support):** $4999759.45
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $1501585.47
- **C.18.a - Value (excl. sponsor support):** $1501585.47
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001894.15
- **C.18.a - Value (excl. sponsor support):** $5001894.15
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $999972.62
- **C.18.a - Value (excl. sponsor support):** $999972.62
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $4999969.80
- **C.18.a - Value (excl. sponsor support):** $4999969.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $5002841.50
- **C.18.a - Value (excl. sponsor support):** $5002841.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $4002294.12
- **C.18.a - Value (excl. sponsor support):** $4002294.12
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $3001560.57
- **C.18.a - Value (excl. sponsor support):** $3001560.57
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **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):** $3002731.11
- **C.18.a - Value (excl. sponsor support):** $3002731.11
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.380000%
- **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):** $7992773.28
- **C.18.a - Value (excl. sponsor support):** $7992773.28
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **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):** $4002148.64
- **C.18.a - Value (excl. sponsor support):** $4002148.64
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.395000%
- **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):** $2999928.69
- **C.18.a - Value (excl. sponsor support):** $2999928.69
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.350000%
- **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):** $4999922.90
- **C.18.a - Value (excl. sponsor support):** $4999922.90
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.405000%
- **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):** $4999869.60
- **C.18.a - Value (excl. sponsor support):** $4999869.60
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **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):** $4997278.05
- **C.18.a - Value (excl. sponsor support):** $4997278.05
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **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):** $5001349.55
- **C.18.a - Value (excl. sponsor support):** $5001349.55
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999996.68
- **C.18.a - Value (excl. sponsor support):** $999996.68
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **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):** $15005286.60
- **C.18.a - Value (excl. sponsor support):** $15005286.60
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $3999890.48
- **C.18.a - Value (excl. sponsor support):** $3999890.48
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $3001555.59
- **C.18.a - Value (excl. sponsor support):** $3001555.59
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $2001072.60
- **C.18.a - Value (excl. sponsor support):** $2001072.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.455000%
- **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):** $13999758.36
- **C.18.a - Value (excl. sponsor support):** $13999758.36
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.465000%
- **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):** $4004159.52
- **C.18.a - Value (excl. sponsor support):** $4004159.52
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **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):** $4004236.12
- **C.18.a - Value (excl. sponsor support):** $4004236.12
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **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):** $2002060.10
- **C.18.a - Value (excl. sponsor support):** $2002060.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 45: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **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):** $5004838.10
- **C.18.a - Value (excl. sponsor support):** $5004838.10
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **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):** $6083625.00
- **C.18.a - Value (excl. sponsor support):** $6083625.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 47: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W37, C.4 - ISIN: US690353W371, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $150000.00
- **C.18.a - Value (excl. sponsor support):** $150000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-15
- **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 48: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XQ5, C.4 - ISIN: US690353XQ53, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12944.52
- **C.18.a - Value (excl. sponsor support):** $12944.52
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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 49: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2986620.84
- **C.18.a - Value (excl. sponsor support):** $2986620.84
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: 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):** $12815164.96
- **C.18.a - Value (excl. sponsor support):** $12815164.96
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 51: 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):** $2947687.50
- **C.18.a - Value (excl. sponsor support):** $2947687.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 52: 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):** $4896453.45
- **C.18.a - Value (excl. sponsor support):** $4896453.45
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 53: 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):** $9676410.30
- **C.18.a - Value (excl. sponsor support):** $9676410.30
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 54: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24705767.25
- **C.18.a - Value (excl. sponsor support):** $24705767.25
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? 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: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14762901.90
- **C.18.a - Value (excl. sponsor support):** $14762901.90
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 56: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.426000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7000682.78
- **C.18.a - Value (excl. sponsor support):** $7000682.78
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5002367.30
- **C.18.a - Value (excl. sponsor support):** $5002367.30
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.546000%
- **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):** $3004149.00
- **C.18.a - Value (excl. sponsor support):** $3004149.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.370000%
- **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:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-12-20      | 5.5283%  | 0.0000% | $10450728.00       | $10200001.51       | Agency Collateralized Mortgage Obligation |

### Security 60: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **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: BIV815LZ6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV815LZ6
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $627.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $24919723.00       | $18264553.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $130584.00         | $102289.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 5.0000%  | 0.0000% | $331852.00         | $324468.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 5.0065%  | 0.0000% | $615397.00         | $16688.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2283%  | 0.0000% | $8838.00           | $6173.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2283%  | 0.0000% | $447200.00         | $279750.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2283%  | 0.0000% | $4969712.00        | $3880134.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3283%  | 0.0000% | $144880.00         | $115803.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3283%  | 0.0000% | $3720531.00        | $2600486.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3583%  | 0.0000% | $4197359.00        | $3365038.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.3883%  | 0.0000% | $375235.00         | $337392.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 5.4283%  | 0.0000% | $2487.00           | $1050.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $363850.00         | $325877.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4783%  | 0.0000% | $516142.00         | $410231.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $34592.00          | $34526.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5283%  | 0.0000% | $6715.00           | $3787.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5283%  | 0.0000% | $39600.00          | $39556.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5783%  | 0.0000% | $7579.00           | $4352.78           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.6720%  | 0.0000% | $1000.00           | $936.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7283%  | 0.0000% | $339181.00         | $148573.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8283%  | 0.0000% | $414506.00         | $192843.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 8.9706%  | 0.0000% | $10002.00          | $10653.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $100000.00         | $57966.96          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.6720%  | 0.0000% | $17780.00          | $16855.97          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $65831.00          | $59380.37          | Agency Mortgage-Backed Securities         |

### Security 61: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV81CUT5, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV81CUT5
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 | 2025-07-31      | 0.2500%  | 0.0000% | $1400.00           | $1391.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $351300.00         | $331447.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $23232100.00       | $23005181.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $7281600.00        | $7262001.81        | U.S. Treasuries (including strips) |

### Security 62: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.410000%
- **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:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $184.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $9287100.00        | $9511259.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1017.97           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $682000.00         | $687273.07         | U.S. Treasuries (including strips) |

### Security 63: 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:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 | 2026-07-31      | 0.6250%  | 0.0000% | $9626400.00        | $9266204.74        | U.S. Treasuries (including strips) |

### Security 64: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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% | $9467200.00        | $9198701.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $66500.00          | $68130.80          | U.S. Treasuries (including strips) |

### Security 65: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GAU89, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8GAU89
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $30145.08          | $29880.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $30293.40          | $30329.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $37185.35          | $31935.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $41404.13          | $40547.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $41058.92          | $40772.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $46957.44          | $42833.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $56613.84          | $56380.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $66551.85          | $64183.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $98840.06          | $85761.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $117997.71         | $100861.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $121052.63         | $102178.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $170320.37         | $150022.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $291377.30         | $279125.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $333901.60         | $322196.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $333637.39         | $328624.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $511487.87         | $433761.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $578440.80         | $565044.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $877952.20         | $876988.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1813769.89        | $1741921.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2469182.12        | $2075475.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $2860.41           | $25.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 6.0000%  | 0.0000% | $10422.51          | $45.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $5720.82           | $121.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $526.32            | $512.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $846.68            | $771.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 6.0000%  | 0.0000% | $17162.47          | $1066.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1297.67           | $1130.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2288.33           | $1615.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $2288.33           | $2292.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $3432.49           | $2553.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $3432.49           | $2650.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $10114.63          | $7594.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $12871.85          | $8276.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $3741.40           | $2946.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $50411.21          | $3059.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 6.0000%  | 0.0000% | $7790.56           | $7897.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $11675.03          | $8431.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $12390.57          | $9201.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $12585.81          | $10704.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $11578.65          | $10881.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $14082.95          | $11441.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $11466.67          | $11498.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $11550.18          | $11764.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $12072.79          | $12193.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $13363.84          | $13471.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $14168.46          | $14458.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $19224.61          | $15889.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $19069.89          | $17675.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $17328.40          | $17679.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $21247.13          | $21326.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $22327.68          | $22216.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $27465.32          | $27599.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $43856.00          | $44635.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $56725.72          | $54988.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $60736.66          | $61813.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $78931.04          | $64004.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $148741.42         | $135094.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $146691.22         | $148065.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $168914.43         | $174121.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $480575.82         | $475660.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $495273.67         | $498451.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $726468.96         | $724002.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $205.95            | $6.43              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 6.5000%  | 0.0000% | $14856.13          | $16.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.5000%  | 0.0000% | $5102.97           | $24.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 6.5000%  | 0.0000% | $8009.15           | $28.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 6.5000%  | 0.0000% | $38329.52          | $35.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $2333.83           | $44.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $5034.32           | $4364.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $17403.31          | $8635.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $12766.61          | $8675.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $11408.94          | $8905.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $18773.33          | $10890.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $27229.39          | $18150.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $47729.79          | $24531.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $36711.67          | $27806.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $66933.64          | $29363.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $43706.60          | $30047.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $48200.76          | $33068.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $62929.06          | $42931.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $58524.03          | $43895.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 2.5000%  | 0.0000% | $59937.73          | $50163.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $91314.52          | $63961.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $223112.13         | $145256.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $11.44             | $8.02              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $11.44             | $8.06              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $34.76             | $9.23              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $190.19            | $15.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $125.86            | $20.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $114.42            | $23.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $102.97            | $64.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $12585.81          | $84.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $1201.37           | $98.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $476.60            | $149.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $763.73            | $152.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $483.41            | $237.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $2482.84           | $414.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $1144.16           | $651.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $4633.87           | $793.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $6681.77           | $1160.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $15045.77          | $1189.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 3.0000%  | 0.0000% | $11441.65          | $1686.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $2288.33           | $1251.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 1.5000%  | 0.0000% | $2912.38           | $1659.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 1.5000%  | 0.0000% | $2860.41           | $1737.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 1.5000%  | 0.0000% | $5677.44           | $3727.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $11212.81          | $4281.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 1.5000%  | 0.0000% | $22728.72          | $13874.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $1078.75           | $53.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $194.51            | $128.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 2.0000%  | 0.0000% | $572.08            | $158.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $297.48            | $194.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $274.60            | $213.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $575.37            | $347.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $1144.16           | $432.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $1315.79           | $676.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $13246.36          | $4806.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 6.5000%  | 0.0000% | $15232.69          | $10876.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $11482.07          | $12092.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $11933.58          | $12494.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $12792.73          | $13299.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $13062.48          | $13676.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $16301.49          | $16930.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $27261.29          | $24359.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $32825.45          | $34102.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $41547.16          | $34985.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $48151.02          | $37965.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $43329.52          | $39085.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $51181.96          | $44324.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $74485.13          | $64883.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $102513.54         | $105652.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $140844.98         | $148225.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $190114.42         | $173158.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $282173.65         | $270588.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.5000%  | 0.0000% | $430711.03         | $337763.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $348828.58         | $341419.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $344755.10         | $354429.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $392154.47         | $380287.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $702651.09         | $715333.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 7.0000%  | 0.0000% | $686.50            | $5.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $1766.00           | $11.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 7.0000%  | 0.0000% | $2631.58           | $25.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 7.0000%  | 0.0000% | $1990.85           | $65.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $6045.81           | $78.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $4444.63           | $91.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 7.0000%  | 0.0000% | $30448.08          | $107.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 7.0000%  | 0.0000% | $3884.82           | $2883.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $12585.81          | $7582.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $1811777.23        | $1420476.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $3432.49           | $1992.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $16018.31          | $2468.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $11292.91          | $2887.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $6157.83           | $3925.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $54919.91          | $4121.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $6421.28           | $4318.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $9439.36           | $6564.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $29713.96          | $6651.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $18306.64          | $10296.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $57208.24          | $13290.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $34324.94          | $23506.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 3.0000%  | 0.0000% | $98898.55          | $60992.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.0000%  | 0.0000% | $391240.39         | $237155.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $296167.72         | $247043.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $334026.76         | $272784.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $414016.06         | $350819.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $423658.58         | $378002.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $11.44             | $8.81              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $183.07            | $18.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $22.88             | $19.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $34.32             | $26.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $194.51            | $27.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $160.18            | $27.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $343.25            | $37.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $962.62            | $49.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $581.12            | $153.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1487.41           | $246.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1771.74           | $350.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 3.5000%  | 0.0000% | $13329.52          | $407.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $3409.61           | $674.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 5.0000%  | 0.0000% | $5352.77           | $7.16              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $11.44             | $10.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 5.0000%  | 0.0000% | $9153.32           | $12.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 5.0000%  | 0.0000% | $708.55            | $15.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $9668.19           | $1262.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $21390.64          | $1361.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $29981.29          | $1609.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.5000%  | 0.0000% | $160183.07         | $1623.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $2288.33           | $1685.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $2264.62           | $1710.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $5148.74           | $1736.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 3.5000%  | 0.0000% | $6864.99           | $1832.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $18032.04          | $2511.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.5000%  | 0.0000% | $19508.01          | $2557.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.5000%  | 0.0000% | $5516.12           | $2786.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 3.5000%  | 0.0000% | $3679.57           | $3220.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $18731.70          | $3892.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $15732.27          | $4118.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $5238.48           | $4508.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $6488.58           | $4750.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $33970.25          | $5082.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $28121.40          | $5963.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.5000%  | 0.0000% | $22883.30          | $9021.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $16154.51          | $11429.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 3.5000%  | 0.0000% | $29479.94          | $27388.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $110663.96         | $88483.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $164565.22         | $126267.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $227642.69         | $188064.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $312722.68         | $244159.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $292031.14         | $248810.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $2013.73           | $8.22              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 4.0000%  | 0.0000% | $11.44             | $9.60              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $4405.03           | $20.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $5148.74           | $45.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $1430.21           | $87.24             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $881.01            | $88.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 4.0000%  | 0.0000% | $491.99            | $88.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $1121.28           | $682.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 2.0000%  | 0.0000% | $9074.06           | $702.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 2.0000%  | 0.0000% | $1796.34           | $829.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $2193.20           | $1267.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $7526.44           | $1669.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $5148.74           | $2507.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $6235.70           | $2535.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $8581.24           | $3410.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $4576.66           | $3545.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $5720.82           | $3870.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $8138.07           | $5200.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.0000%  | 0.0000% | $17162.47          | $5460.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $10546.66          | $6659.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $13398.17          | $7029.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $17835.97          | $11962.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $19676.59          | $12620.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $28032.04          | $16304.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $41066.61          | $26756.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $57208.24          | $31797.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $65789.47          | $39654.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 2.0000%  | 0.0000% | $121281.46         | $57173.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $104362.72         | $67354.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $114416.48         | $69008.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $155720.25         | $96938.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $245106.09         | $204338.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $245969.45         | $209297.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $928130.13         | $605522.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $11.44             | $8.98              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $307.09            | $81.37             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $286.04            | $99.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $675.06            | $136.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 2.5000%  | 0.0000% | $4862.70           | $355.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $572.08            | $367.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $16541.42          | $14062.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2669.91           | $2213.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $4951.60           | $3584.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $5211.67           | $5058.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $7872.43           | $5321.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $6589.14           | $5683.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $8089.24           | $7694.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $11441.65          | $10530.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $10891.77          | $10693.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $11566.74          | $11466.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $13733.16          | $11814.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $12091.96          | $12210.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $12803.20          | $12717.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $14342.69          | $13670.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $15505.69          | $14948.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $19336.38          | $15197.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $16298.40          | $15867.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $16416.00          | $16429.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $16791.17          | $16728.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $17399.53          | $16970.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.5000%  | 0.0000% | $17118.74          | $17438.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $17853.55          | $17797.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $18499.24          | $18148.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $19359.70          | $19252.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $21142.32          | $20770.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $21693.14          | $21594.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $23915.80          | $21622.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $23115.42          | $22963.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $23779.07          | $23778.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $24747.46          | $25032.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $25337.81          | $25359.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $28189.73          | $28016.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $28632.04          | $28218.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $28252.73          | $28272.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $1144.16           | $117.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $2731.80           | $183.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.0000%  | 0.0000% | $89043.49          | $234.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $308.92            | $246.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.0000%  | 0.0000% | $7092.77           | $375.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 4.0000%  | 0.0000% | $4112.59           | $384.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.0000%  | 0.0000% | $1830.66           | $471.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $55143.44          | $777.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.0000%  | 0.0000% | $7451.10           | $786.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 4.0000%  | 0.0000% | $33638.44          | $1254.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $2288.33           | $1523.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $2213.07           | $1831.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.0000%  | 0.0000% | $14187.64          | $2756.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $17162.47          | $3122.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.0000%  | 0.0000% | $5720.82           | $3768.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $58077.35          | $6253.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $42284.35          | $7728.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $34324.94          | $9539.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $78661.33          | $11530.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.0000%  | 0.0000% | $19847.40          | $18974.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.0000%  | 0.0000% | $27227.85          | $25182.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $34324.94          | $26786.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $284691.08         | $46621.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-07-01      | 4.0000%  | 0.0000% | $297482.84         | $83433.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1629795.98        | $1499264.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $137.30            | $8.87              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $130.43            | $15.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $183.07            | $15.58             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $869.57            | $17.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $251.72            | $18.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $2894.74           | $22.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1144.16           | $590.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1144.16           | $618.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $1144.16           | $674.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1144.16           | $839.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $1854.13           | $1228.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $2141.67           | $1323.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $2688.79           | $1331.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $2860.41           | $1432.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $2883.30           | $1514.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $2533.24           | $1694.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $2744.97           | $1789.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $2974.83           | $1817.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $2695.45           | $1880.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $3203.66           | $2017.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $4313.50           | $2130.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $4056.49           | $2516.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $3846.22           | $2590.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $27459.95          | $2984.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4748.28           | $3031.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $11441.65          | $3055.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $4038.90           | $3135.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 2.5000%  | 0.0000% | $14530.89          | $3540.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $5720.82           | $3565.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $5549.54           | $3667.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $6669.05           | $4031.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $6677.53           | $4538.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $8647.68           | $5226.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $15545.51          | $6516.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $10150.90          | $6774.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 5.0000%  | 0.0000% | $3089.24           | $16.36             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $91.53             | $16.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 5.0000%  | 0.0000% | $13043.48          | $25.55             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $91.53             | $63.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $80555.58          | $85.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $27583.09          | $85.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 5.0000%  | 0.0000% | $292761.85         | $111.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $251.72            | $206.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $400.46            | $296.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $2055.03           | $361.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 5.0000%  | 0.0000% | $7578.76           | $903.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1283.56           | $1203.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $1716.25           | $1612.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $6682.81           | $1642.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 5.0000%  | 0.0000% | $3052.03           | $2156.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $16704.81          | $3109.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $4253.16           | $3277.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $4184.68           | $3808.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 5.0000%  | 0.0000% | $20160.11          | $3921.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $36366.24          | $4003.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 5.0000%  | 0.0000% | $13729.98          | $5305.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $5864.42           | $5579.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 5.0000%  | 0.0000% | $103582.64         | $6786.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $8088.52           | $7657.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $7876.65           | $7884.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $9622.43           | $8666.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $12093.82          | $9567.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $11582.60          | $11353.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 5.0000%  | 0.0000% | $12352.47          | $11395.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $11441.65          | $11493.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $12201.11          | $12117.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $343.25            | $23.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $572.08            | $39.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $68.65             | $58.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $331.81            | $65.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $720.82            | $69.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $12013.73          | $95.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 4.5000%  | 0.0000% | $420.51            | $381.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $583.52            | $511.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $3752.86           | $564.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $19430.21          | $587.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 4.5000%  | 0.0000% | $1144.16           | $748.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1066.36           | $855.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.5000%  | 0.0000% | $2860.41           | $881.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $1153.82           | $1064.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $4061.49           | $3160.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $4625.53           | $3697.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 4.5000%  | 0.0000% | $12585.81          | $4550.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $7498.88           | $6860.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $11212.81          | $8466.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $14530.89          | $11942.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $13003.67          | $12259.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $14778.09          | $12384.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $15594.97          | $12849.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $70938.22          | $12974.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $13471.80          | $13040.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $44110.63          | $28468.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $32910.17          | $30858.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $63405.22          | $58651.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $4011270.02        | $82903.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $104318.73         | $95218.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.0000%  | 0.0000% | $2013.73           | $6.24              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $12761.61          | $12645.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $14592.80          | $14325.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $15748.33          | $15257.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $16701.01          | $15960.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $19957.31          | $17652.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $19093.68          | $18603.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $19249.76          | $18769.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $29924.42          | $20465.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $23971.05          | $24079.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $28469.99          | $28133.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $30922.93          | $29393.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $45052.31          | $42988.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $104207.16         | $100095.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $112539.71         | $109340.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $185006.03         | $167623.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $314918.35         | $240336.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $336899.57         | $321400.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $413783.16         | $403200.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $720302.11         | $699568.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $931447.06         | $907647.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 5.5000%  | 0.0000% | $1613.27           | $8.00              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 5.5000%  | 0.0000% | $77784.24          | $62.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $50343.25          | $128.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.5000%  | 0.0000% | $343.25            | $223.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.5000%  | 0.0000% | $320.37            | $235.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $411.90            | $383.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $594.74            | $535.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $577.12            | $566.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1144.16           | $926.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1144.16           | $1133.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 5.5000%  | 0.0000% | $2145.31           | $1634.72           | Agency Mortgage-Backed Securities |

### Security 66: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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    | 2040-04-25      | 2.0000%  | 0.0000% | $65000000.00       | $247114.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-05-20      | 2.5000%  | 0.0000% | $4999985.00        | $28490.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.0000%  | 0.0000% | $764000.00         | $624882.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-12-25      | 3.8200%  | 0.0000% | $4993029.00        | $4752615.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2283%  | 0.0000% | $8990000.00        | $5028730.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 5.3334%  | 0.0000% | $4999960.00        | $970636.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.4720%  | 0.0000% | $7000000.00        | $6608386.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $6985.00           | $687.60            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-07-15      | 6.0000%  | 0.0000% | $11372920.00       | $98454.78          | Agency Collateralized Mortgage Obligation |

### Security 67: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 | 2049-07-25      | 3.0000%  | 0.0000% | $39957722.00       | $6708981.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2033-04-25      | 4.2500%  | 0.0000% | $2529199.00        | $2471018.85        | Agency Collateralized Mortgage Obligation |

### Security 68: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8J5UZ7, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8J5UZ7
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 | 2027-06-30      | 3.2500%  | 0.0000% | $1284400.00        | $1285003.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $1310616.40        | $1294667.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $1431512.00        | $1461683.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $2291376.80        | $2320585.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $1717338.40        | $1723984.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $2043676.00        | $2114074.89        | U.S. Treasuries (including strips) |

### Security 69: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.320000%
- **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: BIV8L5R21, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8L5R21
- **C.18 - Value (incl. sponsor support):** $14000000.00
- **C.18.a - Value (excl. sponsor support):** $14000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? 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 | 2054-12-01      | 5.5000%  | 0.0000% | $25511.41          | $25274.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $34535.78          | $30031.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $40612.16          | $40307.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $52086.67          | $50927.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $86656.59          | $62606.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $144928.72         | $129196.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $384680.64         | $388803.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $951161.48         | $951066.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1112289.92        | $1100683.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $3296622.65        | $2890370.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $3655.56           | $16.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $1501.27           | $18.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 6.0000%  | 0.0000% | $10039.37          | $37.87             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 6.0000%  | 0.0000% | $28466.67          | $119.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $33600.00          | $250.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $93566.67          | $1479.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $5211.11           | $4486.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.0000%  | 0.0000% | $11875.83          | $6372.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $11659.26          | $6891.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $12156.25          | $9651.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $18463.51          | $14080.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $16720.15          | $17057.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $23142.06          | $23734.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $23678.82          | $23949.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $26060.63          | $26674.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $38963.87          | $40266.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $40359.92          | $40684.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $57007.11          | $48816.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $76449.61          | $55357.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $65759.09          | $66676.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $92368.78          | $85266.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $202.22            | $28.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-11-01      | 3.5000%  | 0.0000% | $34221.44          | $59.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $166.44            | $86.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $140.00            | $102.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $233.33            | $170.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $7880.30           | $2048.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $15788.89          | $2307.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $12666.73          | $3254.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $15477.78          | $3693.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $78538.86          | $4725.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 3.5000%  | 0.0000% | $83222.22          | $5177.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 3.5000%  | 0.0000% | $9940.96           | $5567.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $47292.56          | $11146.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $34455.56          | $13558.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 3.5000%  | 0.0000% | $22390.20          | $15984.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 3.5000%  | 0.0000% | $38793.35          | $34641.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $64966.84          | $44926.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.5000%  | 0.0000% | $282175.85         | $225943.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $273259.62         | $234767.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.5000%  | 0.0000% | $286716.87         | $248432.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $1339304.21        | $279137.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $62.22             | $15.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $93.33             | $42.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 4.0000%  | 0.0000% | $332.42            | $44.17             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $77.78             | $62.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $934.16            | $621.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $194331.34         | $197143.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 6.5000%  | 0.0000% | $466.67            | $7.81              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $420.00            | $269.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.5000%  | 0.0000% | $1555.56           | $1176.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1555.56           | $1520.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $7971.60           | $6481.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.5000%  | 0.0000% | $34450.61          | $12240.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $15960.00          | $13499.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $16883.94          | $15068.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $16394.50          | $17192.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $33305.67          | $34174.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $89898.00          | $76871.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.5000%  | 0.0000% | $122021.98         | $111162.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $126425.80         | $130915.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1633.33           | $1315.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.5000%  | 0.0000% | $3362.07           | $1759.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $54444.44          | $28434.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $47381.60          | $35164.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $73079.04          | $37388.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $62441.65          | $38376.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 2.5000%  | 0.0000% | $177733.84         | $40388.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $143500.00         | $80714.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $126081.26         | $88825.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $219086.96         | $117909.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $495341.14         | $239925.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $526940.79         | $421104.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $962717.78         | $530680.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $46.67             | $12.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 3.0000%  | 0.0000% | $31.11             | $23.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $108.89            | $50.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $233.33            | $181.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 3.0000%  | 0.0000% | $1260.40           | $456.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $1795.59           | $902.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 3.0000%  | 0.0000% | $1462.22           | $913.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 3.0000%  | 0.0000% | $6568.71           | $1390.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 3.0000%  | 0.0000% | $14933.33          | $1485.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $3111.11           | $2074.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $8555.56           | $2135.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $6617.54           | $4464.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $15817.84          | $11307.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $22749.28          | $11902.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $19226.67          | $13313.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $21217.78          | $13497.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $23333.33          | $15307.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.0000%  | 0.0000% | $171375.56         | $16988.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $322248.17         | $266095.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $15.56             | $10.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.5000%  | 0.0000% | $31.11             | $12.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $155.56            | $24.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $15555.56          | $11787.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $15555.57          | $15086.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $115615.00         | $18190.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $21794.87          | $21234.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $31781.63          | $30668.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $37445.29          | $37740.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $46333.42          | $46335.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $311111.11         | $280606.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $330080.57         | $315614.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $895514.25         | $892799.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-08-01      | 5.5000%  | 0.0000% | $25666.67          | $10.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 5.5000%  | 0.0000% | $11000.16          | $10.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 5.5000%  | 0.0000% | $1555.56           | $16.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $46.67             | $42.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $398.02            | $326.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $791.16            | $776.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1569.68           | $1541.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 5.5000%  | 0.0000% | $256813.23         | $2032.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $5051.36           | $4890.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $6268.89           | $5618.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $6576.62           | $5644.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $7171.11           | $5860.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $11277.78          | $9876.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $29741.88          | $10436.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $15565.62          | $15577.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $16345.90          | $16223.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $17564.85          | $16297.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $16494.41          | $16555.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $18666.67          | $16705.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $18367.28          | $18343.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $18722.67          | $18648.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $23251.76          | $23187.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $23684.47          | $23439.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 1.5000%  | 0.0000% | $622.22            | $385.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 1.5000%  | 0.0000% | $6455.56           | $3981.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 1.5000%  | 0.0000% | $15555.56          | $7835.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 1.5000%  | 0.0000% | $16267.14          | $10668.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $155555.56         | $88866.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $124.44            | $66.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $1135.56           | $173.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 2.0000%  | 0.0000% | $2053.13           | $366.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $910.00            | $499.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $1109.08           | $637.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1477.78           | $1063.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $12444.44          | $1748.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $2162.22           | $1787.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 4.0000%  | 0.0000% | $3082.61           | $1820.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $21348.93          | $2201.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $16295.24          | $2450.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $933.33            | $683.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $2800.00           | $1507.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $3733.33           | $1601.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $3111.11           | $1936.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $6649.32           | $4138.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $7855.56           | $4936.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $14462.75          | $9591.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $23333.33          | $11216.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $67448.89          | $44178.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $260314.57         | $162050.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $294869.00         | $194584.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $77.78             | $45.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 2.5000%  | 0.0000% | $2442.22           | $528.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1088.89           | $599.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1555.56           | $972.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $1991.11           | $1046.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $9333.33           | $1386.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $1882.22           | $1402.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.5000%  | 0.0000% | $3111.11           | $1576.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $4666.67           | $2743.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4707.52           | $3119.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $5708.89           | $3687.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $6836.34           | $3708.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $13377.78          | $5427.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $9055.76           | $6487.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $9803.22           | $7101.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $12366.67          | $7279.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $12444.44          | $7394.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.5000%  | 0.0000% | $19425.90          | $7559.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $18289.83          | $12674.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $25933.99          | $17991.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 4.0000%  | 0.0000% | $15619.10          | $4314.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.0000%  | 0.0000% | $8428.47           | $4615.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $14482.22          | $4852.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $16700.44          | $11560.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $18730.44          | $17813.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $25849.90          | $24573.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $130200.00         | $101583.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $4827.22           | $56.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.5000%  | 0.0000% | $1633.33           | $275.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $2810.86           | $315.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $3422.22           | $619.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 4.5000%  | 0.0000% | $33662.22          | $1380.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $22011.11          | $5325.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $8016.87           | $7177.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $13294.01          | $9854.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $19794.13          | $18720.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $35973.17          | $34024.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $47159.03          | $42843.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $86568.81          | $81837.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $125228.07         | $104413.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $191333.33         | $145282.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $592465.44         | $513248.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $841840.95         | $685084.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $117842.87         | $49.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 5.0000%  | 0.0000% | $77.78             | $52.37             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.0000%  | 0.0000% | $108.89            | $69.29             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 5.0000%  | 0.0000% | $7077.78           | $191.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 5.0000%  | 0.0000% | $15555.56          | $272.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $10947.49          | $782.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1012.12           | $873.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 5.0000%  | 0.0000% | $88601.66          | $2128.54           | Agency Mortgage-Backed Securities |

### Security 70: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8L9V69, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8L9V69
- **C.18 - Value (incl. sponsor support):** $62775000.00
- **C.18.a - Value (excl. sponsor support):** $62775000.00
- **C.19 - Percentage of Net Assets:** 6.5400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $44550000.00       | $45457434.50       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $18225000.00       | $18596223.20       | U.S. Treasuries (including strips) |

### Security 71: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3J8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8LF3J8
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-10-31      | 0.5000%  | 0.0000% | $71829.33          | $66213.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $370865.33         | $347493.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $35798.67          | $34787.47          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $871298.00         | $851995.75         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $0.67              | $0.46              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $8.67              | $7.00              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $26814079.33       | $26686819.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $375.33            | $332.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $955710.00         | $864831.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.4919%  | 0.0000% | $226325.33         | $227117.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $1223634.00        | $1142524.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $17820.00          | $16959.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $373885.33         | $360917.98         | U.S. Treasuries (including strips) |

### Security 72: Societe Generale

- **C.1 - Title:** Societe Generale 4.350000%
- **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: BIV8LF3L3, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8LF3L3
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2050-11-01      | 2.0000%  | 0.0000% | $2017807.68        | $1056441.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3988300.80        | $2137159.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1275111.62        | $769447.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $3726111.74        | $2011288.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-10-01      | 2.5000%  | 0.0000% | $2729260.80        | $2071193.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $5773998.08        | $2154469.05        | Agency Mortgage-Backed Securities |

### Security 73: Societe Generale

- **C.1 - Title:** Societe Generale 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3P4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8LF3P4
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 4.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2025-08-14      | 0.0000%  | 0.0000% | $5136.89           | $5091.17           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $5114.67           | $5111.07           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $6144.00           | $6100.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $6559.11           | $6384.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-23      | 0.0000%  | 0.0000% | $6773.33           | $6681.22           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $6914.67           | $6887.14           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $7224.00           | $7124.89           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $8256.89           | $8110.08           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-03      | 0.0000%  | 0.0000% | $13816.89          | $13810.39          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $16039.11          | $15423.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $16620.44          | $16339.06          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $19898.67          | $19824.25          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-10      | 0.0000%  | 0.0000% | $21333.33          | $21305.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $28595.56          | $27583.27          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $28857.78          | $28437.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-08      | 0.0000%  | 0.0000% | $39918.22          | $39735.72          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $48533.33          | $47593.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-24      | 0.0000%  | 0.0000% | $85995.56          | $85743.59          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-21      | 0.0000%  | 0.0000% | $170818.67         | $169153.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $202613.33         | $198527.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $240221.33         | $237739.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-12      | 0.0000%  | 0.0000% | $360087.11         | $359536.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-17      | 0.0000%  | 0.0000% | $588166.22         | $586919.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $1302787.56        | $1275337.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $2424577.78        | $2398877.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $4773603.56        | $2587499.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $3398654.22        | $2415471.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $3223651.56        | $2429253.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $3414440.89        | $2766952.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $4607690.67        | $4087365.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $966902.22         | $855839.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $2856068.44        | $2737907.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $8296173.33        | $7746255.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $2615163.56        | $2510989.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $2693510.22        | $2591682.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $4422203.56        | $4446018.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $96.00             | $95.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-19      | 0.0000%  | 0.0000% | $134.22            | $129.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $293.33            | $288.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-26      | 0.0000%  | 0.0000% | $312.89            | $311.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $328.89            | $326.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $403.56            | $398.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $445.33            | $440.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-05      | 0.0000%  | 0.0000% | $497.78            | $493.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-09      | 0.0000%  | 0.0000% | $606.22            | $596.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-02      | 0.0000%  | 0.0000% | $648.89            | $641.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $664.00            | $655.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $683.56            | $678.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 0.0000%  | 0.0000% | $725.33            | $721.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $791.11            | $783.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $1134.22           | $1100.47           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-22      | 0.0000%  | 0.0000% | $1122.67           | $1115.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $1344.89           | $1337.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $1520.00           | $1501.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $1574.22           | $1564.07           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-20      | 0.0000%  | 0.0000% | $2907.56           | $2900.37           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $3524.44           | $3459.10           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $3551.11           | $3465.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $3672.00           | $3645.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $4792.89           | $4734.89           | U.S. Treasuries (including strips) |

### Security 74: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3Q2, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8LF3Q2
- **C.18 - Value (incl. sponsor support):** $15001350.00
- **C.18.a - Value (excl. sponsor support):** $15001350.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 STRIP (PRIN) PSTRIP 15-AUG-2043 | 2043-08-15      | 0.0000%  | 0.0000% | $323000.00         | $132736.34         | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2043 | 2043-08-15      | 0.0000%  | 0.0000% | $15001350.00       | $15305074.83       | U.S. Treasuries (including strips) |

### Security 75: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKGF1, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKGF1
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2029-05-31      | 4.5000%  | 0.0000% | $7824200.00        | $8159892.40        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-02-15      | 4.6250%  | 0.0000% | $229700.00         | $236917.01         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $85.75             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $174.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-08-15      | 2.2500%  | 0.0000% | $1846200.00        | $1192329.66        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-05-15      | 2.3750%  | 0.0000% | $16729600.00       | $10369743.37       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-06-30      | 3.2500%  | 0.0000% | $11000.00          | $11005.17          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-02-15      | 3.6250%  | 0.0000% | $16600.00          | $13432.33          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-02-15      | 3.8750%  | 0.0000% | $354600.00         | $315230.75         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-11-15      | 3.3750%  | 0.0000% | $1200.00           | $929.52            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-08-15      | 4.1250%  | 0.0000% | $86800.00          | $79008.47          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-11-15      | 4.6250%  | 0.0000% | $22000.00          | $21172.30          | U.S. Treasuries (including strips) |

### Security 76: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKHP8, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKHP8
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 8.8600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $97737000.00       | $86700009.89       | U.S. Treasuries (including strips) |

### Security 77: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKHW3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKHW3
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 7.8200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $26000.00          | $25284.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $33000.00          | $33243.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $1000.00           | $1025.14           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $30700.00          | $29240.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $184500.00         | $190971.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $101.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $400.00            | $397.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1012.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $1200.00           | $1217.84           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $1600.00           | $1624.42           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $1100.00           | $1073.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $2300.00           | $1708.44           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $5400.00           | $4213.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $7000.00           | $5660.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $128600.00         | $102426.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $2032800.00        | $1369833.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $3258800.00        | $1885137.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 2.1250%  | 0.0000% | $7900.00           | $7825.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $3300.00           | $3259.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $8000.00           | $5695.83           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $75300.00          | $73164.42          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $199900.00         | $129101.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $364300.00         | $219341.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $7100.00           | $4430.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $270500.00         | $262607.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $179.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $2531500.00        | $2352669.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $87.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $98.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 1.6250%  | 0.0000% | $1200.00           | $1165.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $9900.00           | $5088.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $100100.00         | $97454.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $200.00            | $206.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $1100.00           | $1110.73           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $1300.00           | $1334.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $3000.00           | $3038.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $2907800.00        | $2493576.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $62.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $1600.00           | $991.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $5000.00           | $4744.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $3500.00           | $3456.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $80.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $700.00            | $659.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $2900.00           | $2246.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $6300.00           | $6273.36           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $515600.00         | $499403.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $2000.00           | $1945.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $15000.00          | $13985.23          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 5.0000%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $589000.00         | $615186.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 5.3750%  | 0.0000% | $4000.00           | $4324.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $2400.00           | $2557.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 6.0000%  | 0.0000% | $4000.00           | $4120.48           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 6.1250%  | 0.0000% | $73500.00          | $80910.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $498600.00         | $525783.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 6.6250%  | 0.0000% | $1300.00           | $1385.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-15      | 3.5000%  | 0.0000% | $300.00            | $301.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $2000.00           | $1923.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $408500.00         | $365384.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $542000.00         | $535445.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $500.00            | $347.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $4000.00           | $3914.67           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $365700.00         | $247237.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $2900.00           | $2865.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 2.6250%  | 0.0000% | $4500.00           | $4506.41           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $419000.00         | $403571.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $400.00            | $393.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $3200.00           | $2989.04           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $4000.00           | $3487.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $1000.00           | $847.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $1100.00           | $1022.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $2400.00           | $2207.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $64500.00          | $60108.27          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $300.00            | $276.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $1079200.00        | $1072346.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $97.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $219800.00         | $164085.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $290200.00         | $266478.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $328100.00         | $321073.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $481900.00         | $339471.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $580100.00         | $562798.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 2.8750%  | 0.0000% | $100.00            | $100.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $300.00            | $226.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $1400.00           | $1009.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $1300.00           | $1199.47           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1400.00           | $1362.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $271100.00         | $190462.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $393400.00         | $290679.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 2.8750%  | 0.0000% | $450000.00         | $453177.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $200.00            | $203.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $400.00            | $401.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $400.00            | $406.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $910.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $1100.00           | $1121.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $1600.00           | $1594.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $1600.00           | $1604.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 4.7500%  | 0.0000% | $3600.00           | $3658.21           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $2400.00           | $2416.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $2700.00           | $2724.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $9000.00           | $9070.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $9000.00           | $9183.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $109100.00         | $110627.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $310000.00         | $311372.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $2790800.00        | $2831127.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $200.00            | $170.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $600.00            | $599.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $3000.00           | $3031.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $4800.00           | $3837.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $983.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 3.8750%  | 0.0000% | $3000.00           | $3037.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $3400.00           | $3441.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $180100.00         | $164314.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $2649100.00        | $2698780.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $299300.00         | $224588.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 3.0000%  | 0.0000% | $421600.00         | $425566.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $11100800.00       | $8156965.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $800.00            | $780.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $100.00            | $98.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $100.00            | $98.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-02      | 0.0000%  | 0.0000% | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-21      | 0.0000%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-22      | 0.0000%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-26      | 0.0000%  | 0.0000% | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $200.00            | $197.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $200.00            | $198.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $200.00            | $199.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $200.00            | $199.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $400.00            | $391.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $400.00            | $393.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $400.00            | $397.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $1000.00           | $995.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 0.0000%  | 0.0000% | $1100.00           | $1094.47           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $2200.00           | $2158.13           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $800.00            | $738.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $1000.00           | $962.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $28000.00          | $25926.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $5001300.00        | $4253354.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $200.00            | $194.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $108900.00         | $100565.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.4513%  | 0.0000% | $600.00            | $602.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.4713%  | 0.0000% | $1400.00           | $1405.73           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4833%  | 0.0000% | $8300.00           | $8337.95           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $200.00            | $201.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $400.00            | $408.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $600.00            | $623.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $1500.00           | $1535.08           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $2400.00           | $2390.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $4200.00           | $4267.68           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $4500.00           | $4569.00           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $78400.00          | $73323.15          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $1175500.00        | $1129384.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $2672000.00        | $2683701.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.5463%  | 0.0000% | $1500.00           | $1507.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $700.00            | $735.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $1200.00           | $1234.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $1700.00           | $1639.43           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-30      | 4.6250%  | 0.0000% | $2000.00           | $2038.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-15      | 4.6250%  | 0.0000% | $4200.00           | $4251.86           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $10800.00          | $11124.10          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $16600.00          | $17121.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 4.6250%  | 0.0000% | $29100.00          | $29483.58          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $225600.00         | $217112.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $260100.00         | $247914.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $261100.00         | $270182.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $95.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $200.00            | $202.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $1975000.00        | $1598123.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $700.00            | $700.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $1000.00           | $1005.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $1000.00           | $1007.40           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $1400.00           | $1399.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $1700.00           | $1511.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $4100.00           | $4101.97           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $1064500.00        | $1040506.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $31707500.00       | $30489380.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $5400.00           | $5233.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-24      | 0.0000%  | 0.0000% | $2300.00           | $2294.07           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $5300.00           | $5241.53           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.2500%  | 0.0000% | $300.00            | $298.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 0.2500%  | 0.0000% | $3600.00           | $3540.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-30      | 0.2500%  | 0.0000% | $4100.00           | $4046.85           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $97.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 0.3750%  | 0.0000% | $500.00            | $491.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $69000.00          | $63677.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $300.00            | $281.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $900.00            | $876.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $1000.00           | $937.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $3100.00           | $2860.23           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $300.00            | $279.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $400.00            | $384.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $1000.00           | $857.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $2000.00           | $1910.40           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $432300.00         | $262814.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $93.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 3.0000%  | 0.0000% | $300.00            | $299.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $2000.00           | $1462.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $3400.00           | $2564.60           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $32200.00          | $22983.93          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $1440300.00        | $1446069.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $200.00            | $203.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $800.00            | $817.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $1000.00           | $1024.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $1400.00           | $1435.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $11900.00          | $12135.97          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $271000.00         | $276876.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $847300.00         | $767291.96         | U.S. Treasuries (including strips) |

### Security 78: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 5.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 | 2049-11-15      | 2.3750%  | 0.0000% | $19471000.00       | $12240036.64       | U.S. Treasuries (including strips) |

### Security 79: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.350000%
- **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: BIV8LKT42, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8LKT42
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $416665.00         | $425699.76         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.4833%  | 0.0000% | $1.67              | $1.67              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 4.5000%  | 0.0000% | $2043.33           | $2085.92           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $6682.50           | $6969.21           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $78400.00          | $79354.07          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $430735.83         | $437340.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $1137791.67        | $1156127.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 4.5463%  | 0.0000% | $42.50             | $42.71             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $1.67              | $1.71              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $3135.83           | $3017.85           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $130822.50         | $126506.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $185831.67         | $191771.47         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $699266.67         | $723589.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $11.67             | $11.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $2687.50           | $2623.85           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $0.83              | $0.86              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $0.83              | $0.88              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $0.83              | $0.84              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $125.83            | $125.96            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $241666.67         | $242634.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $1274356.67        | $1274969.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $3723.33           | $3741.79           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $42572.50          | $43370.89          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $62264.17          | $54638.33          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $90169.17          | $90044.64          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $45.83             | $46.42             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $2058.33           | $1845.56           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $41595.00          | $42425.63          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $83333.33          | $84639.01          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $301675.00         | $306280.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $336174.17         | $339599.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $0.83              | $0.74              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $0.83              | $0.84              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $1.67              | $1.66              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $1.67              | $1.69              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $156.67            | $158.66            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $13965.00          | $14130.29          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $849550.00         | $861235.81         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $966433.33         | $970430.79         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $0.83              | $0.86              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $1.67              | $1.51              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $1.67              | $1.65              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $8.33              | $7.85              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-28      | 4.2500%  | 0.0000% | $8.33              | $8.50              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $7296.67           | $7485.40           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $98651.67          | $89415.79          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $156351.67         | $159047.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-15      | 4.2500%  | 0.0000% | $191666.67         | $192601.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-04      | 0.0000%  | 0.0000% | $0.83              | $0.82              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-28      | 0.0000%  | 0.0000% | $0.83              | $0.82              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-07      | 0.0000%  | 0.0000% | $0.83              | $0.83              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-24      | 0.0000%  | 0.0000% | $0.83              | $0.83              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-20      | 0.0000%  | 0.0000% | $0.83              | $0.83              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-05      | 0.0000%  | 0.0000% | $2.50              | $2.50              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-25      | 0.0000%  | 0.0000% | $54.17             | $53.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-17      | 0.0000%  | 0.0000% | $55.83             | $55.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-13      | 0.0000%  | 0.0000% | $90.83             | $89.10             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-10      | 0.0000%  | 0.0000% | $1294.17           | $1288.39           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-17      | 0.0000%  | 0.0000% | $59345.00          | $59240.43          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $3.33              | $3.88              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-31      | 0.2500%  | 0.0000% | $156.67            | $155.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.2500%  | 0.0000% | $25701.67          | $25548.61          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 0.5000%  | 0.0000% | $0.83              | $0.78              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $1683220.83        | $1420393.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 0.7500%  | 0.0000% | $1.67              | $1.62              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $238.33            | $220.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $3.33              | $3.15              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $91.67             | $88.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $160876.67         | $147664.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.1250%  | 0.0000% | $63566.67          | $60718.94          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $73397.50          | $62908.27          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $14.17             | $13.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $46.67             | $42.92             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $866015.83         | $405133.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $254683.33         | $215076.37         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $365.83            | $318.74            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.6250%  | 0.0000% | $680.00            | $662.03            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $0.83              | $0.55              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $47.50             | $41.42             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $90.83             | $88.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $1.67              | $1.00              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $177.50            | $170.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $0.83              | $0.52              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $3676.67           | $3472.38           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $1.67              | $1.62              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $6.67              | $6.12              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-30      | 2.7500%  | 0.0000% | $40585.00          | $40990.40          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $136525.83         | $134490.92         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $1.67              | $1.23              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $114560.83         | $110463.31         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 3.0000%  | 0.0000% | $71.67             | $52.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $153743.33         | $112043.96         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-05-15      | 3.0000%  | 0.0000% | $291670.00         | $213999.39         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $0.83              | $0.62              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $0.83              | $0.67              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $81.67             | $80.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $101.67            | $80.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $60.83             | $57.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $3.33              | $3.27              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $186.67            | $149.24            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $20690.00          | $20615.33          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $0.83              | $0.71              | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2053-01-20      | 5.3283%  | 0.0000% | $416666.67         | $342015.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3783%  | 0.0000% | $416666.67         | $170433.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3783%  | 0.0000% | $250000.00         | $240756.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3783%  | 0.0000% | $250000.00         | $248760.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.4783%  | 0.0000% | $250000.00         | $249702.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.4783%  | 0.0000% | $416666.67         | $302067.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $416666.67         | $295315.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 2.0000%  | 0.0000% | $11.24             | $3.90              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 2.0000%  | 0.0000% | $21.82             | $9.76              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $53367.31          | $27833.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 2.5000%  | 0.0000% | $8.33              | $0.06              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $286353.20         | $196947.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $416531.48         | $234293.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $684172.80         | $383087.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $706180.27         | $388868.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $768048.53         | $509487.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $8.33              | $1.22              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 3.0000%  | 0.0000% | $139.71            | $1.42              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $119.79            | $26.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 3.0000%  | 0.0000% | $78.72             | $57.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $207019.75         | $126022.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $449938.33         | $217300.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $522715.73         | $274981.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $416571.87         | $277578.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-10-01      | 3.5000%  | 0.0000% | $85.21             | $0.66              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $8.33              | $0.78              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $17.99             | $1.34              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $11.59             | $1.50              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $8.33              | $6.02              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $528.58            | $39.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $357228.33         | $168435.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $470551.40         | $214360.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $880512.97         | $226290.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $546063.33         | $301866.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $4605730.13        | $461395.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $15.40             | $0.30              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $1321411.32        | $88781.72          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $265596.80         | $90266.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1070251.88        | $976240.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-15      | 4.4700%  | 0.0000% | $127.17            | $119.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $8.33              | $6.47              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.5000%  | 0.0000% | $8.33              | $7.83              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-11-15      | 4.5000%  | 0.0000% | $600.00            | $25.85             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $238.82            | $183.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $196936.49         | $183704.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $214944.00         | $208571.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $449874.83         | $434165.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-06-15      | 5.0300%  | 0.0000% | $9.69              | $9.80              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 5.0800%  | 0.0000% | $116091.67         | $113621.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-01-15      | 5.1300%  | 0.0000% | $1541.51           | $1519.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $8.33              | $6.46              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $31.47             | $29.71             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $80.85             | $79.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $81859.27          | $82090.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $91705.67          | $91998.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $93743.73          | $94521.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $110183.33         | $110224.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $118260.58         | $118304.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $127965.93         | $119558.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $122071.66         | $121989.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $187566.67         | $187441.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $195216.00         | $194539.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $299121.07         | $295560.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $434806.96         | $375440.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2067058.25        | $2054855.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $110.27            | $1.17              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $6471.24           | $73.68             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $85087.72          | $86871.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $184067.53         | $185169.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $205858.27         | $190204.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $587127.51         | $587964.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1466553.48        | $1470055.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $208.33            | $1.81              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $100611.33         | $98660.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $112071.87         | $117882.51         | Agency Mortgage-Backed Securities         |

### Security 80: Natixis

- **C.1 - Title:** Natixis 4.360000%
- **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: BIV8LKTY6, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8LKTY6
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2075-04-20      | 5.1683%  | 0.0000% | $46.00             | $45.92             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.6220%  | 0.0000% | $41420.00          | $39661.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Banks                  | 2038-06-01      | 4.1500%  | 0.0000% | $40800.00          | $37442.19          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.2620%  | 0.0000% | $2406060.00        | $2292445.13        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.3220%  | 0.0000% | $1442.00           | $938.28            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $280.00            | $163.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 2.0000%  | 0.0000% | $6510.08           | $3766.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 2.0000%  | 0.0000% | $6510.08           | $3766.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $177973.10         | $106208.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $172178.18         | $127999.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $348065.98         | $203351.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $448585.60         | $260980.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $20.00             | $13.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $8460.00           | $5148.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $107435.76         | $68599.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $141866.00         | $91136.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1792977.92        | $1117059.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $20.80             | $4.58              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $20.00             | $7.88              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.0000%  | 0.0000% | $20.00             | $11.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 3.0000%  | 0.0000% | $58.00             | $18.75             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $39.80             | $27.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $67333.40          | $51571.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 3.0000%  | 0.0000% | $58356.12          | $51968.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2036999.68        | $644841.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $41.34             | $6.29              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $531.72            | $360.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $42416.20          | $1843.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $7518.72           | $6944.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 3.5000%  | 0.0000% | $189103.18         | $51994.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 3.5000%  | 0.0000% | $128522.36         | $72118.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $55.08             | $11.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 4.0000%  | 0.0000% | $1400.00           | $355.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2248.84           | $601.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.0000%  | 0.0000% | $294387.58         | $22392.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-12-01      | 4.0000%  | 0.0000% | $67111.82          | $61217.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $4849623.04        | $366163.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $20.48             | $16.27             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $20.00             | $17.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 4.5000%  | 0.0000% | $25019.72          | $18381.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $31052.88          | $20777.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $88666.24          | $86465.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $275736.32         | $262965.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $679534.08         | $607544.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 5.0600%  | 0.0000% | $20.00             | $20.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $20.00             | $15.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $20.00             | $16.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $20.00             | $17.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $20.00             | $17.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $20.00             | $19.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $20.00             | $19.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $20.12             | $19.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $20.00             | $19.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $20.48             | $20.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $129977.24         | $1152.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $8147.64           | $6731.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $521693.44         | $511401.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $21.12             | $19.11             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $20.00             | $20.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $20.00             | $20.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $20.04             | $20.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $20.00             | $20.38             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $20.00             | $20.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $20.00             | $20.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $20.00             | $20.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $41.26             | $41.10             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $61.92             | $62.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $65.20             | $66.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $14385.92          | $14607.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $15968.60          | $16181.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $23226.12          | $23695.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $34051.30          | $34679.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $43124.82          | $43740.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $138756.32         | $114783.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $205000.00         | $176678.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.8130%  | 0.0000% | $270727.98         | $238474.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $53.76             | $50.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $1655.80           | $112.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $920.70            | $882.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $28065.74          | $27429.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $42637.36          | $40475.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $60530.14          | $47652.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $63550.94          | $56577.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $2400000.00        | $2119410.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $20.00             | $20.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $20.00             | $20.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $20.00             | $20.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $20.00             | $20.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $20.00             | $20.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $20.00             | $20.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $20.00             | $20.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $21.80             | $22.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $17576.78          | $18268.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $36613.00          | $38055.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $37670.68          | $38947.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 7.0000%  | 0.0000% | $20.00             | $20.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $40.00             | $42.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-15      | 7.5000%  | 0.0000% | $6348.32           | $6655.96           | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2026-08-31      | 0.7500%  | 0.0000% | $4.00              | $3.84              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $9534.00           | $8796.06           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $13424.00          | $16859.01          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $179998.00         | $172812.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $4.00              | $2.41              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 1.1250%  | 0.0000% | $6.00              | $5.58              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $14.00             | $8.49              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $499992.00         | $458880.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $2.00              | $0.93              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $2.00              | $1.93              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $66420.00          | $56196.91          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $320000.00         | $296965.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $51440.00          | $58346.61          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $98704.00          | $90864.09          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 2.7500%  | 0.0000% | $6.00              | $4.22              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $20.00             | $18.34             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $79812.00          | $59442.61          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $18.00             | $17.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-15      | 2.8750%  | 0.0000% | $1956.00           | $1979.84           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $68000.00          | $65491.39          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $4.00              | $2.91              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $30.00             | $22.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $40.00             | $29.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $10402.00          | $7415.86           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 3.0000%  | 0.0000% | $171220.00         | $128138.45         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $2.00              | $1.98              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $6.00              | $5.85              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $12.00             | $12.00             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $40.00             | $32.41             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $2.00              | $1.99              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $132502.00         | $124579.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $2.00              | $1.97              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $13510.00          | $12967.78          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $383504.00         | $383885.79         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $22.00             | $18.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $19560.00          | $19484.00          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $2.00              | $2.01              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $2.00              | $2.01              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 3.7500%  | 0.0000% | $4.00              | $3.99              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $54.00             | $54.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 3.7500%  | 0.0000% | $157162.00         | $158229.68         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $280800.00         | $283363.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $2.00              | $2.03              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $20.00             | $17.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.8750%  | 0.0000% | $4986.00           | $4996.43           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $5920.00           | $5904.96           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $5920.00           | $5904.96           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $11520.00          | $11198.28          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $19110.00          | $16734.66          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $100000.00         | $100347.43         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $99998.00          | $100728.26         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $127300.00         | $129154.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $155688.00         | $152775.48         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $2.00              | $2.02              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.0000%  | 0.0000% | $18.00             | $18.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $60018.00          | $60738.35          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $68872.00          | $67903.78          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $277094.00         | $237356.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $245790.00         | $249257.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $405626.00         | $411469.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $2.00              | $1.82              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $271766.00         | $279793.23         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $20.00             | $19.42             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 4.8750%  | 0.0000% | $2.00              | $2.06              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 4.8750%  | 0.0000% | $57100.00          | $57656.51          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $211252.00         | $218355.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-31      | 5.0000%  | 0.0000% | $240000.00         | $241548.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 5.2500%  | 0.0000% | $16.00             | $16.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 6.0000%  | 0.0000% | $16.00             | $16.47             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-03      | 0.0000%  | 0.0000% | $2.00              | $1.99              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-02      | 0.0000%  | 0.0000% | $8.00              | $7.88              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-25      | 0.0000%  | 0.0000% | $8.00              | $7.89              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-04      | 0.0000%  | 0.0000% | $8.00              | $7.91              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-30      | 0.0000%  | 0.0000% | $24.00             | $23.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.0000%  | 0.0000% | $60.00             | $59.56             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-10      | 0.0000%  | 0.0000% | $10016.00          | $10003.06          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $41668.00          | $40192.95          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-07      | 0.0000%  | 0.0000% | $566208.00         | $561627.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $18.00             | $20.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $32300.00          | $42687.64          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-31      | 0.2500%  | 0.0000% | $2.00              | $1.97              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $4316.00           | $3027.63           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 0.5000%  | 0.0000% | $6.00              | $5.84              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $2.00              | $1.85              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $72.00             | $60.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $2402.00           | $2039.59           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $20000.00          | $19419.10          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $159992.00         | $153857.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $1455630.00        | $937772.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $2.00              | $1.24              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $2.00              | $1.26              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $2.00              | $1.26              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $4.00              | $3.77              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $4.00              | $3.77              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $6.00              | $5.83              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $6.00              | $5.83              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $4.00              | $2.73              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $4.00              | $2.73              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $26.00             | $18.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $26.00             | $18.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $4.00              | $3.83              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $4.00              | $3.83              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 2.6250%  | 0.0000% | $30.00             | $30.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 2.6250%  | 0.0000% | $30.00             | $30.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $100042.00         | $98799.67          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $100042.00         | $98799.67          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $173808.00         | $167231.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $173808.00         | $167231.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-11-15      | 2.7500%  | 0.0000% | $2.00              | $1.39              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-11-15      | 2.7500%  | 0.0000% | $2.00              | $1.39              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $2.00              | $1.97              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $2.00              | $1.97              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $4.00              | $3.92              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $4.00              | $3.92              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 2.7500%  | 0.0000% | $6.00              | $4.22              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $6.00              | $6.02              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $12.00             | $12.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $20.00             | $20.13             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $24.00             | $23.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $5010.00           | $4434.53           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $35910.00          | $36190.90          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $51338.00          | $52002.32          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $100002.00         | $100131.28         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $2.00              | $2.05              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $6.00              | $5.42              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $6.00              | $5.64              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $22.00             | $22.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $2000.00           | $2041.18           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $9998.00           | $10239.26          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $15264.00          | $14576.03          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $47820.00          | $49162.81          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $44.00             | $44.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $9182.00           | $9510.85           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $174600.00         | $108755.80         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $1770.00           | $1589.71           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $19984.00          | $20483.99          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $44400.00          | $41980.20          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $74382.00          | $75652.59          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $278784.00         | $285832.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 4.4263%  | 0.0000% | $2.00              | $2.01              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $22.00             | $20.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $78532.00          | $79642.78          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $313482.00         | $317166.74         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $2.00              | $1.90              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $6.00              | $6.08              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $18.00             | $17.28             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 4.6250%  | 0.0000% | $40.00             | $40.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $240.00            | $230.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 4.6250%  | 0.0000% | $280.00            | $283.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $181712.00         | $188023.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $271766.00         | $279793.23         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 1.5000%  | 0.0000% | $31960.00          | $31115.28          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $1600000.00        | $1485150.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-15      | 1.6250%  | 0.0000% | $2.00              | $2.05              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $98.00             | $89.76             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $294394.00         | $256123.48         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $12550.00          | $8190.23           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $4.00              | $3.93              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $16.00             | $14.93             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 1.8750%  | 0.0000% | $24.00             | $16.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $94.00             | $63.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $62530.00          | $36107.50          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 2.0000%  | 0.0000% | $140000.00         | $136045.45         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $16.00             | $16.95             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $2.00              | $1.23              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $16.00             | $9.62              | U.S. Treasuries (including strips)        |

### Security 81: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.350000%
- **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: BIV8LKU65, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8LKU65
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 0.0000%  | 0.0000% | $501485.72         | $502550.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0000%  | 0.0000% | $583333.33         | $584971.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.4783%  | 0.0000% | $27.47             | $26.61             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $43027.24          | $42697.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.6283%  | 0.0000% | $671319.04         | $468318.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7313%  | 0.0000% | $1111111.11        | $1115907.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $833333.33         | $105410.21         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-25      | 3.0000%  | 0.0000% | $28887.10          | $1518.59           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-09-15      | 3.0000%  | 0.0000% | $86834.89          | $2843.28           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-06-15      | 3.0000%  | 0.0000% | $452107.92         | $5948.45           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-05-15      | 3.0000%  | 0.0000% | $159751.36         | $22924.04          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-01-25      | 3.0000%  | 0.0000% | $312500.00         | $38659.65          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.0000%  | 0.0000% | $429691.08         | $66352.55          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $819466.04         | $126894.79         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-07-25      | 3.5000%  | 0.0000% | $21387.16          | $1808.65           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $252143.28         | $3904.61           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-08-15      | 3.5000%  | 0.0000% | $357142.85         | $8618.83           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $1171242.60        | $26984.65          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-15      | 3.5000%  | 0.0000% | $1094353.08        | $31628.55          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.5000%  | 0.0000% | $247662.44         | $44232.26          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $416622.03         | $52494.16          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.0000%  | 0.0000% | $30803.80          | $2940.19           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 4.0000%  | 0.0000% | $21017.32          | $3933.54           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-11-15      | 4.0000%  | 0.0000% | $122286.30         | $4723.36           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 4.0000%  | 0.0000% | $428625.18         | $7209.56           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-15      | 4.0000%  | 0.0000% | $73397.05          | $7284.92           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2045-08-15      | 4.0000%  | 0.0000% | $397218.56         | $11109.93          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $166666.67         | $34059.12          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $181712.17         | $3795.98           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.5000%  | 0.0000% | $44416.20          | $4058.24           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 4.5000%  | 0.0000% | $32149.36          | $6382.62           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 4.5000%  | 0.0000% | $258333.33         | $57089.71          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $404402.02         | $84653.59          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $506178.70         | $93752.77          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-15      | 4.5000%  | 0.0000% | $625000.00         | $122968.37         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 4.8002%  | 0.0000% | $108634.30         | $7254.96           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.0000%  | 0.0000% | $41342.68          | $3394.87           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-25      | 5.0000%  | 0.0000% | $82246.93          | $11267.12          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $333333.33         | $73880.94          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $383986.40         | $80297.79          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.5000%  | 0.0000% | $12306.67          | $821.62            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-06-15      | 5.5000%  | 0.0000% | $777475.44         | $1451.23           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-06-15      | 5.5000%  | 0.0000% | $257500.00         | $5402.44           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 5.5000%  | 0.0000% | $208333.33         | $47231.96          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-01-25      | 5.5000%  | 0.0000% | $583333.33         | $111067.58         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.5000%  | 0.0000% | $1394837.72        | $323804.94         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $11892.42          | $1872.97           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $384166.67         | $76059.55          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $415206.58         | $81582.12          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 6.0000%  | 0.0000% | $503220.98         | $106915.24         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 6.0000%  | 0.0000% | $885011.04         | $167111.81         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-04-15      | 6.5000%  | 0.0000% | $343601.21         | $6981.44           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.5000%  | 0.0000% | $143240.99         | $26106.76          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 7.0000%  | 0.0000% | $11855.36          | $2047.66           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-04-25      | 1.5000%  | 0.0000% | $93400.09          | $4524.29           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $833333.33         | $61348.96          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-07-25      | 2.0000%  | 0.0000% | $52044.75          | $3132.21           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2042-04-25      | 2.0000%  | 0.0000% | $59245.94          | $5006.09           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $685562.17         | $77305.15          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-02-15      | 2.2978%  | 0.0000% | $6968848.02        | $25741.27          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-08-25      | 2.5000%  | 0.0000% | $18286.97          | $926.63            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 2.5000%  | 0.0000% | $93750.00          | $11287.88          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-07-15      | 2.5000%  | 0.0000% | $267350.75         | $22740.47          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $652553.92         | $89958.48          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $836126.02         | $65030.73          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $28131.72          | $29309.12          | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2027-01-31      | 4.3993%  | 0.0000% | $47758.33          | $47933.19          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $2295952.50        | $2394458.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $113854.17         | $119639.55         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $1087565.00        | $1120201.70        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $166669.17         | $153778.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $102093.33         | $86825.25          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $82821.67          | $70149.84          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $319929.17         | $297328.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $430538.33         | $420538.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $40660.83          | $37980.21          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-31      | 2.7500%  | 0.0000% | $208.33            | $208.92            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $25738.33          | $23634.47          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 3.5000%  | 0.0000% | $199175.00         | $197474.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $369337.50         | $364871.36         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $473147.50         | $454989.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $1921600.00        | $1885190.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $141207.50         | $138127.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $250000.00         | $249021.90         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $102423.33         | $102525.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $823109.17         | $827429.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $12626.67          | $12863.46          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $647300.83         | $652510.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-15      | 4.0000%  | 0.0000% | $41666.67          | $42386.07          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $69683.33          | $70719.53          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 4.0000%  | 0.0000% | $110034.17         | $111091.34         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $124996.67         | $126270.28         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $125843.33         | $127288.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $166666.67         | $168792.03         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $501630.83         | $505510.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $2157225.00        | $2130973.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $208.33            | $210.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $22191.67          | $22496.92          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $41666.67          | $42303.85          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $119351.67         | $121667.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $323782.50         | $326320.44         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $2495673.33        | $2518766.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 4.2500%  | 0.0000% | $183368.33         | $187291.31         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $1625705.83        | $1660285.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $3022116.67        | $3110200.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $3184095.00        | $3262179.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 4.3750%  | 0.0000% | $2133.33           | $2166.77           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $227566.67         | $233262.34         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $620875.83         | $636485.85         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 2.8750%  | 0.0000% | $7857.50           | $7912.99           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $312687.50         | $301503.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-15      | 3.0000%  | 0.0000% | $5988.33           | $6044.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $1758.33           | $1761.39           | U.S. Treasuries (including strips)        |

### Security 82: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.350000%
- **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: BIV8LKU99, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV8LKU99
- **C.18 - Value (incl. sponsor support):** $32042936.00
- **C.18.a - Value (excl. sponsor support):** $32042936.00
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $479580.84         | $52170.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $757058.17         | $607714.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $808674.87         | $641380.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1374110.01        | $1072482.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $12018.92          | $9690.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $546369.28         | $535583.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $857622.46         | $634824.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1403853.89        | $1147297.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1463073.27        | $1445659.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $3295944.51        | $3270782.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $4530272.71        | $4232641.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $9531973.05        | $8896223.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $144987.62         | $102464.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $3808418.16        | $3326725.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $9649084.97        | $6932282.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $45029.51          | $25822.28          | Agency Mortgage-Backed Securities |

### Security 83: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **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: BIV8LL5T1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8LL5T1
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-06-25      | 1.7000%  | 0.0000% | $35910.00          | $91.60             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 2.5000%  | 0.0000% | $3011530.00        | $1955199.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 3.0000%  | 0.0000% | $500000.00         | $310.30            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.0000%  | 0.0000% | $497878.00         | $67738.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $338000.00         | $291468.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $2994860.00        | $2701300.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 4.8365%  | 0.0000% | $250000.00         | $4511.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 4.8365%  | 0.0000% | $1600000.00        | $21277.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 4.8864%  | 0.0000% | $6315092.00        | $3588.26           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 4.9764%  | 0.0000% | $1000000.00        | $19518.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1732.00           | $1623.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $612764.00         | $548978.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 5.0865%  | 0.0000% | $177000.00         | $286.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2500%  | 0.0000% | $1630908.00        | $1470405.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 5.3365%  | 0.0000% | $11598757.00       | $4333.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4763%  | 0.0000% | $6012000.00        | $6036199.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 5.5000%  | 0.0000% | $1000.00           | $912.80            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 0.1250%  | 0.0000% | $1716199.00        | $1274662.63        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 2.0000%  | 0.0000% | $1006.00           | $779.44            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-01-25      | 4.3051%  | 0.0000% | $500000.00         | $481086.26         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 5.0000%  | 0.0000% | $423984.00         | $415725.29         | Agency Debentures and Agency Strips       |

## N-MFP: Signatures

**Registrant:** Invesco Variable Insurance Funds

**Date:** 2025-06-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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