# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001145549-25-038887
**Filing Date:** 2025-6
**Character Count:** 570864
**Document Hash:** 978b511941c859e5ee8e3cdb0f63c520
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038887.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038887

**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 INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS)
- **CENTRAL INDEX KEY:** 0000842790

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 251029859

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

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

**CIK Number of Registrant:** 0000842790

**LEI of Registrant:** G61U5I6LJJEX0O3SU057

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

**LEI of Series:** 549300FZWHBQKHBZX613

**EDGAR Series Identifier:** S000000253

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 13 days

- **WAL:** 118 days

- **Total Value of Portfolio Securities:** $6176477581.47

- **Amortized Cost of Portfolio Securities:** $6176211932.20

- **Cash:** $0.00

- **Total Other Assets:** $24355141.24

- **Total Liabilities:** $24076359.09

- **Net Assets of Series:** $6176490714.35

- **Number of Shares Outstanding (Series):** 6177052426.1700

- **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 | $2950804283.08            | $4520223658.08             | 47.6800%                  | 73.0400%                   |
| 2025-05-02 | $3022828780.37            | $4507252180.37             | 48.8300%                  | 72.8100%                   |
| 2025-05-05 | $2943051216.91            | $4512486691.91             | 47.5000%                  | 72.8300%                   |
| 2025-05-06 | $3107368194.58            | $4509457694.58             | 50.1700%                  | 72.8100%                   |
| 2025-05-07 | $3239501991.05            | $4632845016.05             | 51.9400%                  | 74.2900%                   |
| 2025-05-08 | $2949695602.76            | $4628043077.76             | 47.2600%                  | 74.1500%                   |
| 2025-05-09 | $3038892810.15            | $4632244310.15             | 48.6500%                  | 74.1600%                   |
| 2025-05-12 | $2952392260.69            | $4630755835.69             | 47.2700%                  | 74.1500%                   |
| 2025-05-13 | $3190708310.92            | $4582825910.92             | 51.4800%                  | 73.9500%                   |
| 2025-05-14 | $3117471669.22            | $4439330369.22             | 50.3400%                  | 71.6800%                   |
| 2025-05-15 | $2877791158.42            | $4434654977.17             | 46.5000%                  | 71.6500%                   |
| 2025-05-16 | $2945568304.98            | $4417436148.73             | 47.7200%                  | 71.5700%                   |
| 2025-05-19 | $2947678983.21            | $4419558901.96             | 47.7300%                  | 71.5700%                   |
| 2025-05-20 | $3022999637.80            | $4420146081.55             | 48.9900%                  | 71.6300%                   |
| 2025-05-21 | $3124170677.95            | $4450788802.95             | 50.2200%                  | 71.5400%                   |
| 2025-05-22 | $2891456830.39            | $4596080574.14             | 46.4600%                  | 73.8500%                   |
| 2025-05-23 | $2974327457.26            | $4593955226.01             | 47.8100%                  | 73.8400%                   |
| 2025-05-27 | $3075818042.36            | $4610993161.11             | 49.2900%                  | 73.8900%                   |
| 2025-05-28 | $3144497973.13            | $4609675523.13             | 50.4000%                  | 73.8900%                   |
| 2025-05-29 | $3187167663.77            | $4599350038.77             | 51.1700%                  | 73.8400%                   |
| 2025-05-30 | $3027959518.95            | $4440145918.95             | 48.8400%                  | 71.6200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4400%             |
| 2025-05-02 | 4.4400%             |
| 2025-05-05 | 4.4500%             |
| 2025-05-06 | 4.4500%             |
| 2025-05-07 | 4.4400%             |
| 2025-05-08 | 4.4300%             |
| 2025-05-09 | 4.4200%             |
| 2025-05-12 | 4.4100%             |
| 2025-05-13 | 4.4000%             |
| 2025-05-14 | 4.4000%             |
| 2025-05-15 | 4.4000%             |
| 2025-05-16 | 4.4000%             |
| 2025-05-19 | 4.4100%             |
| 2025-05-20 | 4.4100%             |
| 2025-05-21 | 4.4000%             |
| 2025-05-22 | 4.4000%             |
| 2025-05-23 | 4.4000%             |
| 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 | 1.0000                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 0.9999                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 0.9999                      |
|  |  |
| 2025-05-13 | 0.9999                      |
|  |  |
| 2025-05-14 | 0.9999                      |
|  |  |
| 2025-05-15 | 0.9999                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 0.9999                      |
|  |  |
| 2025-05-20 | 0.9999                      |
|  |  |
| 2025-05-21 | 0.9999                      |
|  |  |
| 2025-05-22 | 0.9999                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 0.9999                      |
|  |  |
| 2025-05-28 | 0.9999                      |
|  |  |
| 2025-05-29 | 0.9999                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: B

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.0000          |
|  |  |
| 2025-05-02 | 0.0000          |
|  |  |
| 2025-05-05 | 0.0000          |
|  |  |
| 2025-05-06 | 0.0000          |
|  |  |
| 2025-05-07 | 0.0000          |
|  |  |
| 2025-05-08 | 0.0000          |
|  |  |
| 2025-05-09 | 0.0000          |
|  |  |
| 2025-05-12 | 0.0000          |
|  |  |
| 2025-05-13 | 0.0000          |
|  |  |
| 2025-05-14 | 0.0000          |
|  |  |
| 2025-05-15 | 0.0000          |
|  |  |
| 2025-05-16 | 0.0000          |
|  |  |
| 2025-05-19 | 0.0000          |
|  |  |
| 2025-05-20 | 0.0000          |
|  |  |
| 2025-05-21 | 0.0000          |
|  |  |
| 2025-05-22 | 0.0000          |
|  |  |
| 2025-05-23 | 0.0000          |
|  |  |
| 2025-05-27 | 0.0000          |
|  |  |
| 2025-05-28 | 0.0000          |
|  |  |
| 2025-05-29 | 0.0000          |
|  |  |
| 2025-05-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

### Class: C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $120970146.68

- **Number of Shares Outstanding:** 120982433.7500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 0.9999          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $415559.79                | $136982.77              |
| 2025-05-02 | $125115.43                | $155023.21              |
| 2025-05-05 | $101608.77                | $126752.82              |
| 2025-05-06 | $203723.07                | $183244.00              |
| 2025-05-07 | $178848.32                | $186279.33              |
| 2025-05-08 | $57888.88                 | $109974.66              |
| 2025-05-09 | $338991.88                | $154234.90              |
| 2025-05-12 | $148698.49                | $1242322.22             |
| 2025-05-13 | $86656.18                 | $422387.50              |
| 2025-05-14 | $375579.93                | $466952.04              |
| 2025-05-15 | $113839.97                | $165148.85              |
| 2025-05-16 | $59614.05                 | $51096.90               |
| 2025-05-19 | $55216.80                 | $64754.02               |
| 2025-05-20 | $122693.05                | $179053.74              |
| 2025-05-21 | $44064.84                 | $235648.24              |
| 2025-05-22 | $465857.32                | $352647.05              |
| 2025-05-23 | $17181.56                 | $88864.63               |
| 2025-05-27 | $310081.84                | $878327.61              |
| 2025-05-28 | $38724.90                 | $142780.75              |
| 2025-05-29 | $21504.76                 | $359430.41              |
| 2025-05-30 | $186316.01                | $81466.38               |

**Total Gross Subscriptions (Month):** $3467765.84

**Total Gross Redemptions (Month):** $5783372.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.3800%           |
| 2025-05-02 | 3.3800%           |
| 2025-05-05 | 3.3900%           |
| 2025-05-06 | 3.3800%           |
| 2025-05-07 | 3.3800%           |
| 2025-05-08 | 3.3700%           |
| 2025-05-09 | 3.3600%           |
| 2025-05-12 | 3.3400%           |
| 2025-05-13 | 3.3400%           |
| 2025-05-14 | 3.3400%           |
| 2025-05-15 | 3.3300%           |
| 2025-05-16 | 3.3400%           |
| 2025-05-19 | 3.3500%           |
| 2025-05-20 | 3.3500%           |
| 2025-05-21 | 3.3400%           |
| 2025-05-22 | 3.3400%           |
| 2025-05-23 | 3.3400%           |
| 2025-05-27 | 3.3200%           |
| 2025-05-28 | 3.3300%           |
| 2025-05-29 | 3.3300%           |
| 2025-05-30 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.2300%          | 0.0000%              |

### Class: R

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $200210679.38

- **Number of Shares Outstanding:** 200230793.1890

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 0.9999          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $746233.99                | $431273.11              |
| 2025-05-02 | $275670.56                | $141446.81              |
| 2025-05-05 | $114815.35                | $304062.57              |
| 2025-05-06 | $596086.60                | $113842.47              |
| 2025-05-07 | $338858.55                | $210299.25              |
| 2025-05-08 | $1047067.48               | $668813.41              |
| 2025-05-09 | $787847.56                | $958817.29              |
| 2025-05-12 | $78143.98                 | $495913.80              |
| 2025-05-13 | $510375.64                | $547840.87              |
| 2025-05-14 | $507850.77                | $751882.70              |
| 2025-05-15 | $172541.54                | $134329.40              |
| 2025-05-16 | $86630.92                 | $401578.98              |
| 2025-05-19 | $39168.56                 | $1609829.47             |
| 2025-05-20 | $72568.64                 | $230778.41              |
| 2025-05-21 | $194422.61                | $349676.22              |
| 2025-05-22 | $27784.42                 | $134545.68              |
| 2025-05-23 | $232394.81                | $963679.84              |
| 2025-05-27 | $266575.55                | $145044.08              |
| 2025-05-28 | $659060.51                | $117565.98              |
| 2025-05-29 | $81320.18                 | $109848.05              |
| 2025-05-30 | $161626.18                | $201797.81              |

**Total Gross Subscriptions (Month):** $6997044.40

**Total Gross Redemptions (Month):** $9022866.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.7300%           |
| 2025-05-02 | 3.7300%           |
| 2025-05-05 | 3.7400%           |
| 2025-05-06 | 3.7300%           |
| 2025-05-07 | 3.7200%           |
| 2025-05-08 | 3.7200%           |
| 2025-05-09 | 3.7100%           |
| 2025-05-12 | 3.6900%           |
| 2025-05-13 | 3.6900%           |
| 2025-05-14 | 3.6900%           |
| 2025-05-15 | 3.6800%           |
| 2025-05-16 | 3.6900%           |
| 2025-05-19 | 3.6900%           |
| 2025-05-20 | 3.6900%           |
| 2025-05-21 | 3.6900%           |
| 2025-05-22 | 3.6900%           |
| 2025-05-23 | 3.6800%           |
| 2025-05-27 | 3.6700%           |
| 2025-05-28 | 3.6800%           |
| 2025-05-29 | 3.6800%           |
| 2025-05-30 | 3.6900%           |

### Class: Cash Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $4828121164.65

- **Number of Shares Outstanding:** 4828552150.1760

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $35747714.91              | $14606046.38            |
| 2025-05-02 | $13874812.66              | $29348148.15            |
| 2025-05-05 | $15434931.34              | $12177672.54            |
| 2025-05-06 | $20401938.97              | $13434721.64            |
| 2025-05-07 | $15731929.63              | $12078430.24            |
| 2025-05-08 | $17024648.83              | $13113522.31            |
| 2025-05-09 | $12385570.20              | $10785874.08            |
| 2025-05-12 | $9380240.42               | $11511606.03            |
| 2025-05-13 | $13180746.52              | $19531338.55            |
| 2025-05-14 | $13852585.52              | $18138179.73            |
| 2025-05-15 | $10594029.98              | $14229477.04            |
| 2025-05-16 | $9466083.35               | $25423075.70            |
| 2025-05-19 | $7581185.83               | $3402977.87             |
| 2025-05-20 | $10351325.03              | $14573127.40            |
| 2025-05-21 | $39406469.90              | $13832695.94            |
| 2025-05-22 | $12788173.11              | $12669134.77            |
| 2025-05-23 | $9317429.42               | $13657411.10            |
| 2025-05-27 | $14096958.95              | $11616601.23            |
| 2025-05-28 | $30582172.97              | $30705897.31            |
| 2025-05-29 | $13474421.48              | $21825566.23            |
| 2025-05-30 | $19723945.37              | $12460994.92            |

**Total Gross Subscriptions (Month):** $344397314.39

**Total Gross Redemptions (Month):** $329122499.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9800%           |
| 2025-05-02 | 3.9800%           |
| 2025-05-05 | 3.9900%           |
| 2025-05-06 | 3.9800%           |
| 2025-05-07 | 3.9800%           |
| 2025-05-08 | 3.9700%           |
| 2025-05-09 | 3.9600%           |
| 2025-05-12 | 3.9400%           |
| 2025-05-13 | 3.9400%           |
| 2025-05-14 | 3.9400%           |
| 2025-05-15 | 3.9300%           |
| 2025-05-16 | 3.9400%           |
| 2025-05-19 | 3.9400%           |
| 2025-05-20 | 3.9400%           |
| 2025-05-21 | 3.9400%           |
| 2025-05-22 | 3.9400%           |
| 2025-05-23 | 3.9300%           |
| 2025-05-27 | 3.9200%           |
| 2025-05-28 | 3.9300%           |
| 2025-05-29 | 3.9300%           |
| 2025-05-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 42.5900%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $223425154.79

- **Number of Shares Outstanding:** 223444391.4860

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $826819.79                | $178244.53              |
| 2025-05-02 | $150456.97                | $452868.60              |
| 2025-05-05 | $63665.77                 | $275692.35              |
| 2025-05-06 | $437613.02                | $356376.55              |
| 2025-05-07 | $105272.86                | $977338.43              |
| 2025-05-08 | $467341.98                | $272551.54              |
| 2025-05-09 | $390205.02                | $1372611.71             |
| 2025-05-12 | $0.00                     | $602772.01              |
| 2025-05-13 | $374935.62                | $1831345.29             |
| 2025-05-14 | $46572.59                 | $768793.29              |
| 2025-05-15 | $208051.49                | $1367146.41             |
| 2025-05-16 | $445709.30                | $320782.61              |
| 2025-05-19 | $0.00                     | $378102.87              |
| 2025-05-20 | $174490.61                | $324345.70              |
| 2025-05-21 | $806261.96                | $246797.52              |
| 2025-05-22 | $690206.80                | $151715.52              |
| 2025-05-23 | $1491718.18               | $147406.55              |
| 2025-05-27 | $745743.70                | $643759.43              |
| 2025-05-28 | $147053.28                | $638793.22              |
| 2025-05-29 | $377486.89                | $247135.62              |
| 2025-05-30 | $74461.99                 | $428657.64              |

**Total Gross Subscriptions (Month):** $8024067.82

**Total Gross Redemptions (Month):** $11983237.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1300%           |
| 2025-05-02 | 4.1300%           |
| 2025-05-05 | 4.1400%           |
| 2025-05-06 | 4.1300%           |
| 2025-05-07 | 4.1200%           |
| 2025-05-08 | 4.1200%           |
| 2025-05-09 | 4.1100%           |
| 2025-05-12 | 4.0900%           |
| 2025-05-13 | 4.0900%           |
| 2025-05-14 | 4.0900%           |
| 2025-05-15 | 4.0800%           |
| 2025-05-16 | 4.0900%           |
| 2025-05-19 | 4.0900%           |
| 2025-05-20 | 4.0900%           |
| 2025-05-21 | 4.0900%           |
| 2025-05-22 | 4.0900%           |
| 2025-05-23 | 4.0800%           |
| 2025-05-27 | 4.0700%           |
| 2025-05-28 | 4.0800%           |
| 2025-05-29 | 4.0800%           |
| 2025-05-30 | 4.0900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 40.8700%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.0000          |
|  |  |
| 2025-05-02 | 0.0000          |
|  |  |
| 2025-05-05 | 0.0000          |
|  |  |
| 2025-05-06 | 0.0000          |
|  |  |
| 2025-05-07 | 0.0000          |
|  |  |
| 2025-05-08 | 0.0000          |
|  |  |
| 2025-05-09 | 0.0000          |
|  |  |
| 2025-05-12 | 0.0000          |
|  |  |
| 2025-05-13 | 0.0000          |
|  |  |
| 2025-05-14 | 0.0000          |
|  |  |
| 2025-05-15 | 0.0000          |
|  |  |
| 2025-05-16 | 0.0000          |
|  |  |
| 2025-05-19 | 0.0000          |
|  |  |
| 2025-05-20 | 0.0000          |
|  |  |
| 2025-05-21 | 0.0000          |
|  |  |
| 2025-05-22 | 0.0000          |
|  |  |
| 2025-05-23 | 0.0000          |
|  |  |
| 2025-05-27 | 0.0000          |
|  |  |
| 2025-05-28 | 0.0000          |
|  |  |
| 2025-05-29 | 0.0000          |
|  |  |
| 2025-05-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

### Class: Y

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $417670519.51

- **Number of Shares Outstanding:** 417710262.8560

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $3136069.82               | $1256299.18             |
| 2025-05-02 | $3885483.40               | $1778379.68             |
| 2025-05-05 | $354962.57                | $0.00                   |
| 2025-05-06 | $5715338.62               | $1723146.23             |
| 2025-05-07 | $705721.09                | $1144181.54             |
| 2025-05-08 | $1023677.32               | $1153695.13             |
| 2025-05-09 | $2550273.87               | $901595.16              |
| 2025-05-12 | $3328479.22               | $1466696.49             |
| 2025-05-13 | $1753185.35               | $1581839.20             |
| 2025-05-14 | $4214799.42               | $1065127.47             |
| 2025-05-15 | $2669440.79               | $2740476.67             |
| 2025-05-16 | $3148578.26               | $4758192.44             |
| 2025-05-19 | $1427386.55               | $2318386.94             |
| 2025-05-20 | $3250171.67               | $4405707.61             |
| 2025-05-21 | $5039681.98               | $1716165.80             |
| 2025-05-22 | $1285152.37               | $574505.87              |
| 2025-05-23 | $3880102.55               | $1955610.76             |
| 2025-05-27 | $2103834.31               | $2827848.12             |
| 2025-05-28 | $1266121.10               | $3930009.21             |
| 2025-05-29 | $1700246.49               | $3472880.64             |
| 2025-05-30 | $955128.63                | $1097683.21             |

**Total Gross Subscriptions (Month):** $53393835.38

**Total Gross Redemptions (Month):** $41868427.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1300%           |
| 2025-05-02 | 4.1300%           |
| 2025-05-05 | 4.1400%           |
| 2025-05-06 | 4.1300%           |
| 2025-05-07 | 4.1200%           |
| 2025-05-08 | 4.1200%           |
| 2025-05-09 | 4.1100%           |
| 2025-05-12 | 4.0900%           |
| 2025-05-13 | 4.0900%           |
| 2025-05-14 | 4.0900%           |
| 2025-05-15 | 4.0800%           |
| 2025-05-16 | 4.0900%           |
| 2025-05-19 | 4.0900%           |
| 2025-05-20 | 4.0900%           |
| 2025-05-21 | 4.0900%           |
| 2025-05-22 | 4.0900%           |
| 2025-05-23 | 4.0800%           |
| 2025-05-27 | 4.0700%           |
| 2025-05-28 | 4.0800%           |
| 2025-05-29 | 4.0800%           |
| 2025-05-30 | 4.0900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 61.3900%         | 0.0000%              |

### Class: AX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $58516232.24

- **Number of Shares Outstanding:** 58522378.3580

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 0.9999          |
|  |  |
| 2025-05-06 | 0.9999          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $209949.21                | $12622.78               |
| 2025-05-02 | $38078.77                 | $30971.55               |
| 2025-05-05 | $3488.08                  | $135115.69              |
| 2025-05-06 | $38610.19                 | $25207.55               |
| 2025-05-07 | $17819.51                 | $17196.56               |
| 2025-05-08 | $5209.07                  | $8816.64                |
| 2025-05-09 | $53520.75                 | $9837.57                |
| 2025-05-12 | $7227.83                  | $46425.23               |
| 2025-05-13 | $27418.13                 | $33327.14               |
| 2025-05-14 | $1626.99                  | $36185.58               |
| 2025-05-15 | $7305.23                  | $35402.75               |
| 2025-05-16 | $166713.95                | $7875.74                |
| 2025-05-19 | $22442.51                 | $22164.76               |
| 2025-05-20 | $35452.91                 | $101291.83              |
| 2025-05-21 | $20774.94                 | $63553.33               |
| 2025-05-22 | $24120.49                 | $11709.45               |
| 2025-05-23 | $4954.40                  | $56435.16               |
| 2025-05-27 | $27618.01                 | $4338.34                |
| 2025-05-28 | $114224.88                | $52414.37               |
| 2025-05-29 | $15658.34                 | $27435.07               |
| 2025-05-30 | $6985.61                  | $4930.41                |

**Total Gross Subscriptions (Month):** $849199.80

**Total Gross Redemptions (Month):** $743257.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9800%           |
| 2025-05-02 | 3.9800%           |
| 2025-05-05 | 3.9900%           |
| 2025-05-06 | 3.9800%           |
| 2025-05-07 | 3.9800%           |
| 2025-05-08 | 3.9700%           |
| 2025-05-09 | 3.9600%           |
| 2025-05-12 | 3.9400%           |
| 2025-05-13 | 3.9400%           |
| 2025-05-14 | 3.9400%           |
| 2025-05-15 | 3.9300%           |
| 2025-05-16 | 3.9400%           |
| 2025-05-19 | 3.9400%           |
| 2025-05-20 | 3.9400%           |
| 2025-05-21 | 3.9400%           |
| 2025-05-22 | 3.9400%           |
| 2025-05-23 | 3.9300%           |
| 2025-05-27 | 3.9200%           |
| 2025-05-28 | 3.9300%           |
| 2025-05-29 | 3.9300%           |
| 2025-05-30 | 3.9400%           |

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

### Class: BX

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.0000          |
|  |  |
| 2025-05-02 | 0.0000          |
|  |  |
| 2025-05-05 | 0.0000          |
|  |  |
| 2025-05-06 | 0.0000          |
|  |  |
| 2025-05-07 | 0.0000          |
|  |  |
| 2025-05-08 | 0.0000          |
|  |  |
| 2025-05-09 | 0.0000          |
|  |  |
| 2025-05-12 | 0.0000          |
|  |  |
| 2025-05-13 | 0.0000          |
|  |  |
| 2025-05-14 | 0.0000          |
|  |  |
| 2025-05-15 | 0.0000          |
|  |  |
| 2025-05-16 | 0.0000          |
|  |  |
| 2025-05-19 | 0.0000          |
|  |  |
| 2025-05-20 | 0.0000          |
|  |  |
| 2025-05-21 | 0.0000          |
|  |  |
| 2025-05-22 | 0.0000          |
|  |  |
| 2025-05-23 | 0.0000          |
|  |  |
| 2025-05-27 | 0.0000          |
|  |  |
| 2025-05-28 | 0.0000          |
|  |  |
| 2025-05-29 | 0.0000          |
|  |  |
| 2025-05-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

### Class: CX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $150108.61

- **Number of Shares Outstanding:** 150125.3200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9999          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 0.9999          |
|  |  |
| 2025-05-06 | 0.9999          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $414.52                   | $0.03                   |
| 2025-05-02 | $100.00                   | $0.00                   |
| 2025-05-05 | $0.03                     | $0.03                   |
| 2025-05-06 | $23.18                    | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $50.00                    | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $327.23                   | $0.00                   |
| 2025-05-14 | $9.60                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $155.00                   | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $9.60                     | $0.00                   |
| 2025-05-21 | $101.53                   | $1.53                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $667.57                 |
| 2025-05-28 | $75.00                    | $0.00                   |
| 2025-05-29 | $39.05                    | $0.00                   |
| 2025-05-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1304.74

**Total Gross Redemptions (Month):** $669.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.2300%           |
| 2025-05-02 | 3.2300%           |
| 2025-05-05 | 3.2300%           |
| 2025-05-06 | 3.2300%           |
| 2025-05-07 | 3.2200%           |
| 2025-05-08 | 3.2200%           |
| 2025-05-09 | 3.2100%           |
| 2025-05-12 | 3.1900%           |
| 2025-05-13 | 3.1900%           |
| 2025-05-14 | 3.1900%           |
| 2025-05-15 | 3.1800%           |
| 2025-05-16 | 3.1900%           |
| 2025-05-19 | 3.1900%           |
| 2025-05-20 | 3.1900%           |
| 2025-05-21 | 3.1900%           |
| 2025-05-22 | 3.1900%           |
| 2025-05-23 | 3.1800%           |
| 2025-05-27 | 3.1700%           |
| 2025-05-28 | 3.1800%           |
| 2025-05-29 | 3.1900%           |
| 2025-05-30 | 3.1900%           |

### Class: R6

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $11954763.10

- **Number of Shares Outstanding:** 11955430.4300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $44212.02                 | $187.39                 |
| 2025-05-02 | $700.49                   | $55.13                  |
| 2025-05-05 | $2227.33                  | $31316.35               |
| 2025-05-06 | $350114.15                | $0.09                   |
| 2025-05-07 | $15810.62                 | $18765.04               |
| 2025-05-08 | $105272.07                | $520.04                 |
| 2025-05-09 | $5021.44                  | $4403.81                |
| 2025-05-12 | $2579.03                  | $101410.18              |
| 2025-05-13 | $4546.80                  | $80398.50               |
| 2025-05-14 | $14688.61                 | $0.00                   |
| 2025-05-15 | $82.49                    | $4603.81                |
| 2025-05-16 | $18734.59                 | $159.07                 |
| 2025-05-19 | $6754.91                  | $4.34                   |
| 2025-05-20 | $3526.73                  | $1500.00                |
| 2025-05-21 | $12218.99                 | $0.00                   |
| 2025-05-22 | $76240.96                 | $0.00                   |
| 2025-05-23 | $1616.21                  | $0.00                   |
| 2025-05-27 | $3186.11                  | $141373.36              |
| 2025-05-28 | $12298.73                 | $0.00                   |
| 2025-05-29 | $7931.45                  | $73742.52               |
| 2025-05-30 | $3478.49                  | $376.73                 |

**Total Gross Subscriptions (Month):** $691242.22

**Total Gross Redemptions (Month):** $458816.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2000%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2100%           |
| 2025-05-07 | 4.2000%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1600%           |
| 2025-05-14 | 4.1600%           |
| 2025-05-15 | 4.1600%           |
| 2025-05-16 | 4.1600%           |
| 2025-05-19 | 4.1700%           |
| 2025-05-20 | 4.1700%           |
| 2025-05-21 | 4.1700%           |
| 2025-05-22 | 4.1600%           |
| 2025-05-23 | 4.1600%           |
| 2025-05-27 | 4.1500%           |
| 2025-05-28 | 4.1500%           |
| 2025-05-29 | 4.1600%           |
| 2025-05-30 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 31.8600%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.8100%          | 0.0000%              |
| Pension plan                                        |  | 25.0300%         | 0.0000%              |

### Class: A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $315471945.39

- **Number of Shares Outstanding:** 315504460.6010

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 0.9999          |
|  |  |
| 2025-05-06 | 0.9999          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1190360.24               | $248128.27              |
| 2025-05-02 | $695357.74                | $343939.03              |
| 2025-05-05 | $153624.04                | $477377.55              |
| 2025-05-06 | $548332.04                | $542245.31              |
| 2025-05-07 | $123198.79                | $125938.93              |
| 2025-05-08 | $86989.22                 | $203847.10              |
| 2025-05-09 | $1409319.62               | $163582.67              |
| 2025-05-12 | $236522.84                | $489907.98              |
| 2025-05-13 | $198271.08                | $843412.14              |
| 2025-05-14 | $522560.50                | $1244323.49             |
| 2025-05-15 | $61084.61                 | $356031.67              |
| 2025-05-16 | $330486.27                | $297075.99              |
| 2025-05-19 | $359341.46                | $698601.22              |
| 2025-05-20 | $744858.62                | $465965.77              |
| 2025-05-21 | $1044459.07               | $421556.07              |
| 2025-05-22 | $347208.58                | $198742.95              |
| 2025-05-23 | $360603.81                | $920605.11              |
| 2025-05-27 | $177888.25                | $177192.55              |
| 2025-05-28 | $519644.07                | $350361.77              |
| 2025-05-29 | $296293.61                | $708809.20              |
| 2025-05-30 | $790897.43                | $1881508.97             |

**Total Gross Subscriptions (Month):** $10197301.89

**Total Gross Redemptions (Month):** $11159153.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9300%           |
| 2025-05-02 | 3.9300%           |
| 2025-05-05 | 3.9400%           |
| 2025-05-06 | 3.9300%           |
| 2025-05-07 | 3.9300%           |
| 2025-05-08 | 3.9200%           |
| 2025-05-09 | 3.9100%           |
| 2025-05-12 | 3.8900%           |
| 2025-05-13 | 3.8900%           |
| 2025-05-14 | 3.8900%           |
| 2025-05-15 | 3.8800%           |
| 2025-05-16 | 3.8900%           |
| 2025-05-19 | 3.8900%           |
| 2025-05-20 | 3.8900%           |
| 2025-05-21 | 3.8900%           |
| 2025-05-22 | 3.8900%           |
| 2025-05-23 | 3.8800%           |
| 2025-05-27 | 3.8700%           |
| 2025-05-28 | 3.8800%           |
| 2025-05-29 | 3.8800%           |
| 2025-05-30 | 3.8900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 20.8200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: 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):** $30019338.90
- **C.18.a - Value (excl. sponsor support):** $30019338.90
- **C.19 - Percentage of Net Assets:** 0.4900%
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12001779.12
- **C.18.a - Value (excl. sponsor support):** $12001779.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $12000917.16
- **C.18.a - Value (excl. sponsor support):** $12000917.16
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15005994.75
- **C.18.a - Value (excl. sponsor support):** $15005994.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10005671.10
- **C.18.a - Value (excl. sponsor support):** $10005671.10
- **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):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000187.00
- **C.18.a - Value (excl. sponsor support):** $50000187.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **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 7: 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):** $34930500.85
- **C.18.a - Value (excl. sponsor support):** $34930500.85
- **C.19 - Percentage of Net Assets:** 0.5700%
- **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 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):** $15003352.80
- **C.18.a - Value (excl. sponsor support):** $15003352.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19998564.80
- **C.18.a - Value (excl. sponsor support):** $19998564.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: 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: 3133EPG66, C.4 - ISIN: US3133EPG669, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12000682.08
- **C.18.a - Value (excl. sponsor support):** $12000682.08
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: 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: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20007839.60
- **C.18.a - Value (excl. sponsor support):** $20007839.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? 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 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6502583.56
- **C.18.a - Value (excl. sponsor support):** $6502583.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: 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: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000812.45
- **C.18.a - Value (excl. sponsor support):** $5000812.45
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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 14: 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: 3133EPM44, C.4 - ISIN: US3133EPM444, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000038.58
- **C.18.a - Value (excl. sponsor support):** $2000038.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, 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 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000357.25
- **C.18.a - Value (excl. sponsor support):** $5000357.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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):** $20008353.40
- **C.18.a - Value (excl. sponsor support):** $20008353.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 17: 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):** $25001870.25
- **C.18.a - Value (excl. sponsor support):** $25001870.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 18: 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: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7003101.00
- **C.18.a - Value (excl. sponsor support):** $7003101.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: 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: 3133EPZ81, C.4 - ISIN: US3133EPZ818, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25002085.00
- **C.18.a - Value (excl. sponsor support):** $25002085.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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 20: 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: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005883.45
- **C.18.a - Value (excl. sponsor support):** $15005883.45
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004268.10
- **C.18.a - Value (excl. sponsor support):** $10004268.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4002025.44
- **C.18.a - Value (excl. sponsor support):** $4002025.44
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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):** $25000252.00
- **C.18.a - Value (excl. sponsor support):** $25000252.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 24: 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):** $5000524.00
- **C.18.a - Value (excl. sponsor support):** $5000524.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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 25: 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):** $17000392.87
- **C.18.a - Value (excl. sponsor support):** $17000392.87
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 26: 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: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50020204.50
- **C.18.a - Value (excl. sponsor support):** $50020204.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25007251.75
- **C.18.a - Value (excl. sponsor support):** $25007251.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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: 3133ERCY5, C.4 - ISIN: US3133ERCY54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20005219.80
- **C.18.a - Value (excl. sponsor support):** $20005219.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal 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):** $15001463.70
- **C.18.a - Value (excl. sponsor support):** $15001463.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 30: 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):** $52013346.32
- **C.18.a - Value (excl. sponsor support):** $52013346.32
- **C.19 - Percentage of Net Assets:** 0.8400%
- **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 31: 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: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008468.60
- **C.18.a - Value (excl. sponsor support):** $20008468.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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):** $29998722.00
- **C.18.a - Value (excl. sponsor support):** $29998722.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **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 33: 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: 3133ERGB1, C.4 - ISIN: US3133ERGB16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20006510.20
- **C.18.a - Value (excl. sponsor support):** $20006510.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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):** $10003351.30
- **C.18.a - Value (excl. sponsor support):** $10003351.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 35: 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: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13999228.32
- **C.18.a - Value (excl. sponsor support):** $13999228.32
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7003831.87
- **C.18.a - Value (excl. sponsor support):** $7003831.87
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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):** $24995753.75
- **C.18.a - Value (excl. sponsor support):** $24995753.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 38: 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: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002828.10
- **C.18.a - Value (excl. sponsor support):** $10002828.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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):** $20499013.75
- **C.18.a - Value (excl. sponsor support):** $20499013.75
- **C.19 - Percentage of Net Assets:** 0.3300%
- **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 40: 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):** $2002113.96
- **C.18.a - Value (excl. sponsor support):** $2002113.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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 41: 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):** $25009470.75
- **C.18.a - Value (excl. sponsor support):** $25009470.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 42: 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):** $14999589.30
- **C.18.a - Value (excl. sponsor support):** $14999589.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 43: 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44998486.20
- **C.18.a - Value (excl. sponsor support):** $44998486.20
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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):** $14999909.40
- **C.18.a - Value (excl. sponsor support):** $14999909.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 45: 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):** $99056261.70
- **C.18.a - Value (excl. sponsor support):** $99056261.70
- **C.19 - Percentage of Net Assets:** 1.6000%
- **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 46: 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):** $11006308.83
- **C.18.a - Value (excl. sponsor support):** $11006308.83
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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 47: 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):** $10005201.90
- **C.18.a - Value (excl. sponsor support):** $10005201.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 48: 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):** $20018207.40
- **C.18.a - Value (excl. sponsor support):** $20018207.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 49: 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):** $46957543.02
- **C.18.a - Value (excl. sponsor support):** $46957543.02
- **C.19 - Percentage of Net Assets:** 0.7600%
- **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 50: 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: 3133ETAD9, C.4 - ISIN: US3133ETAD91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999574.00
- **C.18.a - Value (excl. sponsor support):** $49999574.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: 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):** $41022023.56
- **C.18.a - Value (excl. sponsor support):** $41022023.56
- **C.19 - Percentage of Net Assets:** 0.6600%
- **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 52: 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):** $44998930.35
- **C.18.a - Value (excl. sponsor support):** $44998930.35
- **C.19 - Percentage of Net Assets:** 0.7300%
- **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 53: 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):** $24999348.00
- **C.18.a - Value (excl. sponsor support):** $24999348.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 54: 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):** $24986390.25
- **C.18.a - Value (excl. sponsor support):** $24986390.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 55: 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):** $15004048.65
- **C.18.a - Value (excl. sponsor support):** $15004048.65
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 56: 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):** $39999867.20
- **C.18.a - Value (excl. sponsor support):** $39999867.20
- **C.19 - Percentage of Net Assets:** 0.6500%
- **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 57: 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: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19999962.80
- **C.18.a - Value (excl. sponsor support):** $19999962.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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):** $60021146.40
- **C.18.a - Value (excl. sponsor support):** $60021146.40
- **C.19 - Percentage of Net Assets:** 0.9700%
- **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 59: 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):** $39998904.80
- **C.18.a - Value (excl. sponsor support):** $39998904.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **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 60: 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):** $20010370.60
- **C.18.a - Value (excl. sponsor support):** $20010370.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 61: 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):** $10005363.00
- **C.18.a - Value (excl. sponsor support):** $10005363.00
- **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):** 2026-10-29
- **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 62: 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):** $24999568.50
- **C.18.a - Value (excl. sponsor support):** $24999568.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 63: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $25016182.75
- **C.18.a - Value (excl. sponsor support):** $25016182.75
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: 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):** $23023917.24
- **C.18.a - Value (excl. sponsor support):** $23023917.24
- **C.19 - Percentage of Net Assets:** 0.3700%
- **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 65: 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):** $6006354.18
- **C.18.a - Value (excl. sponsor support):** $6006354.18
- **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):** 2026-09-11
- **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 66: 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):** $16015481.92
- **C.18.a - Value (excl. sponsor support):** $16015481.92
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 67: 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):** $250000.00
- **C.18.a - Value (excl. sponsor support):** $250000.00
- **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:** 2025-06-15
- **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 68: 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):** $24888507.00
- **C.18.a - Value (excl. sponsor support):** $24888507.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 69: 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):** $54218005.60
- **C.18.a - Value (excl. sponsor support):** $54218005.60
- **C.19 - Percentage of Net Assets:** 0.8800%
- **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 70: 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):** $9825625.00
- **C.18.a - Value (excl. sponsor support):** $9825625.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 71: 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):** $24482267.25
- **C.18.a - Value (excl. sponsor support):** $24482267.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 72: 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):** $43543846.35
- **C.18.a - Value (excl. sponsor support):** $43543846.35
- **C.19 - Percentage of Net Assets:** 0.7000%
- **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 73: 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):** $197646138.00
- **C.18.a - Value (excl. sponsor support):** $197646138.00
- **C.19 - Percentage of Net Assets:** 3.2000%
- **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 74: 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):** $24604836.50
- **C.18.a - Value (excl. sponsor support):** $24604836.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 75: 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):** $120011704.80
- **C.18.a - Value (excl. sponsor support):** $120011704.80
- **C.19 - Percentage of Net Assets:** 1.9400%
- **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 76: 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):** $59027934.14
- **C.18.a - Value (excl. sponsor support):** $59027934.14
- **C.19 - Percentage of Net Assets:** 0.9600%
- **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 77: 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):** $10013830.00
- **C.18.a - Value (excl. sponsor support):** $10013830.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 78: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.492000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35020118.70
- **C.18.a - Value (excl. sponsor support):** $35020118.70
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: 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):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **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 | 2054-06-20      | 5.6283%  | 0.0000% | $86725770.00       | $40800001.38       | Agency Collateralized Mortgage Obligation |

### Security 80: 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):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 2.8300%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2050-03-25      | 2.0000%  | 0.0000% | $335160.00         | $198620.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $222037.00         | $188691.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $2401.00           | $572.91            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 2.3610%  | 0.0000% | $1008.00           | $785.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1001.00           | $628.25            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 2.5000%  | 0.0000% | $500000.00         | $392119.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2025-10-25      | 2.9226%  | 0.0000% | $1000.00           | $349.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $233189.00         | $150140.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $845389.00         | $699741.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $1500000.00        | $1140920.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-11-25      | 3.4590%  | 0.0000% | $250000.00         | $232711.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $227545.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $998999.00         | $365506.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $707360.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.5000%  | 0.0000% | $998603.00         | $780541.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-04-25      | 3.7500%  | 0.0000% | $1070018.00        | $1004690.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-03-25      | 4.0000%  | 0.0000% | $28589.00          | $6418.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $2382.00           | $490.30            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2038-07-15      | 5.0000%  | 0.0000% | $5988481.00        | $527169.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 5.0000%  | 0.0000% | $3415772.00        | $3339773.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $6630543.00        | $6158731.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $23990144.00       | $17936138.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 5.0065%  | 0.0000% | $1568604.00        | $42538.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2083%  | 0.0000% | $4299328.00        | $3171015.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2283%  | 0.0000% | $2901000.00        | $1814750.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2283%  | 0.0000% | $8995743.00        | $6283552.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2383%  | 0.0000% | $2706110.00        | $2120796.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3283%  | 0.0000% | $17792.00          | $12175.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3283%  | 0.0000% | $42502.00          | $20677.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3283%  | 0.0000% | $44568.00          | $35623.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3283%  | 0.0000% | $638559.00         | $410288.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3483%  | 0.0000% | $5634.00           | $4867.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.3783%  | 0.0000% | $4581250.00        | $4161717.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.3883%  | 0.0000% | $126700.00         | $113922.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 5.4220%  | 0.0000% | $5647850.00        | $5335070.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 5.4283%  | 0.0000% | $684199.00         | $288947.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4383%  | 0.0000% | $1216.00           | $1166.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4383%  | 0.0000% | $229056.00         | $201704.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4383%  | 0.0000% | $8004760.00        | $4511828.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.4720%  | 0.0000% | $99370.00          | $96547.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4783%  | 0.0000% | $935021.00         | $743157.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4783%  | 0.0000% | $22288951.00       | $11221319.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $517075.00         | $516098.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6283%  | 0.0000% | $6445796.00        | $5030233.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 5.7220%  | 0.0000% | $24018.00          | $14256.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7283%  | 0.0000% | $998224.00         | $437259.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8283%  | 0.0000% | $2119491.00        | $986067.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-05-20      | 6.0000%  | 0.0000% | $9996443.00        | $301412.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2283%  | 0.0000% | $28570848.00       | $13325879.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $414892.00         | $388308.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $446267.00         | $399693.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.4283%  | 0.0000% | $855168.00         | $792692.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4283%  | 0.0000% | $45270045.00       | $34988042.20       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $247106.00         | $143239.83         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-15      | 4.5000%  | 0.0000% | $103142.00         | $20293.13          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 5.5720%  | 0.0000% | $19827.00          | $18113.82          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.6720%  | 0.0000% | $4910895.00        | $4655674.13        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $513.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $518.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $612.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $2001.00           | $1036.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1079.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1247.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $9000.00           | $4665.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $56763.00          | $32609.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $531315.00         | $349130.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-10-01      | 2.7500%  | 0.0000% | $1000.00           | $271.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.7600%  | 0.0000% | $160000.00         | $121787.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $1000.00           | $755.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $148.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $193.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $215.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1024.00           | $221.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $231.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $276.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1008.00           | $317.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1532.00           | $322.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1001.00           | $484.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $1000.00           | $562.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $2000.00           | $585.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $644.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $656.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $1000.00           | $672.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $699.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $712.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $5030.00           | $728.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $5000.00           | $766.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $830.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $5000.00           | $1128.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $2047.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2063.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2566.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $15000.00          | $4395.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $955470.00         | $638470.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $26055461.00       | $6691768.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 3.5000%  | 0.0000% | $6000.00           | $13.01             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $18.97             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 3.5000%  | 0.0000% | $6000.00           | $20.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $5000.00           | $35.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $2000.00           | $41.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $1000.00           | $42.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $1000.00           | $47.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1001.00           | $57.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $2000.00           | $69.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $84.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-09-01      | 3.5000%  | 0.0000% | $2000.00           | $92.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $3000.00           | $93.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $99.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $105.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-01-01      | 3.5000%  | 0.0000% | $1483.00           | $122.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $143.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $150.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $2000.00           | $158.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $699098.00         | $538723.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $4001000.00        | $637849.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $16977279.00       | $3732415.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $66.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $71.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $2000.00           | $115.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $121.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $123.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $176.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.0000%  | 0.0000% | $1000.00           | $191.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $240.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $4000.00           | $266.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $4000.00           | $270.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $4000.00           | $356.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $7000.00           | $358.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $383.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $13603.00          | $447.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $459.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $655.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $737.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $746.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.0000%  | 0.0000% | $11000.00          | $1275.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1543.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1640.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2292.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $9002.00           | $2307.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2392.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $10000.00          | $2453.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $10000.00          | $3042.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $5000.00           | $3246.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $11000.00          | $3416.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $41000.00          | $3654.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.0000%  | 0.0000% | $37000.00          | $4057.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $27000.00          | $4189.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $18000.00          | $4259.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 4.0000%  | 0.0000% | $20000.00          | $4780.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $6984.00           | $5346.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $54942.00          | $42619.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $151778.00         | $114868.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $875265.00         | $789499.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1532.00           | $1521.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $31.74             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $1000.00           | $34.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $45.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $2643.00           | $50.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $1000.00           | $52.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $62.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $1000.00           | $64.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1002.00           | $71.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 4.5000%  | 0.0000% | $1000.00           | $74.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $1001.00           | $79.38             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1010.00           | $82.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $83.91             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 4.5000%  | 0.0000% | $2000.00           | $86.35             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $108.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $124.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $2000.00           | $179.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $187.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $2042.00           | $199.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $207.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $212.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $4000.00           | $273.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $4000.00           | $287.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $7000.00           | $391.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $10000.00          | $402.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $9000.00           | $452.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $22000.00          | $838.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $1000.00           | $911.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $27060.00          | $916.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $20000.00          | $1476.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3063.00           | $2711.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $5300.00           | $4195.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.5000%  | 0.0000% | $9899.00           | $7551.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $860000.00         | $93691.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-08-15      | 4.5000%  | 0.0000% | $10634132.00       | $247258.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $15873905.00       | $679964.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 4.5800%  | 0.0000% | $7246.00           | $7133.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.0000%  | 0.0000% | $2546.00           | $44.20             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1010.00           | $195.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $320.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $2000.00           | $547.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $770.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $777.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $823.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $827.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $836.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $949.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $971.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $18000.00          | $1165.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $15000.00          | $1716.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $2337.00           | $1772.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2893.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4511.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $385519.00         | $36705.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $299745.00         | $246202.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2568293.00        | $289035.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $9998000.00        | $1668903.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $2654436.00        | $2480679.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.2080%  | 0.0000% | $1000.00           | $1005.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $1009.00           | $17.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $4000.00           | $415.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $5000.00           | $589.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $821.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1001.00           | $920.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $955.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $991.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1980.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2002.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2196.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $28940.00          | $3645.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3888.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.0000%  | 0.0000% | $305000.00         | $4150.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $6319.00           | $4532.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 6.0000%  | 0.0000% | $13678.00          | $8146.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $21517.00          | $22021.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $22131.00          | $22549.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $81627.00          | $83780.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $203551.00         | $162322.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $320044.00         | $321291.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $940992.00         | $591061.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $685152.00         | $620078.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $956559.00         | $965402.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2113504.00        | $1956562.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2189048.00        | $2216624.30        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3164555.00        | $3211654.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $4136456.00        | $3508224.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 6.5000%  | 0.0000% | $1039.00           | $5.42              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $1092.00           | $13.29             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 6.5000%  | 0.0000% | $10000.00          | $22.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.5000%  | 0.0000% | $2545.00           | $28.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $1374.00           | $60.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 6.5000%  | 0.0000% | $43000.00          | $76.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $7394.00           | $85.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 6.5000%  | 0.0000% | $46000.00          | $117.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 6.5000%  | 0.0000% | $355739.00         | $136.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $200000.00         | $218.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 6.5000%  | 0.0000% | $44000.00          | $267.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $100000.00         | $292.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $75000.00          | $320.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $175000.00         | $346.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $728750.00         | $354.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-06-01      | 6.5000%  | 0.0000% | $250000.00         | $410.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 6.5000%  | 0.0000% | $240726.00         | $516.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 6.5000%  | 0.0000% | $1200000.00        | $606.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.5000%  | 0.0000% | $117667.00         | $709.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $139000.00         | $845.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $879.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $882.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $901.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $917.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $928.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $938.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.5000%  | 0.0000% | $73850.00          | $948.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 6.5000%  | 0.0000% | $145000.00         | $1000.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $180000.00         | $1215.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.5000%  | 0.0000% | $195000.00         | $1551.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $2000.00           | $167.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $171.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $189.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $5000.00           | $211.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $3000.00           | $225.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $1008.00           | $227.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $4000.00           | $248.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $2000.00           | $289.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $347.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $19000.00          | $365.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $4000.00           | $375.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $26000.00          | $488.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $4073.00           | $554.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $7000.00           | $618.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $647.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $26000.00          | $657.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $732.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $10000.00          | $878.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1004.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $8001.00           | $1058.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $10000.00          | $1333.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1383.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1496.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $20000.00          | $1626.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1655.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1683.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $6000.00           | $1734.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 1.9700%  | 0.0000% | $1000.00           | $623.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $598.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $1005.00           | $611.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $612.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-10-01      | 2.0000%  | 0.0000% | $1000.00           | $620.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $646.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $676.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1670.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-01      | 2.0000%  | 0.0000% | $3032.00           | $1855.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1293210.00        | $592505.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 2.5000%  | 0.0000% | $1000.00           | $164.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $447.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $12000.00          | $1853.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $13000.00          | $1975.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2045.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2052.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $55755.00          | $2332.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $27000.00          | $2362.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $18000.00          | $2599.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2719.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $16000.00          | $2774.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $8000.00           | $3002.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $4000.00           | $3365.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $54000.00          | $3788.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $76000.00          | $10288.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $31000.00          | $19607.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $39000.00          | $29136.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 3.5000%  | 0.0000% | $40000.00          | $31780.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $88387.00          | $58184.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $91000.00          | $64664.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.5000%  | 0.0000% | $165000.00         | $2493.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $277097.00         | $2626.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 6.5000%  | 0.0000% | $211000.00         | $2823.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.5000%  | 0.0000% | $160000.00         | $3180.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $1294429.00        | $3335.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.5000%  | 0.0000% | $227867.00         | $3793.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $4095000.00        | $3960.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.5000%  | 0.0000% | $7083579.00        | $4128.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $2662442.00        | $9476.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $215367.00         | $171261.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.5000%  | 0.0000% | $2593989.00        | $2500758.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 7.0000%  | 0.0000% | $1827.00           | $0.31              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-09-01      | 7.0000%  | 0.0000% | $1432.00           | $0.63              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $18989.00          | $1.32              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $18000.00          | $5.94              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $18000.00          | $11.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $16000.00          | $13.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 7.0000%  | 0.0000% | $3793.00           | $19.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $593.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 7.0000%  | 0.0000% | $21306.00          | $22318.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $205738.00         | $212318.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 8.0000%  | 0.0000% | $1235164.00        | $273.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $970.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $984.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $992.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1732.00           | $1211.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $47000.00          | $1705.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $4000.00           | $1950.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1968.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $2445.00           | $2302.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2579.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $9000.00           | $4036.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $4996.00           | $4065.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $267005.00         | $24899.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $215048.00         | $26037.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $586581.00         | $68960.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $95041.00          | $88796.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $152811.00         | $150992.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $229129.00         | $197032.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $600000.00         | $371602.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $649898.00         | $548288.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $719302.00         | $590495.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1216849.00        | $1211056.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1833669.00        | $1398830.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.7360%  | 0.0000% | $2757.00           | $2796.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 6.0000%  | 0.0000% | $3549551.00        | $303.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $737.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $826.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $880.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $905.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $937.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $941.49            | Agency Mortgage-Backed Securities         |

### Security 81: 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):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 2.9100%
- **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 | 2026-07-15      | 0.1250%  | 0.0000% | $800.00            | $1057.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.01             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $4209800.00        | $3939795.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $13713200.00       | $13940678.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $28491800.00       | $28879020.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $196.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $135994400.00      | $136839113.71      | U.S. Treasuries (including strips) |

### Security 82: 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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **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 | 2025-09-25      | 0.0000%  | 0.0000% | $7500.00           | $7397.10           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-10      | 0.0000%  | 0.0000% | $1225800.00        | $1224216.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $1242100.00        | $1227070.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $4586800.00        | $4543087.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $132.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $30088200.00       | $33285965.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $200.00            | $202.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 1.6250%  | 0.0000% | $2300700.00        | $2234124.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $600.00            | $614.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $89.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $1200.00           | $1197.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $256000.00         | $255310.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $8110000.00        | $8220602.79        | U.S. Treasuries (including strips) |

### Security 83: 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):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **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 | 2041-08-15      | 1.7500%  | 0.0000% | $1689900.00        | $1105261.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $56202000.00       | $57580255.25       | U.S. Treasuries (including strips) |

### Security 84: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 5.4783%  | 0.0000% | $213550.00         | $206854.13         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $30713500.00       | $29842437.13       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $27954600.00       | $28640137.42       | U.S. Treasuries (including strips)        |

### Security 85: 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):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **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 | 2052-07-01      | 4.5000%  | 0.0000% | $56064.07          | $42334.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $72654.46          | $59710.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $65018.36          | $61297.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $73890.45          | $61921.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $77974.83          | $64249.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $354691.08         | $64872.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $67358.98          | $65201.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $220553.15         | $142341.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $164550.86         | $154294.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $317026.09         | $293258.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $20056350.11       | $414515.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $521593.65         | $476094.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.0000%  | 0.0000% | $10068.65          | $31.20             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 5.0000%  | 0.0000% | $26763.84          | $35.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $57.21             | $53.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 5.0000%  | 0.0000% | $45766.59          | $64.76             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 5.0000%  | 0.0000% | $3542.73           | $78.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 5.0000%  | 0.0000% | $15446.22          | $81.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $457.67            | $82.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 5.0000%  | 0.0000% | $65217.39          | $127.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $457.67            | $319.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $402777.92         | $425.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $137915.45         | $426.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 5.0000%  | 0.0000% | $1463809.27        | $558.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1258.58           | $1031.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $2002.29           | $1481.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $10275.17          | $1807.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 5.0000%  | 0.0000% | $37893.82          | $4516.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $6417.79           | $6018.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $8581.24           | $8060.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $33414.07          | $8212.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 2.0000%  | 0.0000% | $606407.32         | $285866.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $521813.62         | $336770.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $572082.38         | $345040.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $778601.26         | $484691.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $1225530.43        | $1021694.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $1229847.25        | $1046486.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $4640650.63        | $3027610.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $57.21             | $44.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $1535.47           | $406.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $1430.21           | $498.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $3375.29           | $683.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 5.0000%  | 0.0000% | $15260.13          | $10784.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $83524.03          | $15545.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $21265.79          | $16389.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $20923.40          | $19041.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 5.0000%  | 0.0000% | $100800.57         | $19605.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $181831.18         | $20019.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 5.0000%  | 0.0000% | $68649.89          | $26528.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $29322.08          | $27899.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 5.0000%  | 0.0000% | $517913.22         | $33931.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $40442.62          | $38285.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $39383.24          | $39423.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $48112.13          | $43333.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $60469.11          | $47838.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $57912.99          | $56769.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 5.0000%  | 0.0000% | $61762.36          | $56978.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $57208.24          | $57468.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $61005.55          | $60586.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $63808.07          | $63228.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $72964.02          | $71628.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $78741.65          | $76285.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $83505.03          | $79800.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $99786.56          | $88264.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $95468.42          | $93018.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $96248.80          | $93847.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $149622.08         | $102326.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $119855.26         | $120399.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $142349.94         | $140669.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $154614.65         | $146969.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $225261.56         | $214943.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $521035.81         | $500478.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $562698.57         | $546700.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $925030.15         | $838118.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1574591.76        | $1201684.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1684497.83        | $1607000.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $2068915.79        | $2016004.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $3601510.53        | $3497843.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $4657235.30        | $4538237.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 5.5000%  | 0.0000% | $8066.36           | $40.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 5.5000%  | 0.0000% | $388921.22         | $314.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $251716.25         | $643.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.5000%  | 0.0000% | $1716.25           | $1115.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.5000%  | 0.0000% | $1601.83           | $1175.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $2059.50           | $1916.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $2973.68           | $2675.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $2885.58           | $2832.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $5720.82           | $4631.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $5720.82           | $5666.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 5.5000%  | 0.0000% | $10726.54          | $8173.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $13349.54          | $11067.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $24758.01          | $17922.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $26058.35          | $25294.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $39362.13          | $26608.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $32945.71          | $28419.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $40446.22          | $38474.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $57208.24          | $52652.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $54458.87          | $53465.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $57833.70          | $57332.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $68665.79          | $59070.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $60459.78          | $61052.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $64016.02          | $63587.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $71713.44          | $68352.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $77528.43          | $74742.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $96681.92          | $75985.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $81491.99          | $79337.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $82079.98          | $82149.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $83955.84          | $83640.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $86997.65          | $84850.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.5000%  | 0.0000% | $85593.71          | $87194.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $89267.73          | $88985.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $92496.22          | $90740.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $96798.51          | $96264.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $105711.61         | $103851.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $108465.68         | $107974.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $119579.00         | $108113.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $115577.12         | $114819.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $118895.37         | $118892.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $123737.30         | $125162.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $126689.07         | $126796.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $140948.63         | $140083.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $143160.18         | $141094.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $141263.67         | $141360.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $150725.40         | $149400.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $151466.99         | $151647.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $185926.77         | $159675.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $207020.65         | $202738.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $205294.62         | $203862.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $234787.19         | $214168.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $283069.22         | $281903.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $332759.27         | $320919.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $494200.29         | $428805.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $589988.56         | $504305.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $605263.16         | $510892.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $851601.83         | $750114.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1456886.50        | $1395629.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1669508.01        | $1610984.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $1668186.96        | $1643121.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $2557439.36        | $2168808.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $2892204.00        | $2825221.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4389760.98        | $4384943.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $9068849.43        | $8709607.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 2.5000%  | 0.0000% | $24313.50          | $1776.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $2860.41           | $1835.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $5720.82           | $2950.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $5720.82           | $3091.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $5720.82           | $3373.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $5720.82           | $4195.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $9270.65           | $6141.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $10708.35          | $6619.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $13443.94          | $6656.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $14302.06          | $7162.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $14416.48          | $7574.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $12666.19          | $8470.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $13724.83          | $8946.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $14874.14          | $9087.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $13477.23          | $9403.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $16018.31          | $10089.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $21567.51          | $10652.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $20282.44          | $12584.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $19231.12          | $12950.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $137299.77         | $14921.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $23741.42          | $15155.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $57208.24          | $15275.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $20194.51          | $15675.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 2.5000%  | 0.0000% | $72654.46          | $17702.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $28604.12          | $17826.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $27747.71          | $18335.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $33345.25          | $20155.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $33387.64          | $22693.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $43238.39          | $26132.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $77727.57          | $32581.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $50754.52          | $33874.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $50573.17          | $37972.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $64359.27          | $41382.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $87016.53          | $43179.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $63833.07          | $43376.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $57044.68          | $44526.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $93866.65          | $54450.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $136146.97         | $90752.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $238648.97         | $122655.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $183558.35         | $139034.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $334668.19         | $146815.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $218533.01         | $150235.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $241003.78         | $165342.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $314645.31         | $214658.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $292620.14         | $219476.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 2.5000%  | 0.0000% | $299688.67         | $250818.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $456572.60         | $319806.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1115560.64        | $726280.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $57.21             | $40.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $57.21             | $40.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $173.80            | $46.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $950.97            | $76.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $629.29            | $104.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $572.08            | $118.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $514.87            | $322.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $62929.06          | $423.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $6006.86           | $493.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $2383.01           | $746.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $3818.65           | $762.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $2417.05           | $1187.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $12414.19          | $2074.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $5720.82           | $3256.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $23169.34          | $3967.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $33408.87          | $5803.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $75228.83          | $5948.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 3.0000%  | 0.0000% | $57208.24          | $8433.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $17162.47          | $9964.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $80091.53          | $12344.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $56464.53          | $14436.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $30789.13          | $19627.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $274599.54         | $20606.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $32106.41          | $21594.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $47196.80          | $32824.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $148569.79         | $33258.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $91533.18          | $51482.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $286041.19         | $66452.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $171624.71         | $117532.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 3.0000%  | 0.0000% | $494492.73         | $304964.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.0000%  | 0.0000% | $1956201.95        | $1185775.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $1480838.62        | $1235215.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $1670133.81        | $1363923.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $2070080.32        | $1754097.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $2118292.91        | $1890010.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $57.21             | $44.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $915.33            | $91.76             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $114.42            | $98.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $171.62            | $131.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $972.54            | $135.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $800.92            | $138.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $1716.25           | $188.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $4813.10           | $247.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $2905.61           | $767.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $7437.07           | $1231.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $8858.70           | $1750.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 3.5000%  | 0.0000% | $66647.60          | $2036.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $17048.05          | $3371.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $48340.96          | $6310.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $106953.20         | $6807.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $149906.46         | $8049.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.5000%  | 0.0000% | $800915.33         | $8116.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $11441.65          | $8426.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $11323.11          | $8551.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $25743.71          | $8682.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 3.5000%  | 0.0000% | $34324.94          | $9160.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $90160.18          | $12559.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.5000%  | 0.0000% | $97540.05          | $12789.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.5000%  | 0.0000% | $27580.61          | $13933.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 3.5000%  | 0.0000% | $18397.83          | $16100.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $93658.52          | $19463.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $78661.33          | $20590.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $26192.39          | $22541.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $32442.91          | $23752.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $169851.26         | $25410.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $140606.98         | $29817.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.5000%  | 0.0000% | $114416.48         | $45107.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $80772.54          | $57147.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 3.5000%  | 0.0000% | $147399.71         | $136943.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $553319.79         | $442416.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $822826.09         | $631335.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1138213.44        | $940320.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $1563613.39        | $1220797.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1460155.72        | $1244052.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $10068.65          | $41.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 4.0000%  | 0.0000% | $57.21             | $48.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $22025.17          | $104.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $25743.71          | $227.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $7151.03           | $436.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $4405.03           | $443.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $11441.65          | $6258.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 1.5000%  | 0.0000% | $14561.90          | $8299.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 1.5000%  | 0.0000% | $14302.06          | $8686.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 1.5000%  | 0.0000% | $28387.19          | $18635.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $56064.07          | $21408.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 1.5000%  | 0.0000% | $113643.59         | $69371.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $5393.76           | $268.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $972.54            | $640.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 2.0000%  | 0.0000% | $2860.41           | $792.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $12345910.58       | $10377375.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $14302.06          | $127.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 6.0000%  | 0.0000% | $52112.53          | $226.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $28604.12          | $606.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $2631.58           | $2561.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $4233.41           | $3856.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 6.0000%  | 0.0000% | $85812.36          | $5330.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $6488.33           | $5651.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $11441.65          | $8075.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $11441.65          | $11461.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $8829.98           | $57.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 7.0000%  | 0.0000% | $13157.89          | $128.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 7.0000%  | 0.0000% | $9954.23           | $325.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $30229.06          | $392.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $22223.17          | $455.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 7.0000%  | 0.0000% | $152240.39         | $536.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 7.0000%  | 0.0000% | $19424.08          | $14414.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $62929.06          | $37910.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $9058886.16        | $7102381.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $82707.09          | $70310.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $1487.41           | $971.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $1373.00           | $1065.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $2876.83           | $1737.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $5720.82           | $2162.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $6578.95           | $3381.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $5606.41           | $3412.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 2.0000%  | 0.0000% | $45370.31          | $3511.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 2.0000%  | 0.0000% | $8981.69           | $4147.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $10966.02          | $6336.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $37632.21          | $8345.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $25743.71          | $12536.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $31178.49          | $12675.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $42906.18          | $17052.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $22883.30          | $17729.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $28604.12          | $19350.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $40690.33          | $26004.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.0000%  | 0.0000% | $85812.36          | $27301.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $52733.30          | $33296.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $66990.85          | $35147.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $89179.86          | $59812.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $98382.95          | $63103.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $140160.18         | $81521.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $205333.07         | $133784.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $286041.19         | $158989.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $328947.37         | $198271.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $17162.47          | $12768.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $17162.47          | $13252.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $18706.98          | $14734.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $252056.06         | $15295.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 6.0000%  | 0.0000% | $38952.80          | $39489.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $58375.17          | $42157.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $61952.86          | $46009.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $62929.06          | $53520.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $57893.25          | $54408.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $70414.76          | $57206.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $57333.35          | $57490.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $57750.92          | $58823.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $60363.96          | $60969.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $66819.22          | $67357.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $70842.28          | $72294.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $96123.05          | $79448.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $95349.43          | $88378.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $86641.99          | $88395.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $106235.64         | $106633.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $111638.39         | $111084.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $137326.60         | $137995.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $219279.98         | $223176.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $283628.60         | $274942.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $303683.30         | $309066.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $394655.21         | $320022.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $743707.09         | $675472.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $733456.12         | $740329.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $844572.14         | $870606.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $2402879.12        | $2378302.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $2476368.36        | $2492257.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $3632344.79        | $3620011.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.0000%  | 0.0000% | $136139.24         | $125910.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $171624.71         | $133930.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $1423455.38        | $233106.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-07-01      | 4.0000%  | 0.0000% | $1487414.19        | $417167.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $8148979.92        | $7496321.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $686.50            | $44.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $652.17            | $77.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $915.33            | $77.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $4347.83           | $89.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $1258.58           | $94.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $14473.68          | $113.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $1716.25           | $119.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $2860.41           | $195.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $343.25            | $294.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $1659.04           | $326.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $3604.12           | $349.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $60068.65          | $475.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 4.5000%  | 0.0000% | $2102.57           | $1905.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $2917.62           | $2557.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $18764.30          | $2823.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $97151.03          | $2938.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 4.5000%  | 0.0000% | $5720.82           | $3742.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $5331.81           | $4279.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.5000%  | 0.0000% | $14302.06          | $4405.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $5769.11           | $5322.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $20307.44          | $15801.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $23127.63          | $18488.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 4.5000%  | 0.0000% | $62929.06          | $22754.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $37494.39          | $34303.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 4.0000%  | 0.0000% | $2459.95           | $443.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $5720.82           | $587.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $13658.98          | $919.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.0000%  | 0.0000% | $445217.45         | $1173.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1544.62           | $1231.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.0000%  | 0.0000% | $35463.84          | $1875.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 4.0000%  | 0.0000% | $20562.93          | $1920.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.0000%  | 0.0000% | $9153.32           | $2358.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $275717.22         | $3886.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.0000%  | 0.0000% | $37255.49          | $3932.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 4.0000%  | 0.0000% | $168192.22         | $6271.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $11441.65          | $7617.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $11065.33          | $9158.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.0000%  | 0.0000% | $70938.22          | $13784.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $85812.36          | $15610.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.0000%  | 0.0000% | $28604.12          | $18844.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $290386.73         | $31267.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $211421.74         | $38644.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $171624.71         | $47697.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $393306.64         | $57654.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.0000%  | 0.0000% | $99237.01          | $94874.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $1029.75           | $32.14             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 6.5000%  | 0.0000% | $74280.66          | $82.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.5000%  | 0.0000% | $25514.87          | $123.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 6.5000%  | 0.0000% | $40045.77          | $140.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 6.5000%  | 0.0000% | $191647.60         | $178.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $11669.16          | $224.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $25171.62          | $21820.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $66231.81          | $24030.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 6.5000%  | 0.0000% | $76163.44          | $54381.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $57410.35          | $60464.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $59667.91          | $62474.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $63963.67          | $66498.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $65312.41          | $68384.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $81507.44          | $84653.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $136306.46         | $121797.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $164127.23         | $170511.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $207735.81         | $174926.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $240755.09         | $189825.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $216647.60         | $195425.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $255909.78         | $221620.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $372425.63         | $324418.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $512567.68         | $528261.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $704224.89         | $741125.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $950572.08         | $865793.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1410868.25        | $1352944.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.5000%  | 0.0000% | $2153555.15        | $1688819.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1744142.91        | $1707098.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1723775.51        | $1772149.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1960772.37        | $1901438.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $3513255.43        | $3576666.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 7.0000%  | 0.0000% | $3432.49           | $28.80             | Agency Mortgage-Backed Securities |

### Security 86: 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):** $102000000.00
- **C.18.a - Value (excl. sponsor support):** $102000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **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 Home Loan Mortgage Corp          | 2030-02-25      | 1.2340%  | 0.0000% | $1000000.00        | $907474.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.2500%  | 0.0000% | $67838600.00       | $36830177.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-16      | 2.7500%  | 0.0000% | $6500000.00        | $558417.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 3.0000%  | 0.0000% | $5350000.00        | $519410.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 3.0000%  | 0.0000% | $55990016.00       | $11028798.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 3.1250%  | 0.0000% | $99999.00          | $36633.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 4.0000%  | 0.0000% | $475000.00         | $409882.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-20      | 4.7834%  | 0.0000% | $699993.00         | $11677.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 4.7834%  | 0.0000% | $2300000.00        | $1222665.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-20      | 4.9825%  | 0.0000% | $100000.00         | $1823.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-05-20      | 5.4283%  | 0.0000% | $399999.00         | $395874.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4283%  | 0.0000% | $50000000.00       | $41420578.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 5.8283%  | 0.0000% | $633871.00         | $334836.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 5.9971%  | 0.0000% | $495000.00         | $159138.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2044-07-25      | 1.5000%  | 0.0000% | $18200000.00       | $10202612.29       | Agency Debentures and Agency Strips       |

### Security 87: 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):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-12-20      | 5.3883%  | 0.0000% | $50083199.00       | $48694784.85       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-06-15      | 5.5000%  | 0.0000% | $2205897.00        | $246461.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 6.1112%  | 0.0000% | $7981640.00        | $3078753.46        | Agency Collateralized Mortgage Obligation |

### Security 88: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 4.330000%
- **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: BIV8J5SZ0, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV8J5SZ0
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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? 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 | 2053-06-01      | 5.0000%  | 0.0000% | $1136400.24        | $994894.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $3335268.88        | $2739210.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-08-01      | 5.5000%  | 0.0000% | $3596016.44        | $3172519.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $3662000.00        | $3293375.42        | Agency Mortgage-Backed Securities |

### Security 89: 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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **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% | $6422000.00        | $6425017.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $6553082.00        | $6473335.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $7157560.00        | $7308418.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $11456884.00       | $11602929.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $8586692.00        | $8619924.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $10218380.00       | $10570374.43       | U.S. Treasuries (including strips) |

### Security 90: 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):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **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 | 2051-12-01      | 1.5000%  | 0.0000% | $3777.78           | $2340.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 1.5000%  | 0.0000% | $39194.44          | $24174.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 1.5000%  | 0.0000% | $94444.44          | $47571.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 1.5000%  | 0.0000% | $98764.81          | $64772.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $944444.44         | $539548.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $755.56            | $405.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $6894.44           | $1055.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 2.0000%  | 0.0000% | $12465.44          | $2225.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $5525.00           | $3035.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $6733.70           | $3872.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $5666.67           | $4149.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $17000.00          | $9150.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $22666.67          | $9725.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $18888.89          | $11759.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $40370.84          | $25123.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $47694.44          | $29973.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $87809.53          | $58234.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $141666.67         | $68097.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $409511.11         | $268229.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $1580481.31        | $983874.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $1790276.04        | $1181405.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $472.22            | $277.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 2.5000%  | 0.0000% | $14827.78          | $3207.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $6611.11           | $3638.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $9444.44           | $5902.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $12088.89          | $6355.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $56666.67          | $8418.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $11427.78          | $8513.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.5000%  | 0.0000% | $18888.89          | $9572.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $28333.33          | $16656.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $28581.34          | $18941.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $34661.11          | $22387.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $41506.35          | $22512.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $81222.22          | $32949.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $54981.40          | $39389.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $59519.55          | $43118.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $75083.33          | $44194.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $75555.56          | $44897.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.5000%  | 0.0000% | $117942.98         | $45899.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $111045.42         | $76953.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $157456.36         | $109234.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $330555.56         | $172636.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $287674.00         | $213497.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $443694.14         | $226999.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $379110.01         | $232997.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 2.5000%  | 0.0000% | $1079098.33        | $245216.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $871250.00         | $490049.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $765493.38         | $539295.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $1330170.86        | $715880.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $3007428.35        | $1456689.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $3199283.36        | $2556704.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $5845072.22        | $3221990.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $283.33            | $75.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 3.0000%  | 0.0000% | $188.89            | $140.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $661.11            | $307.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $1416.67           | $1102.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 3.0000%  | 0.0000% | $7652.46           | $2769.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $10901.82          | $5481.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 3.0000%  | 0.0000% | $8877.78           | $5544.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 3.0000%  | 0.0000% | $39881.43          | $8441.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 3.0000%  | 0.0000% | $90666.67          | $9021.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $18888.89          | $12592.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $51944.44          | $12966.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $40177.89          | $27105.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $96036.87          | $68653.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $138120.66         | $72266.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $116733.33         | $80834.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $128822.22         | $81951.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $141666.67         | $92936.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.0000%  | 0.0000% | $1040494.44        | $103145.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $1956506.77        | $1615582.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $94.44             | $64.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.5000%  | 0.0000% | $188.89            | $75.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $944.44            | $145.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1227.78           | $170.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-11-01      | 3.5000%  | 0.0000% | $207773.06         | $361.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $1010.56           | $523.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $850.00            | $619.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1416.67           | $1033.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $47844.71          | $12437.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $95861.11          | $14009.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $76905.17          | $19762.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $93972.22          | $22423.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $476843.11         | $28689.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 3.5000%  | 0.0000% | $505277.78         | $31432.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 3.5000%  | 0.0000% | $60355.86          | $33804.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $287133.40         | $67675.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $209194.44         | $82319.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 3.5000%  | 0.0000% | $135940.50         | $97050.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 3.5000%  | 0.0000% | $235531.03         | $210325.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $394441.56         | $272767.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.5000%  | 0.0000% | $1713210.51        | $1371799.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $1659076.28        | $1425372.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.5000%  | 0.0000% | $1740781.02        | $1508338.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $8131489.87        | $1694761.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $377.78            | $92.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $566.67            | $256.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 4.0000%  | 0.0000% | $2018.28           | $268.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $472.22            | $379.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $5671.67           | $3774.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $8972.22           | $6456.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $75555.56          | $10618.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $13127.78          | $10852.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 4.0000%  | 0.0000% | $18715.87          | $11053.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $129618.48         | $13368.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $98935.37          | $14880.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 4.0000%  | 0.0000% | $94830.25          | $26193.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.0000%  | 0.0000% | $51172.83          | $28023.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $87927.78          | $29463.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $101395.56         | $70190.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $113720.56         | $108153.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $156945.79         | $149193.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $790500.00         | $616758.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $29308.09          | $343.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.5000%  | 0.0000% | $9916.67           | $1672.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $17065.92          | $1918.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $20777.78          | $3758.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 4.5000%  | 0.0000% | $204377.78         | $8379.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $133638.89         | $32334.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $48673.83          | $43579.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $80713.64          | $59833.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $120178.67         | $113663.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $218408.54         | $206579.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $286322.69         | $260122.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $525596.37         | $496872.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $760313.29         | $633941.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1161666.67        | $882070.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $3597111.60        | $3116153.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $5111177.22        | $4159442.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $715474.56         | $298.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 5.0000%  | 0.0000% | $472.22            | $317.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.0000%  | 0.0000% | $661.11            | $420.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 5.0000%  | 0.0000% | $42972.22          | $1162.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 5.0000%  | 0.0000% | $94444.44          | $1656.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $66466.88          | $4753.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $6145.03           | $5300.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 5.0000%  | 0.0000% | $537938.65         | $12923.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $94444.44          | $71566.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $94444.54          | $91596.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $701948.23         | $110439.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $132326.02         | $128920.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $192959.92         | $186203.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $227346.38         | $229138.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $281310.05         | $281320.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $1888888.89        | $1703680.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $2004060.58        | $1916232.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $5437050.78        | $5420565.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-08-01      | 5.5000%  | 0.0000% | $155833.33         | $64.46             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 5.5000%  | 0.0000% | $66786.67          | $66.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 5.5000%  | 0.0000% | $9444.44           | $101.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $283.33            | $256.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2416.55           | $1984.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $4803.44           | $4715.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $9530.20           | $9357.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 5.5000%  | 0.0000% | $1559223.19        | $12339.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $30668.94          | $29693.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $38061.11          | $34114.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $39929.51          | $34272.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $43538.89          | $35582.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $68472.22          | $59963.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $180575.70         | $63365.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $94505.55          | $94576.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $99242.98          | $98502.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $106643.74         | $98951.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $100144.64         | $100518.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $113333.33         | $101426.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $111515.66         | $111369.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $113673.33         | $113223.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $141171.40         | $140782.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $143798.56         | $142312.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $154890.68         | $153453.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $209681.49         | $182333.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $246573.86         | $244721.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $316240.52         | $309202.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $526129.32         | $380112.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $879924.34         | $784410.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $2335561.06        | $2360590.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $5774908.97        | $5774334.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $6753188.80        | $6682720.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $20015208.97       | $17548680.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $22194.44          | $102.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $9114.83           | $112.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 6.0000%  | 0.0000% | $60953.31          | $229.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 6.0000%  | 0.0000% | $172833.33         | $724.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $204000.00         | $1518.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $568083.33         | $8985.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $31638.89          | $27241.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.0000%  | 0.0000% | $72103.23          | $38692.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $70788.38          | $41840.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $73805.78          | $58596.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $112099.89         | $85488.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $101515.22         | $103560.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $140505.38         | $144103.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $143764.28         | $145405.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $158225.23         | $161951.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $236566.33         | $244474.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $245042.34         | $247010.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $346114.62         | $296383.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $464158.37         | $336097.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $399251.61         | $404824.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $560810.45         | $517689.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1179868.85        | $1196945.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 6.5000%  | 0.0000% | $2833.33           | $47.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2550.00           | $1639.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.5000%  | 0.0000% | $9444.44           | $7142.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $9444.44           | $9228.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $48399.00          | $39351.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.5000%  | 0.0000% | $209164.41         | $74319.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $96900.00          | $81960.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $102509.62         | $91485.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $99538.02          | $104383.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $202213.02         | $207485.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $545809.27         | $466720.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.5000%  | 0.0000% | $740847.72         | $674912.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $767585.23         | $794841.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $9916.67           | $7989.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.5000%  | 0.0000% | $20412.56          | $10683.18          | Agency Mortgage-Backed Securities |

### Security 91: 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):** $165000000.00
- **C.18.a - Value (excl. sponsor support):** $165000000.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **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% | $123750000.00      | $126270651.37      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $35175000.00       | $35891476.06       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $6075000.00        | $6198741.07        | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $643000.00         | $409829.98         | U.S. Treasuries (including strips) |

### Security 92: 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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **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% | $119715.56         | $110355.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $618108.89         | $579155.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $59664.44          | $57979.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $1452163.33        | $1419992.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $1.11              | $0.76              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $14.44             | $11.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $44690132.22       | $44478032.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $625.56            | $553.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1592850.00        | $1441385.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.4919%  | 0.0000% | $377208.89         | $378529.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $2039390.00        | $1904207.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $29700.00          | $28266.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $623142.22         | $601529.96         | U.S. Treasuries (including strips) |

### Security 93: 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):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **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% | $12106846.08       | $6338648.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $23929804.80       | $12822957.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $7650669.72        | $4616684.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $22356670.44       | $12067732.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-10-01      | 2.5000%  | 0.0000% | $16375564.80       | $12427162.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $34643988.48       | $12926814.33       | Agency Mortgage-Backed Securities |

### Security 94: 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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **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 | 2025-07-10      | 0.0000%  | 0.0000% | $360.00            | $358.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-19      | 0.0000%  | 0.0000% | $503.33            | $486.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $1100.00           | $1082.23           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-26      | 0.0000%  | 0.0000% | $1173.33           | $1169.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $1233.33           | $1222.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $1513.33           | $1493.72           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $1670.00           | $1651.10           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-05      | 0.0000%  | 0.0000% | $1866.67           | $1851.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-09      | 0.0000%  | 0.0000% | $2273.33           | $2238.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-02      | 0.0000%  | 0.0000% | $2433.33           | $2406.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $2490.00           | $2458.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $2563.33           | $2542.60           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 0.0000%  | 0.0000% | $2720.00           | $2705.38           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $2966.67           | $2938.39           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $4253.33           | $4126.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-22      | 0.0000%  | 0.0000% | $4210.00           | $4183.84           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $5043.33           | $5014.99           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $5700.00           | $5631.83           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $5903.33           | $5865.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-20      | 0.0000%  | 0.0000% | $10903.33          | $10876.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $13216.67          | $12971.63          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $13316.67          | $12997.20          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $13770.00          | $13669.81          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $17973.33          | $17755.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $19263.33          | $19091.89          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $19180.00          | $19166.50          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $23040.00          | $22877.80          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $24596.67          | $23942.89          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-23      | 0.0000%  | 0.0000% | $25400.00          | $25054.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $25930.00          | $25826.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $27090.00          | $26718.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $30963.33          | $30412.81          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-03      | 0.0000%  | 0.0000% | $51813.33          | $51788.98          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $60146.67          | $57837.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $62326.67          | $61271.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $74620.00          | $74340.92          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-10      | 0.0000%  | 0.0000% | $80000.00          | $79896.64          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $107233.33         | $103437.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $108216.67         | $106641.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-08      | 0.0000%  | 0.0000% | $149693.33         | $149008.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $182000.00         | $178474.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-24      | 0.0000%  | 0.0000% | $322483.33         | $321538.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-21      | 0.0000%  | 0.0000% | $640570.00         | $634324.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $759800.00         | $744477.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $900830.00         | $891524.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-12      | 0.0000%  | 0.0000% | $1350326.67        | $1348260.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-17      | 0.0000%  | 0.0000% | $2205623.33        | $2200947.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $4885453.33        | $4782516.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $9092166.67        | $8995789.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $17901013.33       | $9703123.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $12744953.33       | $9058018.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $12088693.33       | $9109699.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $12804153.33       | $10376072.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $17278840.00       | $15327620.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $3625883.33        | $3209399.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $10710256.67       | $10267153.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $31110650.00       | $29048456.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $9806863.33        | $9416208.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $10100663.33       | $9718809.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $16583263.33       | $16672570.99       | U.S. Treasuries (including strips) |

### Security 95: 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):** $25000800.00
- **C.18.a - Value (excl. sponsor support):** $25000800.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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-2046 | 2046-08-16      | 0.0000%  | 0.0000% | $852000.00         | $297204.89         | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2046 | 2046-08-16      | 0.0000%  | 0.0000% | $25000800.00       | $25506978.70       | U.S. Treasuries (including strips) |

### Security 96: 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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **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 | 2045-02-15      | 4.7500%  | 0.0000% | $118100.00         | $116872.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $963.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $200300.00         | $190776.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $523400.00         | $542608.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $4353800.00        | $4247922.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $243.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $900.00            | $900.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $123.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $667200.00         | $479577.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $1121300.00        | $868557.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $258100.00         | $251278.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1253000.00        | $819511.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $1000.00           | $963.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $87.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $749700.00         | $414266.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $400.00            | $386.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $849300.00         | $791654.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $6900200.00        | $6538491.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $915200.00         | $644706.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $10289200.00       | $10199944.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $294.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $303700.00         | $269158.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $4529100.00        | $4122549.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $300.00            | $303.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $11200.00          | $9956.53           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $159.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $92.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $42685400.00       | $23164012.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $82502400.00       | $77063309.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $1200.00           | $1154.85           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $168400.00         | $162399.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $2680000.00        | $2619594.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $400.00            | $338.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 0.3750%  | 0.0000% | $1000.00           | $979.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $97.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $500.00            | $464.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $300.00            | $288.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $19184100.00       | $17700648.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $1100.00           | $1035.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $1958000.00        | $1773111.83        | U.S. Treasuries (including strips) |

### Security 97: 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):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 7.5300%
- **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% | $534678900.00      | $474300069.74      | U.S. Treasuries (including strips) |

### Security 98: 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):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 5.6700%
- **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 | 2042-05-15      | 3.2500%  | 0.0000% | $1100.00           | $893.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $1750000.00        | $1701808.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $900.00            | $849.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $6229900.00        | $4477997.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $98.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $15298900.00       | $15879597.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $568700.00         | $551738.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $1558300.00        | $1163302.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $72.12             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $99999800.00       | $103141723.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $77948800.00       | $71939787.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $100000000.00      | $101611523.90      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.5463%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $51409500.00       | $52152371.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $1800.00           | $1357.73           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $4252800.00        | $4376754.22        | U.S. Treasuries (including strips) |

### Security 99: 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):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **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 | 2039-11-15      | 4.3750%  | 0.0000% | $645100.00         | $621764.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $2842000.00        | $2766884.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $200.00            | $200.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $800.00            | $769.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $7631400.00        | $7660935.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $20040800.00       | $19611597.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $1027600.00        | $1004438.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $159.90            | 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 | 2027-11-30      | 3.8750%  | 0.0000% | $9299800.00        | $9474204.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $8566300.00        | $6114511.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $600.00            | $594.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $1000000.00        | $923462.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $21604900.00       | $22046160.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $79593000.00       | $72448400.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.77             | 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 | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $88.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $137600.00         | $124606.84         | U.S. Treasuries (including strips) |

### Security 100: 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):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 5.6700%
- **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                            | 2025-09-04      | 0.0000%  | 0.0000% | $11.67             | $11.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-28      | 0.0000%  | 0.0000% | $11.67             | $11.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-07      | 0.0000%  | 0.0000% | $11.67             | $11.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-24      | 0.0000%  | 0.0000% | $11.67             | $11.60             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-20      | 0.0000%  | 0.0000% | $11.67             | $11.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-05      | 0.0000%  | 0.0000% | $35.00             | $34.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-25      | 0.0000%  | 0.0000% | $758.33            | $748.18            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-17      | 0.0000%  | 0.0000% | $781.67            | $777.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-13      | 0.0000%  | 0.0000% | $1271.67           | $1247.47           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-10      | 0.0000%  | 0.0000% | $18118.33          | $18037.45          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-17      | 0.0000%  | 0.0000% | $830830.00         | $829366.08         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $46.67             | $54.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-31      | 0.2500%  | 0.0000% | $2193.33           | $2172.82           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.2500%  | 0.0000% | $359823.33         | $357680.52         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 0.5000%  | 0.0000% | $11.67             | $10.90             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $23565091.67       | $19885510.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 0.7500%  | 0.0000% | $23.33             | $22.71             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $3336.67           | $3081.29           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $46.67             | $44.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $1283.33           | $1243.87           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $2252273.33        | $2067303.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.1250%  | 0.0000% | $889933.33         | $850065.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $1027565.00        | $880715.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $198.33            | $184.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $653.33            | $600.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $12124221.67       | $5671862.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $3565566.67        | $3011069.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $5121.67           | $4462.39           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.6250%  | 0.0000% | $9520.00           | $9268.38           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $11.67             | $7.63              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $665.00            | $579.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $1271.67           | $1232.95           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $23.33             | $14.05             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $2485.00           | $2391.68           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $11.67             | $7.23              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $51473.33          | $48613.38          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $23.33             | $22.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $93.33             | $85.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-30      | 2.7500%  | 0.0000% | $568190.00         | $573865.67         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $1911361.67        | $1882872.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $23.33             | $17.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $1603851.67        | $1546486.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 3.0000%  | 0.0000% | $1003.33           | $737.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $2152406.67        | $1568615.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-05-15      | 3.0000%  | 0.0000% | $4083380.00        | $2995991.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $11.67             | $8.67              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $11.67             | $9.38              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $1143.33           | $1133.18           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $1423.33           | $1133.65           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $851.67            | $802.18            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $46.67             | $45.78             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $2613.33           | $2089.32           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $289660.00         | $288614.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $11.67             | $10.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $11.67             | $11.73             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $1761.67           | $1763.42           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $3383333.33        | $3396885.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $17840993.33       | $17849569.03       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $52126.67          | $52385.08          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $596015.00         | $607192.39         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $871698.33         | $764936.63         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $1262368.33        | $1260624.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $641.67            | $649.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $28816.67          | $25837.84          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $582330.00         | $593958.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $1166666.67        | $1184946.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $4223450.00        | $4287921.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $4706438.33        | $4754393.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $11.67             | $10.34             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $11.67             | $11.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $23.33             | $23.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $23.33             | $23.67             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $2193.33           | $2221.29           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $195510.00         | $197824.11         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $11893700.00       | $12057301.35       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $13530066.67       | $13586031.01       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $11.67             | $12.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $23.33             | $21.13             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $23.33             | $23.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $116.67            | $109.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-28      | 4.2500%  | 0.0000% | $116.67            | $118.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $102153.33         | $104795.63         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $1381123.33        | $1251821.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $2188923.33        | $2226661.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-15      | 4.2500%  | 0.0000% | $2683333.33        | $2696423.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $5833310.00        | $5959796.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.4833%  | 0.0000% | $23.33             | $23.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 4.5000%  | 0.0000% | $28606.67          | $29202.91          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $93555.00          | $97568.92          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $1097600.00        | $1110956.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $6030301.67        | $6122769.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $15929083.33       | $16185784.32       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 4.5463%  | 0.0000% | $595.00            | $597.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $23.33             | $24.00             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $43901.67          | $42249.96          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $1831515.00        | $1771086.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $2601643.33        | $2684800.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $9789733.33        | $10130259.74       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $163.33            | $160.40            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $37625.00          | $36733.86          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $11.67             | $12.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $11.67             | $12.30             | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2053-01-20      | 5.3283%  | 0.0000% | $5833333.33        | $4788219.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3783%  | 0.0000% | $5833333.33        | $2386074.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3783%  | 0.0000% | $3500000.00        | $3370591.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3783%  | 0.0000% | $3500000.00        | $3482641.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.4783%  | 0.0000% | $3500000.00        | $3495828.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.4783%  | 0.0000% | $5833333.33        | $4228945.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $5833333.33        | $4134422.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $28938815.50       | $28767972.86       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $1543.85           | $16.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $90597.38          | $1031.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1191228.03        | $1216204.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2576945.47        | $2592369.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $2882015.85        | $2662857.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $8219785.12        | $8231508.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $20531748.65       | $20580781.34       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $2916.67           | $25.34             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1408558.67        | $1381253.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1569006.13        | $1650355.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 2.0000%  | 0.0000% | $157.38            | $54.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 2.0000%  | 0.0000% | $305.55            | $136.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $747142.32         | $389666.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 2.5000%  | 0.0000% | $116.67            | $0.88              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $4008944.80        | $2757263.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $5831440.77        | $3280105.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $9578419.20        | $5363228.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $9886523.73        | $5444162.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $10752679.35       | $7132826.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $116.67            | $17.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 3.0000%  | 0.0000% | $1955.92           | $19.82             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $1677.08           | $371.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 3.0000%  | 0.0000% | $1102.03           | $809.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $2898276.50        | $1764318.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $6299136.67        | $3042208.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $7318020.27        | $3849742.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $5832006.13        | $3886102.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-10-01      | 3.5000%  | 0.0000% | $1192.92           | $9.24              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $116.67            | $10.93             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $251.88            | $18.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $162.28            | $21.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $116.67            | $84.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $7400.17           | $546.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $5001196.67        | $2358095.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $6587719.60        | $3001042.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $12327181.65       | $3168066.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $7644886.67        | $4226125.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $64480221.87       | $6459536.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $215.60            | $4.25              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $18499758.43       | $1242944.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $3718355.20        | $1263736.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $14983526.25       | $13667363.21       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-15      | 4.4700%  | 0.0000% | $1780.45           | $1678.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $116.67            | $90.51             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.5000%  | 0.0000% | $116.67            | $109.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-11-15      | 4.5000%  | 0.0000% | $8400.00           | $361.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $3343.55           | $2569.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $2757110.88        | $2571858.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $3009216.00        | $2919999.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $6298247.55        | $6078311.86        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-06-15      | 5.0300%  | 0.0000% | $135.68            | $137.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 5.0800%  | 0.0000% | $1625283.33        | $1590707.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-01-15      | 5.1300%  | 0.0000% | $21581.12          | $21276.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $116.67            | $90.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $440.65            | $415.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1131.90           | $1116.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1146029.73        | $1149273.63        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1283879.33        | $1287975.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1312412.27        | $1323299.46        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1542566.67        | $1543142.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1655648.17        | $1656266.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1791522.95        | $1673823.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1709003.22        | $1707846.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2625933.45        | $2624176.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2733024.00        | $2723555.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $4187694.93        | $4137853.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $6087297.42        | $5256165.93        | Agency Mortgage-Backed Securities         |

### Security 101: Banco Santander

- **C.1 - Title:** Banco Santander 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: BIV8LKT75, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8LKT75
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 4.0500%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $739968.00         | $569523.42         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 3.5000%  | 0.0000% | $84235.00          | $41852.63          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $577150.00         | $504201.70         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-11-20      | 4.5000%  | 0.0000% | $499741.50         | $37663.37          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2037-03-20      | 3.0000%  | 0.0000% | $250000.00         | $136850.41         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $3782212.00        | $970164.95         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $5472057.25        | $668079.49         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 5.5000%  | 0.0000% | $11021704.25       | $10348518.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $9075088.00        | $7749360.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $25850656.00       | $25212236.39       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 2.5000%  | 0.0000% | $7250.00           | $4182.34           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.0000%  | 0.0000% | $925667.00         | $588153.34         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-11-20      | 3.5000%  | 0.0000% | $1334083.50        | $880863.16         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-01-20      | 4.0000%  | 0.0000% | $62428.50          | $21076.53          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $3569.50           | $2541.13           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.5000%  | 0.0000% | $447297.75         | $461591.87         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $10893701.00       | $10720245.78       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.0000%  | 0.0000% | $4505960.50        | $4229461.95        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 3.0000%  | 0.0000% | $878622.25         | $449794.59         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $13479893.50       | $1216184.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $3704339.00        | $3307247.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $1998992.50        | $1682144.62        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 3.0000%  | 0.0000% | $659470.25         | $457634.30         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-04-20      | 4.0000%  | 0.0000% | $159500.00         | $12866.38          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $15685627.50       | $1414821.12        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 3.0000%  | 0.0000% | $162089.00         | $114285.65         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 4.0000%  | 0.0000% | $117350.00         | $65375.38          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $8605424.00        | $7939789.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $16808352.00       | $16175269.87       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 3.0000%  | 0.0000% | $13501371.00       | $7331919.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $41757952.00       | $39935097.75       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-10-20      | 2.5000%  | 0.0000% | $250.00            | $45.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $4703925.00        | $1514456.33        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.0000%  | 0.0000% | $1128346.75        | $91247.80          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 3.0000%  | 0.0000% | $476500.00         | $63810.45          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 3.5000%  | 0.0000% | $524323.75         | $180633.70         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-03-20      | 3.5000%  | 0.0000% | $949995.00         | $86528.40          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-07-20      | 3.0000%  | 0.0000% | $279999.50         | $38654.28          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $773878.00         | $498358.09         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $10640704.00       | $8742562.40        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-05-20      | 5.5000%  | 0.0000% | $18250.00          | $1612.57           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 4.0000%  | 0.0000% | $1735952.00        | $1326254.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.0000%  | 0.0000% | $49595392.00       | $44241281.90       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 2.5000%  | 0.0000% | $10826.00          | $4295.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $9754750.00        | $8338575.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $3163840.00        | $2597217.59        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $239223.00         | $21286.98          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $10994720.00       | $8929730.57        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $710011.50         | $445745.50         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $960946.75         | $887027.24         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 3.0000%  | 0.0000% | $83743.25          | $57973.87          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $272645.50         | $128648.09         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $1701154.00        | $1514230.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORT ADJUSTABLE RATE   | 2050-12-01      | 2.8350%  | 0.0000% | $67035.50          | $53594.85          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 5.0000%  | 0.0000% | $4750.00           | $1477.78           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $5300616.75        | $4476493.79        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.0000%  | 0.0000% | $5471899.50        | $4490851.54        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.0000%  | 0.0000% | $537426.50         | $408974.44         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $2042764.00        | $355867.87         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 2.5000%  | 0.0000% | $45250.00          | $29536.95          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 5.5000%  | 0.0000% | $19160.75          | $15691.36          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 5.0000%  | 0.0000% | $6250.25           | $2708.71           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-09-20      | 4.0000%  | 0.0000% | $608283.00         | $57814.36          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $6602680.00        | $6482182.01        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $12015265.00       | $8199721.32        | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BOND                       | 2043-11-15      | 4.7500%  | 0.0000% | $7696350.00        | $7558347.83        | U.S. Treasuries (including strips) |

### Security 102: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 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: BIV8LKTW0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8LKTW0
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 5.6700%
- **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 | 2052-01-20      | 2.5000%  | 0.0000% | $25733.07          | $16095.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $6445391.11        | $3906411.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $12283478.26       | $7908791.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $17909989.35       | $11408633.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1436646.89        | $854081.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $4611106.31        | $2363088.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $4611330.70        | $3055363.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $4611330.70        | $3208510.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $6170266.30        | $4189630.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $10959011.86       | $7421468.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $12785945.64       | $9109807.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.2283%  | 0.0000% | $4611330.70        | $2788798.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2283%  | 0.0000% | $30274969.93       | $18938824.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3283%  | 0.0000% | $1844532.28        | $1289246.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.3283%  | 0.0000% | $2142064.56        | $1457786.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.3283%  | 0.0000% | $4610864.40        | $2596830.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.3283%  | 0.0000% | $4611146.25        | $2753944.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3783%  | 0.0000% | $306307.64         | $217875.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3983%  | 0.0000% | $373185.13         | $352068.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.4283%  | 0.0000% | $1056385.77        | $920789.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4283%  | 0.0000% | $4611330.70        | $3286846.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.4383%  | 0.0000% | $40376.81          | $32778.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4783%  | 0.0000% | $184.45            | $146.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.4783%  | 0.0000% | $6488288.01        | $6205846.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5283%  | 0.0000% | $1344940.71        | $734272.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5283%  | 0.0000% | $2055961.70        | $865084.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5283%  | 0.0000% | $3391236.88        | $2796386.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5283%  | 0.0000% | $4611146.25        | $3300229.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5783%  | 0.0000% | $922080.76         | $520730.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.6283%  | 0.0000% | $9222661.40        | $5464301.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.6283%  | 0.0000% | $9222661.40        | $5729012.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.4720%  | 0.0000% | $254910.86         | $225753.12         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.8720%  | 0.0000% | $9222661.40        | $9227167.14        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.8720%  | 0.0000% | $9222569.17        | $9253432.97        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $2674.57           | $2031.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3504.61           | $2451.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $18448.27          | $2496.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4150.20           | $2726.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $6625.84           | $3578.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $9470.38           | $3767.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $5533.60           | $4147.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $7378.13           | $4203.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $7664.40           | $4479.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $6917.00           | $4676.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $8026.02           | $5167.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $68662.35          | $5681.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $8853.75           | $5727.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $9222.66           | $5977.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $27028.30          | $6184.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $10144.93          | $6907.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $41713.91          | $9249.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $15649.01          | $9536.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $14133.73          | $9573.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $15217.39          | $9861.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-02-20      | 3.0000%  | 0.0000% | $25454.55          | $12060.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $31080.37          | $16297.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.0000%  | 0.0000% | $160935.44         | $18922.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 3.0000%  | 0.0000% | $176386.53         | $20338.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $27283.31          | $20649.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 3.0000%  | 0.0000% | $36890.65          | $23041.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $46113.31          | $30767.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $147101.45         | $56284.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $109011.86         | $58590.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1260954.73        | $1201622.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1618507.72        | $1569276.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $2085769.62        | $1647567.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $238774.70         | $73384.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $205692.65         | $123358.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $184453.23         | $129409.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $184360.63         | $131794.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $235633.10         | $152187.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.0000%  | 0.0000% | $1427180.84        | $208919.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.0000%  | 0.0000% | $452904.98         | $280555.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $2908547.40        | $434282.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $1571192.98        | $596179.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $4666932.37        | $1264128.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $4155291.58        | $2612550.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $4621288.22        | $3297091.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $18061660.08       | $3434186.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 3.5000%  | 0.0000% | $106.43            | $3.02              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $92.96             | $11.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $92.23             | $14.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $92.23             | $16.01             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-09-20      | 3.5000%  | 0.0000% | $92.23             | $19.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $187.22            | $19.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $92.23             | $20.90             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $92.87             | $35.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 3.5000%  | 0.0000% | $184.45            | $37.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 3.5000%  | 0.0000% | $94.44             | $38.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $92.23             | $55.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-01      | 3.5000%  | 0.0000% | $92.23             | $60.53             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $92.23             | $64.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $92.23             | $65.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $92.96             | $67.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $92.23             | $67.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $92.23             | $73.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $92.23             | $79.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $184.45            | $119.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $184.45            | $132.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2200860.50        | $1782637.63        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $4425750.09        | $3468876.23        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $5110859.55        | $4932387.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $10077438.31       | $9555922.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.3900%  | 0.0000% | $340295.18         | $343856.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.3900%  | 0.0000% | $535587.62         | $541192.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $97.67             | $0.98              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.5000%  | 0.0000% | $184.45            | $3.13              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-05-15      | 5.5000%  | 0.0000% | $92.23             | $6.22              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $1408.95           | $65.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $92.23             | $81.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $92.23             | $81.37             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $92.23             | $82.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $92.23             | $83.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $92.23             | $86.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $92.23             | $86.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $92.23             | $87.96             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $92.23             | $91.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $92.23             | $91.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $92.23             | $91.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $92.23             | $91.85             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $92.23             | $91.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $92.23             | $92.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $92.23             | $92.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $92.96             | $92.72             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $97.76             | $97.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $185.93            | $147.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $184.45            | $170.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $184.45            | $170.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $202.62            | $180.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $184.45            | $180.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $276.68            | $225.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $989.68            | $945.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $2859.03           | $2471.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3320.16           | $2792.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $3873.52           | $2905.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $3412.29           | $3188.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $4150.20           | $3209.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $4150.20           | $3742.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $5002.37           | $4309.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $4916.60           | $4400.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $5880.00           | $4415.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $5222.98           | $5169.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $7931.49           | $5966.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.5000%  | 0.0000% | $370421.28         | $5967.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-15      | 5.5000%  | 0.0000% | $415056.38         | $6002.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $8300.40           | $6098.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $8023.72           | $7962.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $9222.66           | $9143.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $36890.65          | $34899.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $50909.09          | $36205.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $54040.92          | $45227.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 5.5000%  | 0.0000% | $68411.49          | $65024.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $70838.71          | $70938.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $108153.78         | $88868.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 5.5000%  | 0.0000% | $94899.06          | $95880.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $109801.87         | $108896.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $110696.01         | $109401.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $131429.93         | $126763.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $143581.34         | $135238.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $160637.92         | $161024.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $5019.43           | $4397.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $5808.71           | $4912.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $11598.42          | $9619.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $11620.55          | $11587.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $17061.92          | $13470.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $26752.91          | $26318.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $29789.20          | $28882.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $36890.65          | $31864.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $46569.74          | $43991.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $43523.49          | $44350.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $87043.11          | $88778.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $104310.51         | $95379.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $122629.03         | $111553.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $153106.69         | $153643.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $214818.84         | $191605.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $200799.84         | $204542.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $279451.44         | $272575.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $283656.97         | $291779.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $292571.69         | $298088.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $564181.46         | $351705.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $394041.53         | $383145.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $532891.28         | $404548.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $523431.04         | $414082.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $414574.12         | $422274.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $416003.45         | $427934.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $437686.85         | $446736.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $512609.72         | $481150.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $550199.63         | $564001.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $632210.49         | $636069.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $844187.36         | $676961.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $690828.99         | $704631.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $956447.54         | $911253.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 2.5000%  | 0.0000% | $186758.89         | $11794.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $25162.65          | $15043.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $44788.29          | $29944.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $70471.37          | $45725.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $111040.84         | $54845.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $107761.26         | $70059.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $110671.94         | $72505.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $147747.04         | $95632.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $194869.21         | $110973.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $326166.80         | $203208.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $637980.65         | $310457.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $795741.55         | $370409.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $605677.08         | $376263.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $1211209.26        | $665685.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1445375.49        | $871447.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1792993.65        | $1310061.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $2271262.52        | $1841106.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $186.67            | $28.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $92.23             | $29.18             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $94.44             | $39.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $92.23             | $52.55             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $184.45            | $52.87             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $92.23             | $53.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $94.35             | $55.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $92.23             | $57.26             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $92.23             | $57.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $92.23             | $68.39             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $92.23             | $70.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $92.23             | $71.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $132.81            | $88.49             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $184.45            | $117.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 1.5000%  | 0.0000% | $13709.30          | $6829.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 1.5000%  | 0.0000% | $4075743.54        | $2285415.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $94.44             | $49.25             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $94.44             | $49.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.5000%  | 0.0000% | $92.23             | $46.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 7.5000%  | 0.0000% | $5250.09           | $128.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.5000%  | 0.0000% | $114424.08         | $85812.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 8.0000%  | 0.0000% | $131.33            | $1.98              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $3412.38           | $3093.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-02-01      | 5.0000%  | 0.0000% | $4242.42           | $3105.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $4120.13           | $3325.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $6086.96           | $4403.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $7742.79           | $6854.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $207012.04         | $7634.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $14479.58          | $13348.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $18260.87          | $14556.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $25567.06          | $19954.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $32279.31          | $24195.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 5.0000%  | 0.0000% | $70004.89          | $49472.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $192292.49         | $52556.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $7556768.38        | $79097.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $4448763.03        | $109943.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $118472.46         | $112911.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 5.0000%  | 0.0000% | $209824.95         | $211133.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $288278.26         | $234866.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $365909.46         | $320203.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $384998.52         | $344705.60         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 5.0000%  | 0.0000% | $549326.61         | $531715.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1186883.94        | $913459.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1230332.54        | $1001409.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 3.5000%  | 0.0000% | $204.84            | $148.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $184.45            | $149.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $184.45            | $150.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $1475.72           | $1186.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $3504.61           | $2623.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $3781.29           | $3027.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $4198.89           | $3316.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $5533.60           | $4297.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $5994.73           | $4678.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.5000%  | 0.0000% | $18906.46          | $6249.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $11443.66          | $8381.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $11768.95          | $8769.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $13003.95          | $8955.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 3.5000%  | 0.0000% | $100878.21         | $13892.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.5000%  | 0.0000% | $210881.32         | $16288.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $118603.15         | $16963.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $25289.28          | $18703.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $295125.16         | $23981.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $36983.79          | $24257.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $396053.91         | $27386.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $51486.52          | $33557.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 3.5000%  | 0.0000% | $281291.17         | $40583.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $186881.55         | $42873.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $66772.07          | $50612.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $734163.69         | $53491.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $76519.41          | $66964.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $86523.50          | $68882.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $630480.69         | $89807.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 3.5000%  | 0.0000% | $192962.79         | $163518.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $643214.78         | $344715.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $6557598.16        | $345401.27         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $1725853.60        | $350297.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $1841713.83        | $351023.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 3.5000%  | 0.0000% | $454044.07         | $386471.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1122636.94        | $424480.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $5949588.30        | $654610.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2176953.98        | $1873517.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $3270886.96        | $2128256.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $20936194.68       | $2315125.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $5473609.70        | $4230525.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $164518.08         | $163859.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $221566.60         | $221649.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $312574.44         | $241806.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $344696.97         | $295613.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $313940.13         | $315340.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $335561.09         | $335039.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $365683.69         | $365974.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $422117.62         | $420878.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $437331.69         | $438139.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $474049.50         | $456616.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $458331.41         | $457621.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $501814.87         | $500744.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $525648.91         | $521669.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $542282.90         | $522747.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $526741.98         | $526407.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $802831.94         | $666322.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $816716.65         | $786175.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1091648.80        | $880194.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $947558.37         | $933957.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1208419.50        | $1095353.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1289537.33        | $1269342.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1717204.22        | $1715639.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $2260308.30        | $2206950.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $2275919.68        | $2245661.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $2266465.90        | $2249045.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $2708369.54        | $2366047.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $4400514.12        | $3227273.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $4694302.19        | $3980951.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $6446105.40        | $4997178.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $92.23             | $49.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $7820587.31        | $5529867.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 4.0000%  | 0.0000% | $94.81             | $5.33              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-04-01      | 4.0000%  | 0.0000% | $92.23             | $6.66              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $92.23             | $9.09              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 4.0000%  | 0.0000% | $184.45            | $23.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $92.23             | $62.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $92.23             | $71.54             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $92.23             | $72.46             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 4.0000%  | 0.0000% | $184.45            | $80.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $1475.63           | $1266.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 4.0000%  | 0.0000% | $14103.29          | $1610.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.0000%  | 0.0000% | $50171.09          | $2498.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $3504.61           | $2835.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.0000%  | 0.0000% | $4057.97           | $3327.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4611.33           | $3519.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $40579.71          | $4202.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $30754.62          | $4611.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $15678.52          | $10181.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $45305.40          | $10819.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $141106.72         | $11919.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $128821.30         | $13356.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 4.0000%  | 0.0000% | $107759.05         | $16450.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $346546.57         | $31514.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $278816.09         | $63506.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $92230.67          | $70166.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $372350.57         | $84717.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-01-15      | 4.0000%  | 0.0000% | $3269700.92        | $167550.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $234072.81         | $194416.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 4.0000%  | 0.0000% | $415812.17         | $273219.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.0000%  | 0.0000% | $437058.88         | $383606.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.0000%  | 0.0000% | $673831.71         | $618804.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $92.23             | $55.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $92.23             | $58.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $92.23             | $58.74             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $92.23             | $59.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $92.23             | $70.82             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $374.35            | $193.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $2121.21           | $1101.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $2213.44           | $1397.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $4519.10           | $2893.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $4611.33           | $3009.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $4611.33           | $3199.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $4888.01           | $3553.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $5625.82           | $4101.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $6271.41           | $4317.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $7839.26           | $4537.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $7931.49           | $5174.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $11251.65          | $8042.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $41419.62          | $29202.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $122743.39         | $80998.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $376284.58         | $211927.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $460721.55         | $295509.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $867793.41         | $494771.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1043583.24        | $603196.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $2237967.60        | $1404125.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2818834.89        | $1425610.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $92.96             | $47.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $92.23             | $54.37             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $103.29            | $56.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 2.5000%  | 0.0000% | $92.23             | $56.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $92.23             | $58.34             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $92.23             | $60.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $92.23             | $60.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $92.23             | $61.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $92.23             | $61.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $92.23             | $61.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $92.23             | $70.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $184.45            | $110.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 2.5000%  | 0.0000% | $184.45            | $127.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $184.45            | $130.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $271.52            | $149.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $922.27            | $661.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1475.99           | $861.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1585.10           | $1017.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $3320.16           | $2405.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $4795.78           | $2854.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-20      | 2.5000%  | 0.0000% | $26745.72          | $2931.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $4519.10           | $3047.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $4888.01           | $3199.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $5256.92           | $3294.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $6897.72           | $3959.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $8190.92           | $4830.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $7080.97           | $4873.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $7378.13           | $5117.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $9035.44           | $5277.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $10421.61          | $6672.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11712.78          | $7606.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 2.5000%  | 0.0000% | $202898.55         | $8087.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $17799.83          | $10870.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1435506.51        | $1332940.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $2259998.05        | $2011178.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3824290.91        | $3904568.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $4610685.11        | $4531000.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $5764565.30        | $5823762.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $96.28             | $72.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $94.44             | $73.91             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $92.23             | $76.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $92.23             | $78.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $92.23             | $79.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $94.44             | $85.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $92.23             | $86.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $92.23             | $87.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $92.23             | $90.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $92.23             | $94.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $92.23             | $95.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $92.23             | $95.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $184.45            | $190.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $184.45            | $191.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-15      | 6.5000%  | 0.0000% | $205598.67         | $2575.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $3120948.62        | $5831.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $4375060.78        | $703800.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 4.0000%  | 0.0000% | $1116952.83        | $986502.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $2987843.48        | $1004090.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $19786792.46       | $1329416.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $4250093.07        | $3135389.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4437820.99        | $3186634.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.5000%  | 0.0000% | $92.23             | $2.56              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-12-01      | 4.5000%  | 0.0000% | $92.23             | $16.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $92.23             | $30.09             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 4.5000%  | 0.0000% | $188.88            | $48.64             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $92.78             | $72.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $92.23             | $72.11             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $92.23             | $78.23             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $92.23             | $84.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $92.23             | $86.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $92.23             | $86.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $92.23             | $87.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $184.45            | $173.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 4.5000%  | 0.0000% | $1014.49           | $874.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1383.40           | $1103.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $1420.75           | $1185.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $5902.50           | $3829.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5994.73           | $4545.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $6280.63           | $5399.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $6917.00           | $5601.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $8300.40           | $7700.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $9222.66           | $8496.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.5000%  | 0.0000% | $50724.64          | $9294.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $23056.65          | $16275.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $21806.34          | $16864.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $110393.78         | $17688.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $24440.05          | $19268.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 4.5000%  | 0.0000% | $57471.94          | $50272.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $85175.89          | $67413.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $90243.74          | $84756.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 4.5000%  | 0.0000% | $149589.26         | $147836.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 4.5000%  | 0.0000% | $224674.82         | $221979.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $246992.37         | $229515.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $255414.23         | $240712.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $316686.27         | $282378.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $333831.66         | $316215.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $293.10            | $5.74              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 5.0000%  | 0.0000% | $92.23             | $8.89              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-10-01      | 5.0000%  | 0.0000% | $92.23             | $64.52             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $1957.60           | $76.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $92.23             | $77.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $92.96             | $79.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $92.23             | $80.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $92.23             | $81.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $92.23             | $84.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $92.23             | $88.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $92.23             | $89.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $92.23             | $90.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $184.45            | $167.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $185.56            | $180.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $318.18            | $305.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $461.13            | $399.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $3227.93           | $2597.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $3689.06           | $2917.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $9038.21           | $7126.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $9222.66           | $9529.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $82398.12          | $85078.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $103874.37         | $91762.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $152872.35         | $130843.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $240817.34         | $235699.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $243070.25         | $250323.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $461529.18         | $441445.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $824864.51         | $769958.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $991940.40         | $1022989.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $1525236.64        | $1328148.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $2754704.56        | $2349837.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2604774.70        | $2679670.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $3945464.87        | $4190417.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $5336051.86        | $4243950.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 7.0000%  | 0.0000% | $184.45            | $8.05              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 7.0000%  | 0.0000% | $92.23             | $83.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $92.23             | $96.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $186.30            | $184.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $184.45            | $193.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $452.65            | $478.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $11357.62          | $9179.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $13522.45          | $12344.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 7.0000%  | 0.0000% | $40247.05          | $39427.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $101430.83         | $105314.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $165180.45         | $135355.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 7.0000%  | 0.0000% | $1238677.21        | $1028456.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 7.0000%  | 0.0000% | $1182183.79        | $1075486.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $2589805.96        | $2026929.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $2791954.89        | $2663825.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $5487902.89        | $5330791.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $7897834.57        | $7792985.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $31543591.46       | $27236775.12       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-03-15      | 5.7500%  | 0.0000% | $14536.85          | $15073.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-04-15      | 5.7900%  | 0.0000% | $759383.79         | $785031.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-01      | 6.0000%  | 0.0000% | $200.69            | $2.78              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $1056.82           | $14.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $92.23             | $24.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $92.23             | $67.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $92.23             | $76.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $92.23             | $79.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $92.23             | $83.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $92.23             | $83.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $92.23             | $84.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $7972.71           | $84.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $92.23             | $85.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $92.23             | $89.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $92.23             | $93.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $92.23             | $93.84             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $92.23             | $94.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $92.23             | $94.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $92.23             | $94.20             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $92.23             | $94.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $114.82            | $116.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $184.45            | $186.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-04-01      | 6.0000%  | 0.0000% | $2851.46           | $2758.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $3190.86           | $3204.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $3789.96           | $3547.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3698.66           | $3720.79           | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $283320.16         | $287645.09         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $92.23             | $91.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $680263.50         | $696993.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $92.23             | $95.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $432459.82         | $409790.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $1647591.57        | $1676219.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $92.23             | $94.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $3.98              | $1.96              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 0.0000%  | 0.0000% | $9.22              | $3.46              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-28      | 0.0000%  | 0.0000% | $9.22              | $9.13              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 0.0000%  | 0.0000% | $27.67             | $9.97              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 0.0000%  | 0.0000% | $36.89             | $12.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 0.0000%  | 0.0000% | $55.34             | $21.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.0000%  | 0.0000% | $73.78             | $30.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-24      | 0.0000%  | 0.0000% | $4104.08           | $4079.10           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.0000%  | 0.0000% | $11657.44          | $11576.73          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-14      | 0.0000%  | 0.0000% | $100720.69         | $99859.32          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-17      | 0.0000%  | 0.0000% | $293003.95         | $292487.68         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-17      | 0.0000%  | 0.0000% | $342335.97         | $340529.80         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $92.23             | $95.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $544007.91         | $530792.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $73.78             | $34.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $324997.36         | $302938.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 1.5000%  | 0.0000% | $385166.01         | $375129.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $410675.89         | $381664.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 2.1250%  | 0.0000% | $184.45            | $173.52            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $38559.95          | $28101.44          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $9.22              | $7.20              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $26017.13          | $25384.43          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $188142.29         | $149850.80         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $1458748.35        | $1445799.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $55.34             | $55.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $60971.01          | $61215.24          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $34114.62          | $34283.75          | U.S. Treasuries (including strips)        |

### Security 103: 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):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **C.19 - Percentage of Net Assets:** 4.9400%
- **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% | $701.50            | $700.33            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.6220%  | 0.0000% | $631655.00         | $604839.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Banks                  | 2038-06-01      | 4.1500%  | 0.0000% | $622200.00         | $570993.39         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.2620%  | 0.0000% | $36692415.00       | $34959788.28       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.3220%  | 0.0000% | $21990.50          | $14308.70          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $4270.00           | $2493.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 2.0000%  | 0.0000% | $99278.72          | $57432.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $2714089.77        | $1619685.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2625717.25        | $1951996.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $5308006.20        | $3101108.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $6840930.40        | $3979954.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $305.00            | $202.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $129015.00         | $78521.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $1638395.34        | $1046141.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $2163456.50        | $1389827.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $27342913.28       | $17035157.85       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $317.20            | $69.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $305.00            | $120.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.0000%  | 0.0000% | $305.00            | $181.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 3.0000%  | 0.0000% | $884.50            | $285.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $606.95            | $412.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1026834.35        | $786459.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 3.0000%  | 0.0000% | $889930.83         | $792526.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $31064245.12       | $9833837.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $630.43            | $95.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $8108.73           | $5494.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $646847.05         | $28115.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $114660.48         | $105906.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 3.5000%  | 0.0000% | $2883823.50        | $792908.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 3.5000%  | 0.0000% | $1959965.99        | $1099800.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $839.97            | $173.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 4.0000%  | 0.0000% | $21350.00          | $5425.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $34294.81          | $9169.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.0000%  | 0.0000% | $4489410.59        | $341479.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-12-01      | 4.0000%  | 0.0000% | $1023455.26        | $933569.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $73956751.36       | $5583999.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $312.32            | $248.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $305.00            | $264.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 4.5000%  | 0.0000% | $381550.73         | $280316.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $473556.42         | $316863.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.8130%  | 0.0000% | $4128601.69        | $3636729.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $819.84            | $765.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $25250.95          | $1715.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $14040.67          | $13463.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $428002.53         | $418303.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $650219.74         | $617253.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $923084.64         | $726707.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $969151.83         | $862811.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1352160.16        | $1318599.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1352160.16        | $1318599.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $4204978.88        | $4010217.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $4204978.88        | $4010217.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $10362894.72       | $9265057.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 5.0600%  | 0.0000% | $305.00            | $312.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $305.00            | $234.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $305.00            | $245.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $305.00            | $266.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $305.00            | $271.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $305.00            | $292.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $305.00            | $299.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $306.83            | $303.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $305.00            | $303.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $312.32            | $311.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $1982152.91        | $17581.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $124251.51         | $102662.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $7955824.96        | $7798880.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $322.08            | $291.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $305.00            | $309.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $305.00            | $309.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $305.61            | $310.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $305.00            | $310.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $305.00            | $311.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $305.00            | $311.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $305.00            | $311.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $629.22            | $626.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $944.28            | $957.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $994.30            | $1007.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $219385.28         | $222760.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $243521.15         | $246768.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $354198.33         | $361362.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $519282.33         | $528864.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $657653.51         | $667048.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $2116033.88        | $1750452.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $3126250.00        | $2694348.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $36600000.00       | $32321017.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $305.00            | $315.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $305.00            | $315.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $305.00            | $316.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $305.00            | $316.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $305.00            | $316.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $305.00            | $317.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $305.00            | $318.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $332.45            | $343.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $268045.90         | $278595.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $558348.25         | $580345.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $574477.87         | $593948.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 7.0000%  | 0.0000% | $305.00            | $317.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $610.00            | $648.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-15      | 7.5000%  | 0.0000% | $96811.88          | $101503.42         | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2045-05-15      | 3.0000%  | 0.0000% | $2611105.00        | $1954111.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $30.50             | $24.23             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $30.50             | $30.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $91.50             | $89.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $183.00            | $183.00            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $610.00            | $494.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $30.50             | $30.35             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $2020655.50        | $1899831.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $30.50             | $30.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $206027.50         | $197758.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $5848436.00        | $5854258.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $335.50            | $284.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $298290.00         | $297131.02         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $30.50             | $30.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $30.50             | $30.69             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 3.7500%  | 0.0000% | $61.00             | $60.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $823.50            | $823.70            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 3.7500%  | 0.0000% | $2396720.50        | $2413002.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $4282200.00        | $4321290.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $30.50             | $30.96             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $305.00            | $270.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.8750%  | 0.0000% | $76036.50          | $76195.60          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $90280.00          | $90050.60          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-10      | 0.0000%  | 0.0000% | $152744.00         | $152546.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $635437.00         | $612942.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-07      | 0.0000%  | 0.0000% | $8634672.00        | $8564817.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $274.50            | $309.12            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $492575.00         | $650986.44         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-31      | 0.2500%  | 0.0000% | $30.50             | $29.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $65819.00          | $46171.39          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 0.5000%  | 0.0000% | $91.50             | $89.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $30.50             | $28.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $1098.00           | $924.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $36630.50          | $31103.75          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $175680.00         | $170773.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $291427.50         | $255203.49         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $1525000.00        | $1530298.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $1524969.50        | $1536105.92        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $1941325.00        | $1969599.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $2374242.00        | $2329826.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $30.50             | $30.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.0000%  | 0.0000% | $274.50            | $275.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $915274.50         | $926259.90         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $1050298.00        | $1035532.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $4225683.50        | $3619680.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $3748297.50        | $3801182.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $6185796.50        | $6274909.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $30.50             | $27.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 2.6250%  | 0.0000% | $457.50            | $458.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $1525640.50        | $1506694.92        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $2650572.00        | $2550283.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-11-15      | 2.7500%  | 0.0000% | $30.50             | $21.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $30.50             | $30.03             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $61.00             | $59.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 2.7500%  | 0.0000% | $91.50             | $64.33             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $305.00            | $279.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $1217133.00        | $906499.87         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $274.50            | $268.04            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-15      | 2.8750%  | 0.0000% | $29829.00          | $30192.53          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $1037000.00        | $998743.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $61.00             | $44.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $457.50            | $344.24            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $610.00            | $445.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $158630.50         | $113091.93         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 3.0000%  | 0.0000% | $2611105.00        | $1954111.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $91.50             | $91.87             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $183.00            | $185.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $305.00            | $306.92            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $366.00            | $364.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $76402.50          | $67626.59          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $547627.50         | $551911.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $782904.50         | $793035.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $1525030.50        | $1527002.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $30.50             | $31.25             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $91.50             | $82.73             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $91.50             | $85.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $335.50            | $341.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $30500.00          | $31127.92          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $152469.50         | $156148.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $232776.00         | $222284.40         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $729255.00         | $749732.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $671.00            | $672.38            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 0.7500%  | 0.0000% | $61.00             | $58.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $145393.50         | $134139.97         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $204716.00         | $257099.95         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $2744969.50        | $2635386.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $61.00             | $36.76             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 1.1250%  | 0.0000% | $91.50             | $85.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $213.50            | $129.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $7624878.00        | $6997929.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $30.50             | $14.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $30.50             | $29.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $140025.50         | $145040.49         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $304756.00         | $312380.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $677100.00         | $640198.09         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $1134325.50        | $1153701.94        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $4251456.00        | $4358940.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 4.4263%  | 0.0000% | $30.50             | $30.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $335.50            | $313.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $1197613.00        | $1214552.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $4780600.50        | $4836792.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $30.50             | $29.03             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $91.50             | $92.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $274.50            | $263.57            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 4.6250%  | 0.0000% | $610.00            | $615.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $3660.00           | $3521.63           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 4.6250%  | 0.0000% | $4270.00           | $4329.47           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $1012905.00        | $857002.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $4880000.00        | $4528727.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $784460.00         | $889785.74         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $1505236.00        | $1385677.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $2662650.00        | $1658525.98        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $26992.50          | $24243.11          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 1.5000%  | 0.0000% | $487390.00         | $474507.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $24400000.00       | $22648538.50       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-15      | 1.6250%  | 0.0000% | $30.50             | $31.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $1494.50           | $1368.84           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $4489508.50        | $3905883.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $191387.50         | $124900.94         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $61.00             | $60.00             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $244.00            | $227.65            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 1.8750%  | 0.0000% | $366.00            | $247.92            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $1433.50           | $963.68            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-03      | 0.0000%  | 0.0000% | $30.50             | $30.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-02      | 0.0000%  | 0.0000% | $122.00            | $120.22            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-25      | 0.0000%  | 0.0000% | $122.00            | $120.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-04      | 0.0000%  | 0.0000% | $122.00            | $120.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-30      | 0.0000%  | 0.0000% | $366.00            | $359.49            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.0000%  | 0.0000% | $915.00            | $908.34            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $1433.50           | $963.68            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $953582.50         | $550639.40         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 2.0000%  | 0.0000% | $2135000.00        | $2074693.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $244.00            | $258.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $30.50             | $18.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $244.00            | $146.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $305000.00         | $296141.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $2439878.00        | $2346323.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $22198357.50       | $14301027.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $30.50             | $18.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $30.50             | $19.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $61.00             | $57.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $91.50             | $88.87             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $61.00             | $41.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $396.50            | $274.68            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $61.00             | $58.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $4144431.50        | $4266846.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $305.00            | $296.15            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 4.8750%  | 0.0000% | $30.50             | $31.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 4.8750%  | 0.0000% | $870775.00         | $879261.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $3221593.00        | $3329916.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-31      | 5.0000%  | 0.0000% | $3660000.00        | $3683614.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 5.2500%  | 0.0000% | $244.00            | $254.66            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 6.0000%  | 0.0000% | $244.00            | $251.17            | U.S. Treasuries (including strips)        |

### Security 104: 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):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **C.19 - Percentage of Net Assets:** 3.1600%
- **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% | $3259657.21        | $3266577.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0000%  | 0.0000% | $3791666.67        | $3802313.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.4783%  | 0.0000% | $178.53            | $172.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $279677.07         | $277533.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.6283%  | 0.0000% | $4363573.77        | $3044068.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7313%  | 0.0000% | $7222222.20        | $7253400.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $3290161.55        | $609393.02         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-15      | 4.5000%  | 0.0000% | $4062500.00        | $799294.38         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 4.8002%  | 0.0000% | $706122.95         | $47157.22          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.0000%  | 0.0000% | $268727.39         | $22066.68          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-25      | 5.0000%  | 0.0000% | $534605.07         | $73236.26          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $2166666.67        | $480226.11         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $2495911.60        | $521935.62         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.5000%  | 0.0000% | $79993.39          | $5340.51           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-06-15      | 5.5000%  | 0.0000% | $5053590.37        | $9432.97           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-06-15      | 5.5000%  | 0.0000% | $1673750.00        | $35115.89          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 5.5000%  | 0.0000% | $1354166.67        | $307007.72         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 2.5000%  | 0.0000% | $609375.00         | $73371.20          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-07-15      | 2.5000%  | 0.0000% | $1737779.88        | $147813.05         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $4241600.46        | $584730.12         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $5416666.67        | $685166.38         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-25      | 3.0000%  | 0.0000% | $187766.15         | $9870.82           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-09-15      | 3.0000%  | 0.0000% | $564426.80         | $18481.34          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-06-15      | 3.0000%  | 0.0000% | $2938701.46        | $38664.90          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-05-15      | 3.0000%  | 0.0000% | $1038383.83        | $149006.27         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-01-25      | 3.0000%  | 0.0000% | $2031250.00        | $251287.73         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.0000%  | 0.0000% | $2792992.04        | $431291.54         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $5326529.27        | $824816.14         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-07-25      | 3.5000%  | 0.0000% | $139016.53         | $11756.24          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $1638931.34        | $25379.97          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-08-15      | 3.5000%  | 0.0000% | $2321428.52        | $56022.39          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $7613076.90        | $175400.21         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-15      | 3.5000%  | 0.0000% | $7113295.04        | $205585.61         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.5000%  | 0.0000% | $1609805.87        | $287509.69         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $2708043.22        | $341212.06         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.0000%  | 0.0000% | $200224.70         | $19111.24          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 4.0000%  | 0.0000% | $136612.56         | $25568.04          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-11-15      | 4.0000%  | 0.0000% | $794860.95         | $30701.86          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 4.0000%  | 0.0000% | $2786063.69        | $46862.15          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-15      | 4.0000%  | 0.0000% | $477080.83         | $47351.96          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2045-08-15      | 4.0000%  | 0.0000% | $2581920.63        | $72214.53          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $1083333.33        | $221384.29         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $1181129.14        | $24673.85          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.5000%  | 0.0000% | $288705.30         | $26378.56          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 4.5000%  | 0.0000% | $208970.83         | $41487.01          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 4.5000%  | 0.0000% | $1679166.67        | $371083.14         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $2628613.11        | $550248.35         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-01-25      | 5.5000%  | 0.0000% | $3791666.67        | $721939.27         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.5000%  | 0.0000% | $9066445.16        | $2104732.10        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $77300.76          | $12174.30          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $2497083.33        | $494387.11         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $2698842.79        | $530283.78         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 6.0000%  | 0.0000% | $3270936.39        | $694949.09         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 6.0000%  | 0.0000% | $5752571.77        | $1086226.76        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-04-15      | 6.5000%  | 0.0000% | $2233407.85        | $45379.37          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.5000%  | 0.0000% | $931066.45         | $169693.97         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 7.0000%  | 0.0000% | $77059.83          | $13309.82          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-04-25      | 1.5000%  | 0.0000% | $607100.60         | $29407.89          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $5416666.67        | $398768.22         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-07-25      | 2.0000%  | 0.0000% | $338290.88         | $20359.38          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2042-04-25      | 2.0000%  | 0.0000% | $385098.62         | $32539.60          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $4456154.08        | $502483.50         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-02-15      | 2.2978%  | 0.0000% | $45297512.11       | $167318.28         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-08-25      | 2.5000%  | 0.0000% | $118865.34         | $6023.11           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $5434819.11        | $422699.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $182856.21         | $190509.31         | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $7069172.50        | $7281311.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $1083349.58        | $999557.49         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $663606.67         | $564364.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $538340.83         | $455973.96         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $2079539.58        | $1932636.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $2798499.17        | $2733499.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $264295.42         | $246871.36         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-31      | 2.7500%  | 0.0000% | $1354.17           | $1357.99           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $167299.17         | $153624.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 2.8750%  | 0.0000% | $51073.75          | $51434.43          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $2032468.75        | $1959772.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-15      | 3.0000%  | 0.0000% | $38924.17          | $39290.36          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $11429.17          | $11449.06          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 3.5000%  | 0.0000% | $1294637.50        | $1283583.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $2400693.75        | $2371663.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $3075458.75        | $2957432.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $12490400.00       | $12253735.16       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $917848.75         | $897826.45         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $1625000.00        | $1618642.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $665751.67         | $666415.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $5350209.58        | $5378293.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $82073.33          | $83612.50          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $4207455.42        | $4241320.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-15      | 4.0000%  | 0.0000% | $270833.33         | $275509.48         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $452941.67         | $459676.97         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 4.0000%  | 0.0000% | $715222.08         | $722093.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $812478.33         | $820756.81         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $817981.67         | $827373.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $1083333.33        | $1097148.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $3260600.42        | $3285815.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $14021962.50       | $13851325.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $1354.17           | $1365.49           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $144245.83         | $146229.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $270833.33         | $274975.03         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $775785.83         | $790837.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $2104586.25        | $2121082.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $16221876.67       | $16371982.48       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 4.2500%  | 0.0000% | $1191894.17        | $1217393.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $10567087.92       | $10791855.13       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $19643758.33       | $20216305.08       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $20696617.50       | $21204165.66       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 4.3750%  | 0.0000% | $13866.67          | $14084.03          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $1479183.33        | $1516205.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $4035692.92        | $4137158.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.3993%  | 0.0000% | $310429.17         | $311565.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $14923691.25       | $15563982.88       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $740052.08         | $777657.05         | U.S. Treasuries (including strips)        |

### Security 105: 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):** $9710872.00
- **C.18.a - Value (excl. sponsor support):** $9710872.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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% | $145340.87         | $15810.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $229432.63         | $184172.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $245075.49         | $194375.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $416435.20         | $325024.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3642.43           | $2936.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $165581.65         | $162312.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $259909.45         | $192388.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $425449.32         | $347697.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $443396.24         | $438118.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $998862.75         | $991237.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1372935.94        | $1282736.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $2888741.85        | $2696072.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $43939.68          | $31052.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1154172.06        | $1008191.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $2924233.57        | $2100884.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $13646.56          | $7825.65           | Agency Mortgage-Backed Securities |

### Security 106: 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):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **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% | $4899090.00        | $12497.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-11-25      | 2.3500%  | 0.0000% | $155000.00         | $8430.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2054-12-25      | 0.1250%  | 0.0000% | $34553101.00       | $25663426.33       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2055-05-25      | 5.0000%  | 0.0000% | $1025.00           | $979.63            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2055-02-25      | 5.2500%  | 0.0000% | $400200.00         | $385083.31         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2055-06-25      | 5.5299%  | 0.0000% | $500000.00         | $498358.52         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2055-06-25      | 5.7299%  | 0.0000% | $500000.00         | $502038.91         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2044-05-01      | 4.0000%  | 0.0000% | $97602.00          | $14130.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1716.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-01-01      | 4.5000%  | 0.0000% | $6791042.00        | $6414407.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $10919000.00       | $9243644.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 5.0000%  | 0.0000% | $326171.00         | $270765.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $14875878.00       | $14437957.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $770000.00         | $470922.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $8225000.00        | $5299969.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $47758.00          | $37536.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2047-04-25      | 3.0000%  | 0.0000% | $20598853.00       | $18147587.17       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $263952.00         | $190547.56         | Agency Mortgage-Backed Securities         |

## N-MFP: Signatures

**Registrant:** Invesco Investment Securities Funds

**Date:** 2025-06-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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