# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001193125-26-095910
**Filing Date:** 2026-3
**Character Count:** 554374
**Document Hash:** 8db1819cebf7764341d260a9f0c36329
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-095910.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-095910

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729814

**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):** 2026-02-28

**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:** 21 days

- **WAL:** 115 days

- **Total Value of Portfolio Securities:** $6247183848.85

- **Amortized Cost of Portfolio Securities:** $6246206259.83

- **Cash:** $0.00

- **Total Other Assets:** $32883845.90

- **Total Liabilities:** $19298690.63

- **Net Assets of Series:** $6259791415.10

- **Number of Shares Outstanding (Series):** 6260254263.5000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $3041226474.36            | $4597783472.28             | 47.1800%                  | 71.3200%                   |
| 2026-02-03 | $3002423324.93            | $4634857554.79             | 46.3100%                  | 71.4900%                   |
| 2026-02-04 | $2892071312.72            | $4643138149.53             | 44.5500%                  | 71.5200%                   |
| 2026-02-05 | $2912300799.93            | $4662369808.96             | 44.2500%                  | 70.8400%                   |
| 2026-02-06 | $3129527617.90            | $4645598799.15             | 47.6700%                  | 70.7600%                   |
| 2026-02-09 | $3154523648.22            | $4800601346.14             | 47.8600%                  | 72.8400%                   |
| 2026-02-10 | $2933155463.45            | $4705105502.34             | 45.1100%                  | 72.3700%                   |
| 2026-02-11 | $3213035501.15            | $5084364474.76             | 46.6900%                  | 73.8800%                   |
| 2026-02-12 | $3311135032.47            | $5182466178.30             | 47.4500%                  | 74.2700%                   |
| 2026-02-13 | $3429908289.42            | $4971241607.48             | 50.6900%                  | 73.4600%                   |
| 2026-02-17 | $3308247516.57            | $4735212761.01             | 50.6500%                  | 72.4900%                   |
| 2026-02-18 | $3277013017.31            | $4802360133.98             | 49.6600%                  | 72.7700%                   |
| 2026-02-19 | $3247254364.83            | $4747603653.72             | 49.6100%                  | 72.5400%                   |
| 2026-02-20 | $3344425887.87            | $4744777348.98             | 51.1200%                  | 72.5200%                   |
| 2026-02-23 | $3180247769.17            | $4570605746.95             | 50.0900%                  | 71.9900%                   |
| 2026-02-24 | $3086323567.35            | $4512304017.35             | 49.0600%                  | 71.7300%                   |
| 2026-02-25 | $2853865780.69            | $4544225652.91             | 45.2800%                  | 72.1000%                   |
| 2026-02-26 | $2848241376.56            | $4538603421.00             | 44.7300%                  | 71.2800%                   |
| 2026-02-27 | $2749261853.26            | $4449626069.93             | 43.7900%                  | 70.8700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7700%             |
| 2026-02-03 | 3.7700%             |
| 2026-02-04 | 3.7700%             |
| 2026-02-05 | 3.7700%             |
| 2026-02-06 | 3.7600%             |
| 2026-02-09 | 3.7500%             |
| 2026-02-10 | 3.7400%             |
| 2026-02-11 | 3.7400%             |
| 2026-02-12 | 3.7400%             |
| 2026-02-13 | 3.7400%             |
| 2026-02-17 | 3.7500%             |
| 2026-02-18 | 3.7500%             |
| 2026-02-19 | 3.7600%             |
| 2026-02-20 | 3.7600%             |
| 2026-02-23 | 3.7600%             |
| 2026-02-24 | 3.7600%             |
| 2026-02-25 | 3.7500%             |
| 2026-02-26 | 3.7500%             |
| 2026-02-27 | 3.7600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0001                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: B

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $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   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

### Class: C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $106807965.74

- **Number of Shares Outstanding:** 106816174.3610

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $277270.15                | $127101.94              |
| 2026-02-03 | $627457.44                | $134626.58              |
| 2026-02-04 | $2558025.62               | $388647.02              |
| 2026-02-05 | $46063.03                 | $118696.00              |
| 2026-02-06 | $225146.10                | $209606.44              |
| 2026-02-09 | $130489.02                | $281379.67              |
| 2026-02-10 | $64204.04                 | $116219.83              |
| 2026-02-11 | $23020.60                 | $109923.13              |
| 2026-02-12 | $128294.78                | $376556.04              |
| 2026-02-13 | $46347.39                 | $605402.28              |
| 2026-02-17 | $17285.60                 | $86296.41               |
| 2026-02-18 | $167286.60                | $447155.03              |
| 2026-02-19 | $7611.16                  | $177668.62              |
| 2026-02-20 | $61411.80                 | $440449.43              |
| 2026-02-23 | $375481.45                | $162087.09              |
| 2026-02-24 | $52226.42                 | $183627.65              |
| 2026-02-25 | $118296.13                | $44310.41               |
| 2026-02-26 | $337851.66                | $335175.09              |
| 2026-02-27 | $240162.59                | $1152321.70             |

**Total Gross Subscriptions (Month):** $5503931.58

**Total Gross Redemptions (Month):** $5497250.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.7000%           |
| 2026-02-03 | 2.7000%           |
| 2026-02-04 | 2.7000%           |
| 2026-02-05 | 2.7000%           |
| 2026-02-06 | 2.7000%           |
| 2026-02-09 | 2.6900%           |
| 2026-02-10 | 2.6900%           |
| 2026-02-11 | 2.6800%           |
| 2026-02-12 | 2.6800%           |
| 2026-02-13 | 2.6800%           |
| 2026-02-17 | 2.6900%           |
| 2026-02-18 | 2.6900%           |
| 2026-02-19 | 2.7000%           |
| 2026-02-20 | 2.7000%           |
| 2026-02-23 | 2.7000%           |
| 2026-02-24 | 2.7000%           |
| 2026-02-25 | 2.6900%           |
| 2026-02-26 | 2.6900%           |
| 2026-02-27 | 2.7000%           |

### Class: R

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $194497142.35

- **Number of Shares Outstanding:** 194511736.0400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $978081.16                | $277967.56              |
| 2026-02-03 | $347959.82                | $412811.79              |
| 2026-02-04 | $85385.82                 | $425801.78              |
| 2026-02-05 | $282582.52                | $887287.09              |
| 2026-02-06 | $241804.22                | $465391.37              |
| 2026-02-09 | $123878.01                | $236801.43              |
| 2026-02-10 | $201158.02                | $449464.17              |
| 2026-02-11 | $25145.79                 | $402533.17              |
| 2026-02-12 | $58844.99                 | $413224.49              |
| 2026-02-13 | $41240.23                 | $394136.52              |
| 2026-02-17 | $164576.74                | $403427.07              |
| 2026-02-18 | $484780.29                | $238657.99              |
| 2026-02-19 | $78438.30                 | $167229.14              |
| 2026-02-20 | $91024.77                 | $162403.70              |
| 2026-02-23 | $102859.51                | $137717.17              |
| 2026-02-24 | $116232.16                | $504183.18              |
| 2026-02-25 | $910756.72                | $242579.27              |
| 2026-02-26 | $668934.27                | $199187.60              |
| 2026-02-27 | $110648.21                | $642340.05              |

**Total Gross Subscriptions (Month):** $5114331.55

**Total Gross Redemptions (Month):** $7063144.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.0500%           |
| 2026-02-03 | 3.0500%           |
| 2026-02-04 | 3.0500%           |
| 2026-02-05 | 3.0500%           |
| 2026-02-06 | 3.0500%           |
| 2026-02-09 | 3.0400%           |
| 2026-02-10 | 3.0400%           |
| 2026-02-11 | 3.0300%           |
| 2026-02-12 | 3.0300%           |
| 2026-02-13 | 3.0300%           |
| 2026-02-17 | 3.0400%           |
| 2026-02-18 | 3.0400%           |
| 2026-02-19 | 3.0500%           |
| 2026-02-20 | 3.0500%           |
| 2026-02-23 | 3.0500%           |
| 2026-02-24 | 3.0500%           |
| 2026-02-25 | 3.0400%           |
| 2026-02-26 | 3.0400%           |
| 2026-02-27 | 3.0500%           |

### Class: Cash Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $4930803914.60

- **Number of Shares Outstanding:** 4931168731.9070

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $27374470.07              | $30364290.11            |
| 2026-02-03 | $49721886.60              | $13992583.43            |
| 2026-02-04 | $17295212.85              | $11760118.45            |
| 2026-02-05 | $14321660.77              | $18832417.82            |
| 2026-02-06 | $13753999.13              | $29745303.43            |
| 2026-02-09 | $34226250.65              | $11045160.09            |
| 2026-02-10 | $18269628.84              | $15880407.25            |
| 2026-02-11 | $16521511.61              | $28093326.42            |
| 2026-02-12 | $29394506.40              | $12779496.38            |
| 2026-02-13 | $14009965.21              | $31854694.97            |
| 2026-02-17 | $10100385.95              | $11069980.20            |
| 2026-02-18 | $31529141.23              | $15718704.81            |
| 2026-02-19 | $11728993.59              | $16418608.57            |
| 2026-02-20 | $10824625.56              | $15196546.82            |
| 2026-02-23 | $11483940.28              | $212027928.80           |
| 2026-02-24 | $11149028.93              | $17248222.70            |
| 2026-02-25 | $27732654.38              | $16489928.92            |
| 2026-02-26 | $6240582.73               | $15520742.45            |
| 2026-02-27 | $13342879.04              | $30373227.67            |

**Total Gross Subscriptions (Month):** $369021323.82

**Total Gross Redemptions (Month):** $554411689.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3000%           |
| 2026-02-03 | 3.3000%           |
| 2026-02-04 | 3.3000%           |
| 2026-02-05 | 3.3000%           |
| 2026-02-06 | 3.3000%           |
| 2026-02-09 | 3.2900%           |
| 2026-02-10 | 3.2900%           |
| 2026-02-11 | 3.2800%           |
| 2026-02-12 | 3.2800%           |
| 2026-02-13 | 3.2800%           |
| 2026-02-17 | 3.2900%           |
| 2026-02-18 | 3.2900%           |
| 2026-02-19 | 3.3000%           |
| 2026-02-20 | 3.3000%           |
| 2026-02-23 | 3.3000%           |
| 2026-02-24 | 3.3000%           |
| 2026-02-25 | 3.2900%           |
| 2026-02-26 | 3.2900%           |
| 2026-02-27 | 3.3000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 43.5700%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $195938642.48

- **Number of Shares Outstanding:** 195953747.5020

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1415752.91               | $228473.42              |
| 2026-02-03 | $597803.81                | $523334.65              |
| 2026-02-04 | $97244.46                 | $337113.97              |
| 2026-02-05 | $553903.85                | $149585.49              |
| 2026-02-06 | $1029561.82               | $167801.15              |
| 2026-02-09 | $505504.00                | $211486.49              |
| 2026-02-10 | $272192.55                | $205661.30              |
| 2026-02-11 | $683275.00                | $803421.88              |
| 2026-02-12 | $133380.02                | $393917.98              |
| 2026-02-13 | $279638.17                | $82171.26               |
| 2026-02-17 | $98894.20                 | $133522.35              |
| 2026-02-18 | $59681.22                 | $364719.51              |
| 2026-02-19 | $733575.64                | $221300.42              |
| 2026-02-20 | $634320.80                | $47612.15               |
| 2026-02-23 | $592411.37                | $553757.91              |
| 2026-02-24 | $184942.83                | $289831.37              |
| 2026-02-25 | $8752.34                  | $75755.74               |
| 2026-02-26 | $203243.36                | $643598.52              |
| 2026-02-27 | $18232.77                 | $95676.42               |

**Total Gross Subscriptions (Month):** $8102311.12

**Total Gross Redemptions (Month):** $5528741.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4500%           |
| 2026-02-03 | 3.4500%           |
| 2026-02-04 | 3.4500%           |
| 2026-02-05 | 3.4500%           |
| 2026-02-06 | 3.4500%           |
| 2026-02-09 | 3.4400%           |
| 2026-02-10 | 3.4400%           |
| 2026-02-11 | 3.4300%           |
| 2026-02-12 | 3.4300%           |
| 2026-02-13 | 3.4300%           |
| 2026-02-17 | 3.4400%           |
| 2026-02-18 | 3.4400%           |
| 2026-02-19 | 3.4500%           |
| 2026-02-20 | 3.4500%           |
| 2026-02-23 | 3.4500%           |
| 2026-02-24 | 3.4500%           |
| 2026-02-25 | 3.4400%           |
| 2026-02-26 | 3.4400%           |
| 2026-02-27 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 36.2400%         | 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   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $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   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

### Class: Y

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $440306045.74

- **Number of Shares Outstanding:** 440338499.3920

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $2555030.74               | $1698413.93             |
| 2026-02-03 | $1770170.40               | $1328133.01             |
| 2026-02-04 | $1337665.92               | $504887.77              |
| 2026-02-05 | $1595387.85               | $3170879.22             |
| 2026-02-06 | $657185.00                | $2562123.70             |
| 2026-02-09 | $938929.37                | $399532.13              |
| 2026-02-10 | $1441166.43               | $1717780.45             |
| 2026-02-11 | $1579899.06               | $1132557.17             |
| 2026-02-12 | $1619016.80               | $4591142.26             |
| 2026-02-13 | $2692594.19               | $2168565.06             |
| 2026-02-17 | $1685867.55               | $534910.69              |
| 2026-02-18 | $3706609.67               | $1496683.75             |
| 2026-02-19 | $1802594.74               | $3093384.88             |
| 2026-02-20 | $1365787.87               | $1006802.80             |
| 2026-02-23 | $625993.62                | $1863998.27             |
| 2026-02-24 | $902371.00                | $2544089.67             |
| 2026-02-25 | $2621511.44               | $2322753.55             |
| 2026-02-26 | $4462725.41               | $1953142.90             |
| 2026-02-27 | $885999.89                | $2217628.50             |

**Total Gross Subscriptions (Month):** $34246506.95

**Total Gross Redemptions (Month):** $36307409.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4500%           |
| 2026-02-03 | 3.4500%           |
| 2026-02-04 | 3.4500%           |
| 2026-02-05 | 3.4500%           |
| 2026-02-06 | 3.4500%           |
| 2026-02-09 | 3.4400%           |
| 2026-02-10 | 3.4400%           |
| 2026-02-11 | 3.4300%           |
| 2026-02-12 | 3.4300%           |
| 2026-02-13 | 3.4300%           |
| 2026-02-17 | 3.4400%           |
| 2026-02-18 | 3.4400%           |
| 2026-02-19 | 3.4500%           |
| 2026-02-20 | 3.4500%           |
| 2026-02-23 | 3.4500%           |
| 2026-02-24 | 3.4500%           |
| 2026-02-25 | 3.4400%           |
| 2026-02-26 | 3.4400%           |
| 2026-02-27 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 69.2800%         | 0.0000%              |

### Class: AX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $56978339.55

- **Number of Shares Outstanding:** 56982573.0260

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $247101.80                | $8121.66                |
| 2026-02-03 | $50126.35                 | $17956.44               |
| 2026-02-04 | $4917.09                  | $9503.51                |
| 2026-02-05 | $10052.44                 | $33311.64               |
| 2026-02-06 | $23476.52                 | $45297.01               |
| 2026-02-09 | $1253.45                  | $10417.23               |
| 2026-02-10 | $12618.89                 | $311652.46              |
| 2026-02-11 | $39776.90                 | $29292.74               |
| 2026-02-12 | $6017.74                  | $268574.76              |
| 2026-02-13 | $2378.01                  | $38247.91               |
| 2026-02-17 | $1998.95                  | $51581.13               |
| 2026-02-18 | $82204.05                 | $42588.47               |
| 2026-02-19 | $12674.41                 | $22473.51               |
| 2026-02-20 | $272626.54                | $16380.90               |
| 2026-02-23 | $39249.35                 | $144668.08              |
| 2026-02-24 | $31959.39                 | $282904.17              |
| 2026-02-25 | $4688.11                  | $15751.95               |
| 2026-02-26 | $26845.97                 | $32531.10               |
| 2026-02-27 | $3930.90                  | $13284.42               |

**Total Gross Subscriptions (Month):** $873896.86

**Total Gross Redemptions (Month):** $1394539.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3000%           |
| 2026-02-03 | 3.3000%           |
| 2026-02-04 | 3.3000%           |
| 2026-02-05 | 3.3000%           |
| 2026-02-06 | 3.3000%           |
| 2026-02-09 | 3.2900%           |
| 2026-02-10 | 3.2900%           |
| 2026-02-11 | 3.2800%           |
| 2026-02-12 | 3.2800%           |
| 2026-02-13 | 3.2800%           |
| 2026-02-17 | 3.2900%           |
| 2026-02-18 | 3.2900%           |
| 2026-02-19 | 3.3000%           |
| 2026-02-20 | 3.3000%           |
| 2026-02-23 | 3.3000%           |
| 2026-02-24 | 3.3000%           |
| 2026-02-25 | 3.2900%           |
| 2026-02-26 | 3.2900%           |
| 2026-02-27 | 3.3000%           |

### 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   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $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   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

### Class: CX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $84930.26

- **Number of Shares Outstanding:** 84941.3150

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $185.47                   | $0.00                   |
| 2026-02-03 | $193.04                   | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $9.60                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $59.60                    | $0.00                   |
| 2026-02-11 | $50.00                    | $0.00                   |
| 2026-02-12 | $59.20                    | $0.00                   |
| 2026-02-13 | $46.12                    | $0.00                   |
| 2026-02-17 | $0.00                     | $267.60                 |
| 2026-02-18 | $164.60                   | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $9.60                     | $0.00                   |
| 2026-02-23 | $100.00                   | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $9.60                     | $0.00                   |
| 2026-02-26 | $75.00                    | $0.00                   |
| 2026-02-27 | $0.00                     | $639.68                 |

**Total Gross Subscriptions (Month):** $961.83

**Total Gross Redemptions (Month):** $907.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.5400%           |
| 2026-02-03 | 2.5400%           |
| 2026-02-04 | 2.5500%           |
| 2026-02-05 | 2.5500%           |
| 2026-02-06 | 2.5400%           |
| 2026-02-09 | 2.5400%           |
| 2026-02-10 | 2.5400%           |
| 2026-02-11 | 2.5300%           |
| 2026-02-12 | 2.5300%           |
| 2026-02-13 | 2.5300%           |
| 2026-02-17 | 2.5400%           |
| 2026-02-18 | 2.5400%           |
| 2026-02-19 | 2.5500%           |
| 2026-02-20 | 2.5500%           |
| 2026-02-23 | 2.5500%           |
| 2026-02-24 | 2.5500%           |
| 2026-02-25 | 2.5500%           |
| 2026-02-26 | 2.5500%           |
| 2026-02-27 | 2.5500%           |

### Class: R6

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $13516860.67

- **Number of Shares Outstanding:** 13517749.6560

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $41610.88                 | $118.89                 |
| 2026-02-03 | $2982.36                  | $5.51                   |
| 2026-02-04 | $6438.28                  | $3245.15                |
| 2026-02-05 | $3686.17                  | $102.29                 |
| 2026-02-06 | $66634.17                 | $0.00                   |
| 2026-02-09 | $2601.98                  | $0.00                   |
| 2026-02-10 | $3259.57                  | $11199.37               |
| 2026-02-11 | $12981.82                 | $0.00                   |
| 2026-02-12 | $540.23                   | $3526.01                |
| 2026-02-13 | $2020.85                  | $528.06                 |
| 2026-02-17 | $13271.95                 | $15355.05               |
| 2026-02-18 | $43999.28                 | $2.51                   |
| 2026-02-19 | $8319.44                  | $373.66                 |
| 2026-02-20 | $18344.38                 | $65.35                  |
| 2026-02-23 | $3290.73                  | $88880.68               |
| 2026-02-24 | $1355.05                  | $6670.19                |
| 2026-02-25 | $94954.46                 | $13680.89               |
| 2026-02-26 | $917861.88                | $92968.01               |
| 2026-02-27 | $870.92                   | $0.00                   |

**Total Gross Subscriptions (Month):** $1245024.40

**Total Gross Redemptions (Month):** $236721.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5200%           |
| 2026-02-03 | 3.5200%           |
| 2026-02-04 | 3.5200%           |
| 2026-02-05 | 3.5200%           |
| 2026-02-06 | 3.5200%           |
| 2026-02-09 | 3.5100%           |
| 2026-02-10 | 3.5000%           |
| 2026-02-11 | 3.5000%           |
| 2026-02-12 | 3.5000%           |
| 2026-02-13 | 3.5000%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5100%           |
| 2026-02-19 | 3.5100%           |
| 2026-02-20 | 3.5200%           |
| 2026-02-23 | 3.5200%           |
| 2026-02-24 | 3.5200%           |
| 2026-02-25 | 3.5100%           |
| 2026-02-26 | 3.5100%           |
| 2026-02-27 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 29.6800%         | 0.0000%              |
| Pension plan  |  | 26.6300%         | 0.0000%              |

### Class: A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $320857573.70

- **Number of Shares Outstanding:** 320880110.3010

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1071410.38               | $303757.41              |
| 2026-02-03 | $348669.03                | $647955.08              |
| 2026-02-04 | $18975.74                 | $96971.93               |
| 2026-02-05 | $684850.77                | $342818.87              |
| 2026-02-06 | $336297.04                | $255266.06              |
| 2026-02-09 | $121763.92                | $391814.44              |
| 2026-02-10 | $160081.27                | $427497.91              |
| 2026-02-11 | $352444.79                | $440367.86              |
| 2026-02-12 | $47682.80                 | $286234.05              |
| 2026-02-13 | $337915.15                | $179203.47              |
| 2026-02-17 | $304630.90                | $259965.89              |
| 2026-02-18 | $338097.34                | $772246.52              |
| 2026-02-19 | $116583.16                | $179025.37              |
| 2026-02-20 | $420555.83                | $238890.74              |
| 2026-02-23 | $6089381.38               | $190824.11              |
| 2026-02-24 | $87491.40                 | $251576.73              |
| 2026-02-25 | $105523.70                | $858934.60              |
| 2026-02-26 | $409018.33                | $428907.51              |
| 2026-02-27 | $420218.55                | $77729.90               |

**Total Gross Subscriptions (Month):** $11771591.48

**Total Gross Redemptions (Month):** $6629988.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2500%           |
| 2026-02-03 | 3.2500%           |
| 2026-02-04 | 3.2500%           |
| 2026-02-05 | 3.2500%           |
| 2026-02-06 | 3.2500%           |
| 2026-02-09 | 3.2400%           |
| 2026-02-10 | 3.2400%           |
| 2026-02-11 | 3.2300%           |
| 2026-02-12 | 3.2300%           |
| 2026-02-13 | 3.2300%           |
| 2026-02-17 | 3.2400%           |
| 2026-02-18 | 3.2400%           |
| 2026-02-19 | 3.2500%           |
| 2026-02-20 | 3.2500%           |
| 2026-02-23 | 3.2500%           |
| 2026-02-24 | 3.2500%           |
| 2026-02-25 | 3.2400%           |
| 2026-02-26 | 3.2400%           |
| 2026-02-27 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 26.2000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.810000%
- **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):** $10004283.30
- **C.18.a - Value (excl. sponsor support):** $10004283.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30019734.00
- **C.18.a - Value (excl. sponsor support):** $30019734.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FR6, C.4 - ISIN: US3130B9FR67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000094.50
- **C.18.a - Value (excl. sponsor support):** $50000094.50
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4, C.4 - ISIN: US3130B9FS41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44999926.20
- **C.18.a - Value (excl. sponsor support):** $44999926.20
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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? 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19985961.20
- **C.18.a - Value (excl. sponsor support):** $19985961.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000700.40
- **C.18.a - Value (excl. sponsor support):** $20000700.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15009181.05
- **C.18.a - Value (excl. sponsor support):** $15009181.05
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **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):** $10003142.60
- **C.18.a - Value (excl. sponsor support):** $10003142.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **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):** $4002757.72
- **C.18.a - Value (excl. sponsor support):** $4002757.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **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):** $25023310.25
- **C.18.a - Value (excl. sponsor support):** $25023310.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **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):** $5003949.35
- **C.18.a - Value (excl. sponsor support):** $5003949.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **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):** $20001487.60
- **C.18.a - Value (excl. sponsor support):** $20001487.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30024308.10
- **C.18.a - Value (excl. sponsor support):** $30024308.10
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **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):** $20000056.20
- **C.18.a - Value (excl. sponsor support):** $20000056.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002205.90
- **C.18.a - Value (excl. sponsor support):** $10002205.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14006763.82
- **C.18.a - Value (excl. sponsor support):** $14006763.82
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **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):** $7001356.81
- **C.18.a - Value (excl. sponsor support):** $7001356.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **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):** $25006233.50
- **C.18.a - Value (excl. sponsor support):** $25006233.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003668.50
- **C.18.a - Value (excl. sponsor support):** $10003668.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20509774.61
- **C.18.a - Value (excl. sponsor support):** $20509774.61
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **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):** $2001087.26
- **C.18.a - Value (excl. sponsor support):** $2001087.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **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):** $15005352.60
- **C.18.a - Value (excl. sponsor support):** $15005352.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45018133.20
- **C.18.a - Value (excl. sponsor support):** $45018133.20
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15009271.95
- **C.18.a - Value (excl. sponsor support):** $15009271.95
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **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):** $99058047.66
- **C.18.a - Value (excl. sponsor support):** $99058047.66
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **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):** $11004883.56
- **C.18.a - Value (excl. sponsor support):** $11004883.56
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10006380.10
- **C.18.a - Value (excl. sponsor support):** $10006380.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003825.00
- **C.18.a - Value (excl. sponsor support):** $10003825.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20012203.20
- **C.18.a - Value (excl. sponsor support):** $20012203.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999002.20
- **C.18.a - Value (excl. sponsor support):** $14999002.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75139899.00
- **C.18.a - Value (excl. sponsor support):** $75139899.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3D7, C.4 - ISIN: US3133ET3D71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30004121.70
- **C.18.a - Value (excl. sponsor support):** $30004121.70
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999065.85
- **C.18.a - Value (excl. sponsor support):** $34999065.85
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19999797.80
- **C.18.a - Value (excl. sponsor support):** $19999797.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46999445.40
- **C.18.a - Value (excl. sponsor support):** $46999445.40
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAD9, C.4 - ISIN: US3133ETAD91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999831.00
- **C.18.a - Value (excl. sponsor support):** $49999831.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **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):** $41028448.67
- **C.18.a - Value (excl. sponsor support):** $41028448.67
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45028735.20
- **C.18.a - Value (excl. sponsor support):** $45028735.20
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2001826.26
- **C.18.a - Value (excl. sponsor support):** $2001826.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **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):** $5002919.10
- **C.18.a - Value (excl. sponsor support):** $5002919.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **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):** $25001492.50
- **C.18.a - Value (excl. sponsor support):** $25001492.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **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):** $15016314.30
- **C.18.a - Value (excl. sponsor support):** $15016314.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **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):** $20004295.00
- **C.18.a - Value (excl. sponsor support):** $20004295.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24998038.75
- **C.18.a - Value (excl. sponsor support):** $24998038.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8004018.88
- **C.18.a - Value (excl. sponsor support):** $8004018.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11009269.26
- **C.18.a - Value (excl. sponsor support):** $11009269.26
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29992214.10
- **C.18.a - Value (excl. sponsor support):** $29992214.10
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRN9, C.4 - ISIN: US3133ETRN90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40001411.20
- **C.18.a - Value (excl. sponsor support):** $40001411.20
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75049899.00
- **C.18.a - Value (excl. sponsor support):** $75049899.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25006921.50
- **C.18.a - Value (excl. sponsor support):** $25006921.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9998867.70
- **C.18.a - Value (excl. sponsor support):** $9998867.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999556.40
- **C.18.a - Value (excl. sponsor support):** $39999556.40
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **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 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004887.10
- **C.18.a - Value (excl. sponsor support):** $10004887.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3999941.36
- **C.18.a - Value (excl. sponsor support):** $3999941.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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 55: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40015782.80
- **C.18.a - Value (excl. sponsor support):** $40015782.80
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 56: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20008175.40
- **C.18.a - Value (excl. sponsor support):** $20008175.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 57: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $10005025.50
- **C.18.a - Value (excl. sponsor support):** $10005025.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 58: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.795000%
- **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):** $25018132.00
- **C.18.a - Value (excl. sponsor support):** $25018132.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $9016381.98
- **C.18.a - Value (excl. sponsor support):** $9016381.98
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $44048844.84
- **C.18.a - Value (excl. sponsor support):** $44048844.84
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $24997728.75
- **C.18.a - Value (excl. sponsor support):** $24997728.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $25006853.00
- **C.18.a - Value (excl. sponsor support):** $25006853.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 63: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.805000%
- **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):** $23013707.54
- **C.18.a - Value (excl. sponsor support):** $23013707.54
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 64: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $6002438.40
- **C.18.a - Value (excl. sponsor support):** $6002438.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $16008372.80
- **C.18.a - Value (excl. sponsor support):** $16008372.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $19999809.60
- **C.18.a - Value (excl. sponsor support):** $19999809.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $37999517.02
- **C.18.a - Value (excl. sponsor support):** $37999517.02
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 68: 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):** $44922846.60
- **C.18.a - Value (excl. sponsor support):** $44922846.60
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 69: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74454021.00
- **C.18.a - Value (excl. sponsor support):** $74454021.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **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? 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: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $69106405.90
- **C.18.a - Value (excl. sponsor support):** $69106405.90
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39385955.60
- **C.18.a - Value (excl. sponsor support):** $39385955.60
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84631454.45
- **C.18.a - Value (excl. sponsor support):** $84631454.45
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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? 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: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142675615.20
- **C.18.a - Value (excl. sponsor support):** $142675615.20
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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? 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: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49165543.50
- **C.18.a - Value (excl. sponsor support):** $49165543.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123684661.30
- **C.18.a - Value (excl. sponsor support):** $123684661.30
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49437354.00
- **C.18.a - Value (excl. sponsor support):** $49437354.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65200586.10
- **C.18.a - Value (excl. sponsor support):** $65200586.10
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50289062.50
- **C.18.a - Value (excl. sponsor support):** $50289062.50
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **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 79: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.783000%
- **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):** $35041672.75
- **C.18.a - Value (excl. sponsor support):** $35041672.75
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 6.2430%  | 0.0000% | $1200.00           | $1115.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 6.5210%  | 0.0000% | $10525666.00       | $935783.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 6.1840%  | 0.0000% | $381279.00         | $492.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $77.01             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $159.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-02-01      | 3.0000%  | 0.0000% | $172822.00         | $46837.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $139.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 5.0000%  | 0.0000% | $1001.00           | $199.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 3.5000%  | 0.0000% | $1002.00           | $148.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $273.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $319.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $165.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 3.0000%  | 0.0000% | $1000.00           | $145.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $1024.00           | $81.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $175.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1002.00           | $104.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1871.00           | $200.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.0000%  | 0.0000% | $1000.00           | $116.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 3.0000%  | 0.0000% | $1003.00           | $136.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $86.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.5000%  | 0.0000% | $3056.00           | $890.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1011.00           | $176.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $102.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $2000.00           | $585.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 3.0000%  | 0.0000% | $1531.00           | $507.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $633.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $540.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $1003.00           | $175.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1001.00           | $667.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $711.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $499000.00         | $339006.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $1002.00           | $706.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $8306.00           | $6233.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $766.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $750.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $812127.00         | $665091.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $816.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $2079965.00        | $1658849.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $868.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $890.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $8178239.00        | $7101155.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $256300.00         | $231604.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $219.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $272.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $970.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $634.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $664.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.5000%  | 0.0000% | $1008.00           | $778.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $730.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $787.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $689.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $670.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $1016.00           | $827.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $163.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $1001.00           | $119.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $294.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $518.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $571.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $51595.00          | $30881.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $661.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1020.00           | $803.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $641.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $743.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $741.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $673.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $595.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $799.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $320682.00         | $249248.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $687.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $782.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $866.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $906.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $858.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $398200.00         | $295726.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $886.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $1001.00           | $414.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $534.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $8000970.00        | $3686154.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $442.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $543.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $551.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $452.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $556.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $666.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1240.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $635.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1024.00           | $663.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $768.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $806.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $793.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1243941.00        | $996874.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1055.00           | $923.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1034.00           | $956.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 5.0000%  | 0.0000% | $1000.00           | $998.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.8172%  | 0.0000% | $2861193.00        | $1660931.46        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $986.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $848.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $270516.00         | $226376.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $491654.00         | $256343.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 5.5000%  | 0.0000% | $2554447.00        | $1431919.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.9172%  | 0.0000% | $653719.00         | $513431.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 4.8172%  | 0.0000% | $491887.00         | $295321.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-01-25      | 4.5000%  | 0.0000% | $8309248.00        | $7962887.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $61680.00          | $61607.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $1114.00           | $15.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $952254.00         | $707415.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $1000.00           | $994.68            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 4.0600%  | 0.0000% | $2307224.00        | $2329122.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 1.4719%  | 0.0000% | $3585520.00        | $3035918.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-06-25      | 2.9200%  | 0.0000% | $288714.00         | $272070.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-12-25      | 4.5000%  | 0.0000% | $1768812.00        | $1695181.66        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-11-15      | 4.1000%  | 0.0000% | $7383623.00        | $7341487.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-02-15      | 4.4000%  | 0.0000% | $3700848.00        | $3726135.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1020.00           | $79.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 6.5000%  | 0.0000% | $1001.00           | $34.97             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $75.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $1008.00           | $100.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $216987.00         | $32566.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $173.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1001.00           | $93.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-03-01      | 4.0000%  | 0.0000% | $1025.00           | $21.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 4.5000%  | 0.0000% | $1000.00           | $184.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1994.00           | $534.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $263.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $138.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $2000.00           | $1140.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $148.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $1000.00           | $79.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $290.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1003.00           | $205.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $1002.00           | $137.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $84.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1001.00           | $68.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $43176.00          | $7755.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $1181.00           | $11.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $1001.00           | $5.45              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $638.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1054.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $551.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $646.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1004.00           | $560.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $635.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1818.00           | $1948.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $514.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $749.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1691.00           | $1606.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $829.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $781.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $681.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $991.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $967.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1046.00           | $952.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1003.00           | $1044.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $78928.00          | $70073.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1073454.00        | $1092412.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $948.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $984.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1824140.00        | $1970918.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $994.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $68668.00          | $67696.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1087.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $1002.00           | $1078.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $994.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1009.00           | $948.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $906.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $965.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1016.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $981.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1037.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $24659.00          | $25022.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1013.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2079.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $42265.00          | $42355.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $483336.00         | $506793.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1464.00           | $1483.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $222.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1999.00           | $454.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $294.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1013.00           | $134.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $183.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $59966.00          | $57189.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $263.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $186.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.0000%  | 0.0000% | $1001.00           | $266.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $399000.00         | $86655.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $420000.00         | $39544.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1001.00           | $225.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | 0.0000% | $759024.00         | $136131.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $284.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $174456.00         | $51893.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1001.00           | $148.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $187.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1002.00           | $233.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $332.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $14600.00          | $7030.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1003.00           | $429.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1003.00           | $587.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $1001.00           | $315.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1189.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $564.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $566.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $13893.00          | $8171.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $660.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $589.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1043.00           | $1062.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $740.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1519.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $573.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1019.00           | $625.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $998.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $728.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $838.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $795.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1005.00           | $664.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $706.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $758.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $117841.00         | $114616.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $204000.00         | $15601.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 6.0000%  | 0.0000% | $1017.00           | $131.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 3.5000%  | 0.0000% | $1857015.00        | $610560.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $234.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1034.00           | $224.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1505.00           | $332.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $385.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $611.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $510.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 2.0000%  | 0.0000% | $43237.00          | $22703.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 3.0000%  | 0.0000% | $1001.00           | $448.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $558.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $686616.00         | $399414.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $16123.00          | $10042.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $597.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1011.00           | $603.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $42712.00          | $11029.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $692.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $737.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1001.00           | $700.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $644.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1014.00           | $729.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1664339.00        | $1251123.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $5380.00           | $3908.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $790.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $750.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.0000%  | 0.0000% | $1000.00           | $783.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $8000.00           | $6833.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1999.00           | $1192.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $829.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $802.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1804.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1010.00           | $880.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1040.00           | $976.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $924.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $3007.00           | $2391.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $935.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $871.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $920.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $276005.00         | $252918.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $29865.00          | $29225.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $164528.00         | $170506.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $1351.00           | $343.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1001.00           | $321.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1008.00           | $326.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $308.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $242.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $1001.00           | $412.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1013.00           | $302.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1002.00           | $499.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $216700.00         | $112819.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1846301.00        | $987449.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $333.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $613.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $1001.00           | $558.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $487.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $2007.00           | $1145.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1008.00           | $658.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $529.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $590.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $657.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $17644.00          | $11378.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1286.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1001.00           | $665.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $627.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $607.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $627.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $680.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $1001.00           | $639.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1049.00           | $783.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $1000.00           | $607.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $716.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $755.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 2.5000%  | 0.0000% | $1000.00           | $727.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $690.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $1045.00           | $753.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $783.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $679.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $49654.00          | $38986.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $1008.00           | $662.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $537.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $796.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1611.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $752.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $720.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $765.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $734.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $804.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $753.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $826.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $761.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1001.00           | $841.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 5.0000%  | 0.0000% | $1000.00           | $806.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $774.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1188.00           | $1000.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $776.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $31585.00          | $24081.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $668.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $884.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $868.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $923.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $970.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1009.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $28204.00          | $28213.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1075.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $303892.00         | $314397.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1001.00           | $6.89              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $1005.00           | $5.29              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-05-01      | 4.5000%  | 0.0000% | $822132.00         | $27288.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $1028.00           | $72.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.5400%  | 0.0000% | $3992078.00        | $38238.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $1590.00           | $20.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 5.0000%  | 0.0000% | $1010.00           | $38.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $1035.00           | $74.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $1000.00           | $84.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $1000.00           | $141.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 4.0000%  | 0.0000% | $1000.00           | $43.62             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $101.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 4.0000%  | 0.0000% | $1000.00           | $93.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $1010.00           | $78.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2237468.00        | $1306595.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $616.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1249.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1001.00           | $616.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.5000%  | 0.0000% | $13000.00          | $6600.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $270.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $209.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1001.00           | $405.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.0000%  | 0.0000% | $1000.00           | $252.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $1029.00           | $685.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $185570.00         | $91644.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $868.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 5.5000%  | 0.0000% | $1000.00           | $710.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $680.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $649.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 2.5000%  | 0.0000% | $9000.00           | $6074.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $24609.00          | $18625.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $712.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $758.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1023.00           | $609.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $784.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 3.5000%  | 0.0000% | $17000.00          | $13241.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $817.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $647.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $825.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $768.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $24517.00          | $20520.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $766.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $876.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $348496.00         | $287879.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $879.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $1000.00           | $991.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 6.2770%  | 0.0000% | $14110055.00       | $181690.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $2137.00           | $56.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $1000.00           | $77.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $358923.00         | $30003.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $35493568.00       | $4839752.87        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $853.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $577145.00         | $462168.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $869.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $981.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $857.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $914.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1005.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $514.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $920.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $960.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $942.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $627.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $837.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $60789.00          | $61067.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $857.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $970.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $988.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1006150.00        | $1042634.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1906.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 7.0000%  | 0.0000% | $1259360.00        | $1286148.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $708.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $986.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $990.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1976.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $874.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $860.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $4895920.00        | $4165620.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $6434.00           | $6035.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $923.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-25      | 2.0000%  | 0.0000% | $29399673.00       | $3172299.77        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $707.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $881.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $886.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $927.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1861.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1865.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $2000.00           | $1674.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $43522.00          | $45274.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $54166.00          | $56217.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $86400.00          | $89168.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1651440.00        | $223370.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-20      | 5.5000%  | 0.0000% | $230000.00         | $15153.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $1000.00           | $64.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-01-20      | 6.0000%  | 0.0000% | $167000.00         | $19901.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1047.00           | $102.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 6.5000%  | 0.0000% | $1016.00           | $95.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $1000.00           | $105.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $2120.00           | $260.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 6.0000%  | 0.0000% | $2808519.00        | $440497.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $16967.00          | $2001.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1024.00           | $93.30             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $14524884.00       | $1320493.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $491.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $47002.00          | $6364.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $389488.00         | $127539.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $1001.00           | $286.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $38000.00          | $24216.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $28000.00          | $11570.52          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1001.00           | $618.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $7362.00           | $5618.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $748.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $32322.00          | $20768.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $703.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $3040.00           | $1457.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $11470.00          | $8404.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $1008.00           | $882.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $170.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $24011.00          | $10015.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $1000.00           | $357.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $30000.00          | $18633.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $2000.00           | $1839.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $1008.00           | $1027.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $13051.00          | $12569.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $78692.00          | $64267.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1024.00           | $912.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $26339.00          | $24458.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $16093.00          | $13829.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $39703.00          | $37000.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $26792.00          | $21892.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $42576.00          | $34716.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $67263.00          | $65258.59          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $57287.00          | $57167.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2048.00           | $2046.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1024.00           | $1038.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $34411.00          | $23608.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $1000.00           | $70.63             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $222135.00         | $8402.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $1000.00           | $8.48              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $25000.00          | $95.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $1001.00           | $67.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1000.00           | $24.00             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 4.7500%  | 0.0000% | $1017392.00        | $988476.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7315%  | 0.0000% | $36534.00          | $33261.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $27587515.00       | $17398979.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.5615%  | 0.0000% | $1000.00           | $627.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $10624.00          | $7621.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8115%  | 0.0000% | $498024.00         | $339299.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.5000%  | 0.0000% | $1000.00           | $999.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0615%  | 0.0000% | $1118.00           | $329.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8615%  | 0.0000% | $3751.00           | $1437.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9615%  | 0.0000% | $10074.00          | $5101.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6615%  | 0.0000% | $47837.00          | $38706.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2615%  | 0.0000% | $91519.00          | $57201.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8115%  | 0.0000% | $423223.00         | $390334.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6615%  | 0.0000% | $678696.00         | $674418.33         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $5356600.00        | $5535403.01        | U.S. Treasuries (including strips)        |

### Security 81: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-06-25      | 0.0000%  | 0.0000% | $999400.00         | $987727.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $163.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $85.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $54556000.00       | $49367272.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $2400.00           | $2371.93           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $200.00            | $200.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $10666000.00       | $10840163.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $2000.00           | $2016.56           | U.S. Treasuries (including strips) |

### Security 82: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 2.8000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 4.5000%  | 0.0000% | $356059.00         | $31386.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1001.00           | $140.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $145.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $176.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $147.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $681997.00         | $103883.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $120.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $245.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 3.0000%  | 0.0000% | $1000.00           | $145.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $175.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $24981024.00       | $2607715.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1991.00           | $213.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.0000%  | 0.0000% | $265993.00         | $31058.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $155.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $86.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $75834.00          | $8858.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.0000%  | 0.0000% | $5050000.00        | $976243.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $102.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $41282.00          | $12092.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $1000.00           | $872.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $356.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $633.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $1016.00           | $549.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $598.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $536.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $711.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $764.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $701.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $750.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $694.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $695.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $3472116.00        | $2843489.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $816.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $14000.00          | $11165.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $12501.00          | $9674.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $817.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $1001.00           | $677.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1023.00           | $837.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $790.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $868.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $219.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $507165.00         | $137996.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1023.00           | $969.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $934.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $668.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $769.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $618.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $558.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $638031.00         | $389290.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $636.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1266.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $739.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.5000%  | 0.0000% | $1008.00           | $778.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $657.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $670.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $802.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $593.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 1.8000%  | 0.0000% | $38943.00          | $37051.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 5.5000%  | 0.0000% | $1003.00           | $155.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $184.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $173.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $548.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $524.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $559.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $427.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $550.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $531316.00         | $350565.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1001.00           | $728.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $787.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $687.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $673.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 6.0000%  | 0.0000% | $1194836.00        | $1201465.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $786.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $17325.00          | $13450.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $687.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $11999.00          | $9466.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $634.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $2698000.00        | $2250406.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $803.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $1021.00           | $944.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $793.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $866.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $906.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $918.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $1145074.00        | $1207785.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $496031.00         | $415842.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $886.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $244498.00         | $101184.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $362.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $534.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $431.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $666.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $691.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1098.00           | $710.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $3336.00           | $2408.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $4996.00           | $3857.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $91000.00          | $63194.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $711.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1612.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $711.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $788.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $793.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1275.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $782.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $9667.00           | $7746.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $834.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-01      | 2.0000%  | 0.0000% | $3032.00           | $1809.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $458.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.8172%  | 0.0000% | $144169.00         | $83690.55          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $2446.00           | $2324.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $987.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-25      | 2.4690%  | 0.0000% | $111179.00         | $42092.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.3148%  | 0.0000% | $1890.00           | $167.36            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $221989.00         | $78975.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 2.0000%  | 0.0000% | $1234678.00        | $1036552.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 3.7500%  | 0.0000% | $285000.00         | $278658.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $753780.00         | $393014.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.9172%  | 0.0000% | $245487.00         | $192805.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $3062926.00        | $3146856.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $6042519.00        | $6035393.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $975.56            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $78313.00          | $75182.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.9172%  | 0.0000% | $1000.00           | $811.07            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.9672%  | 0.0000% | $6615701.00        | $4774851.79        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-11-15      | 4.1000%  | 0.0000% | $1942721.00        | $1931634.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-01      | 5.0000%  | 0.0000% | $1023.00           | $28.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1000.00           | $104.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1003.00           | $19.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $98.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $1000.00           | $91.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $1006.00           | $142.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $1000.00           | $54.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $1000.00           | $109.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.0000%  | 0.0000% | $1001.00           | $46.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $150.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $163.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $1023.00           | $140.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 3.0000%  | 0.0000% | $1000.00           | $130.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $138.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-03-01      | 3.0000%  | 0.0000% | $1184.00           | $29.53             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $271000.00         | $8317.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 3.0000%  | 0.0000% | $1000.00           | $62.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $136.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $525000.00         | $40530.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $1000.00           | $243.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1002.00           | $747.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1046.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $871.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $911.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $910.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $836.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $806.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $930.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $911.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1078.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1104.00           | $1120.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $981.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1012.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $158.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $1001.00           | $60.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $52.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $244.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $231.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $222.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $184.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 3.0000%  | 0.0000% | $44000.00          | $9214.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $203.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1250.00           | $329.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | 0.0000% | $1000.00           | $179.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $82068.00          | $21607.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $306312.00         | $45608.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1024.00           | $139.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $143.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $388.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $276300.00         | $133045.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $294.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $520.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $746.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $653.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $502.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $582.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $606.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $960.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $728.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1190.00           | $1227.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $716.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1837700.00        | $983135.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1601224.00        | $1043731.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $8764.00           | $9228.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1260.00           | $1270.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $290.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $1004.00           | $48.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $1024.00           | $183.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 3.5000%  | 0.0000% | $1000.00           | $328.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $321.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $549406.00         | $275095.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1001.00           | $518.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $439.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $581.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $597.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 1.5000%  | 0.0000% | $1000.00           | $581.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $23258.00          | $15531.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $731.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $7111770.00        | $5241326.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $726.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $733.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $734.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $750.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $764.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $131851.00         | $113875.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $917.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $801.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $277745.00         | $271015.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1011.00           | $989.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $300.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $1006.00           | $255.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $27102.00          | $7327.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $239.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $475.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1008.00           | $385.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.0000%  | 0.0000% | $1000.00           | $390.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $573.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $567.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $537.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $547.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $460.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $520.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1111.00           | $621.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $599.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $2000.00           | $975.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $637.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $588.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $645.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $677.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $716.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $815.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $790.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $783.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $754.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $537.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1001.00           | $705.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $813.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $763.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $752.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $765.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $802.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $144690.00         | $127156.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $12958720.00       | $12694142.51       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $866.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1009.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $424447.00         | $440512.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $1000.00           | $5.47              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $1000.00           | $11.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $1007.00           | $6.00              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.5000%  | 0.0000% | $1039.00           | $10.25             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 5.5000%  | 0.0000% | $1035.00           | $12.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $1000.00           | $12.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1000.00           | $8.64              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $107.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $1024.00           | $64.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $101.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 3.0000%  | 0.0000% | $1000.00           | $152.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $83.30             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $506.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1070.00           | $145.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $173.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 1.5000%  | 0.0000% | $116747.00         | $64561.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $4593580.00        | $2460806.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $801.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $649.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $1000.00           | $633.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $681.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $690.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1513.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $1002.00           | $747.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.5000%  | 0.0000% | $192399.00         | $132893.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $711.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $647.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $651.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $514.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 4.0000%  | 0.0000% | $180195.00         | $146912.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $604.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $348780.00         | $333224.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $84.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.0000%  | 0.0000% | $255297.00         | $7104.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $853.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $125333.00         | $108955.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $845.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $981.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $886.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1009.00           | $1018.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $854.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $771280.00         | $775797.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1623.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $11475.00          | $10543.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1024841.00        | $773091.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $936.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $452380.00         | $461268.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $995.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $6003.00           | $5149.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1359590.00        | $1319444.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $2784.00           | $2378.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $988.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 7.0000%  | 0.0000% | $744428.00         | $760263.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $966.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $950.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $708.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1045.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1040.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $7000.00           | $7038.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1160784.00        | $1150613.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $986.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $41701.00          | $38638.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1023.00           | $714.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1008.00           | $819.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $970.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $2876.00           | $2682.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1068.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $1006.00           | $129.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1024.00           | $93.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1735424.00        | $1081104.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $650.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1024.00           | $505.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1006.00           | $482.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $1000.00           | $919.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $934.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1088.00           | $1055.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1001.00           | $1015.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.7315%  | 0.0000% | $2697600.00        | $2455984.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0615%  | 0.0000% | $250771.00         | $211685.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7415%  | 0.0000% | $10841095.00       | $10740094.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6615%  | 0.0000% | $1368.00           | $852.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.8115%  | 0.0000% | $298612.00         | $298637.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1000.00           | $466.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.5615%  | 0.0000% | $8995743.00        | $5646730.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.5615%  | 0.0000% | $23990144.00       | $16050301.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.7615%  | 0.0000% | $45270561.00       | $32811970.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.9615%  | 0.0000% | $6445796.00        | $4693583.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5415%  | 0.0000% | $4299328.00        | $2787769.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5615%  | 0.0000% | $2298856.00        | $1624437.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5715%  | 0.0000% | $2706110.00        | $1920708.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $42502.00          | $15557.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $638559.00         | $333567.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $1726198.00        | $1238363.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.6115%  | 0.0000% | $2038272.00        | $1789451.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8115%  | 0.0000% | $3343000.00        | $2277556.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8115%  | 0.0000% | $22288951.00       | $8414741.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6815%  | 0.0000% | $450818.00         | $345216.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.6615%  | 0.0000% | $17792.00          | $9729.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.7715%  | 0.0000% | $8004760.00        | $3328495.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.5000%  | 0.0000% | $1000.00           | $999.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5615%  | 0.0000% | $28570847.00       | $8839668.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1615%  | 0.0000% | $2119490.00        | $652478.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.0615%  | 0.0000% | $998224.00         | $302709.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.7115%  | 0.0000% | $4581250.00        | $3933337.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9615%  | 0.0000% | $1736499.00        | $564116.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9115%  | 0.0000% | $1855892.00        | $733621.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8615%  | 0.0000% | $1696.00           | $650.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $605932.00         | $623719.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8615%  | 0.0000% | $1001721.00        | $456067.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9615%  | 0.0000% | $78751.00          | $39877.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7615%  | 0.0000% | $451717.00         | $334249.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7715%  | 0.0000% | $229056.00         | $141129.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7615%  | 0.0000% | $855168.00         | $538543.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6815%  | 0.0000% | $1959484.00        | $1586581.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9815%  | 0.0000% | $350888.00         | $319205.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8115%  | 0.0000% | $257014.00         | $237041.45         | Agency Collateralized Mortgage Obligation |

### Security 83: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2029-07-15      | 6.0000%  | 0.0000% | $324997.00         | $2085.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 3.5000%  | 0.0000% | $5990280.00        | $4099657.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 2.5000%  | 0.0000% | $5711448.00        | $854277.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 1.5000%  | 0.0000% | $3000000.00        | $1225996.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.9172%  | 0.0000% | $40000000.00       | $31190171.37       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-08-25      | 4.7500%  | 0.0000% | $18055000.00       | $17088340.49       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-25      | 4.5000%  | 0.0000% | $1000000.00        | $965181.00         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-03-25      | 4.0000%  | 0.0000% | $1998845.00        | $1153.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-04-15      | 5.5000%  | 0.0000% | $2000000.00        | $381859.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 5.2274%  | 0.0000% | $999999.00         | $266862.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.1917%  | 0.0000% | $5564700.00        | $1836140.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5115%  | 0.0000% | $6195300.00        | $3288275.22        | Agency Collateralized Mortgage Obligation |

### Security 84: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 2.8800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $97457900.00       | $100076268.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $23700900.00       | $24037976.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $42667300.00       | $44082824.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $15134100.00       | $15402978.86       | U.S. Treasuries (including strips) |

### Security 85: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $16900.00          | $18092.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $1900.00           | $2582.76           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $11500.00          | $14235.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $98200.00          | $102061.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $38858700.00       | $41371588.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $105.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $109400.00         | $111583.55         | U.S. Treasuries (including strips) |

### Security 86: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $46238600.00       | $36829179.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $753800.00         | $576856.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $314000.00         | $266662.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $200.00            | $195.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $300.00            | $321.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $6585900.00        | $7031463.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $3700.00           | $3973.29           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $900.00            | $922.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $22000.00          | $22857.18          | U.S. Treasuries (including strips) |

### Security 87: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $61000000.00
- **C.18.a - Value (excl. sponsor support):** $61000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-07      | 0.0000%  | 0.0000% | $200.00            | $198.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $1500.00           | $1605.86           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $25663800.00       | $20441291.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $8789300.00        | $6726139.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $1000.00           | $1011.41           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $21900.00          | $21078.42          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $95900.00          | $91272.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $148400.00         | $147579.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $64900.00          | $61364.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $5852000.00        | $5777130.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $90.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $400.00            | $391.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $12420400.00       | $12482460.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $16672000.00       | $16803984.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $34900.00          | $35134.58          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $2700.00           | $2816.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $38200.00          | $39688.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $808000.00         | $830244.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |

### Security 88: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2029-10-01      | 7.0000%  | 0.0000% | $4999500.00        | $5291.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 5.5000%  | 0.0000% | $1540733.00        | $874.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $8698164.00        | $7121886.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $3486095.00        | $3263997.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1290836.00        | $1224232.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1156107.00        | $1189868.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2058-08-01      | 3.5000%  | 0.0000% | $12410000.00       | $3781823.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $77000.00          | $7738.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $210307.00         | $19093.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $14182467.00       | $10380511.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $11925104.00       | $7984542.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $2000000.00        | $1834841.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $624536.00         | $635665.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $4055960.00        | $3627177.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $5394402.00        | $2168958.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $19947844.00       | $12780521.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $39000.00          | $26673.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $521418.00         | $393640.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $40000.00          | $26248.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-25      | 3.5000%  | 0.0000% | $400000.00         | $239517.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 3.5000%  | 0.0000% | $199096.00         | $20404.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $23257523.00       | $22757834.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 3.5000%  | 0.0000% | $2178467.00        | $2067515.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.0000%  | 0.0000% | $1099993.00        | $41139.96          | Agency Mortgage-Backed Securities |

### Security 89: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-07-16      | 0.0000%  | 0.0000% | $209100.00         | $206302.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-02      | 0.0000%  | 0.0000% | $2424700.00        | $2402504.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $49300.00          | $36828.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $55388100.00       | $56406230.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 0.0000%  | 0.0000% | $6.81              | $4.88              | U.S. Treasuries (including strips) |

### Security 90: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-03-05      | 0.0000%  | 0.0000% | $11926200.00       | $11922622.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-04      | 0.0000%  | 0.0000% | $9945700.00        | $9853185.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-24      | 0.0000%  | 0.0000% | $11208000.00       | $10894557.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-07      | 0.0000%  | 0.0000% | $6661600.00        | $6637458.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-16      | 0.0000%  | 0.0000% | $8103000.00        | $7994598.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-26      | 0.0000%  | 0.0000% | $7281400.00        | $7220039.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $75056100.00       | $68969681.01       | U.S. Treasuries (including strips) |

### Security 91: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $1831.00           | $33.27             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $1287.00           | $16.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $554821.00         | $284319.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $1042.00           | $579.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0672%  | 0.0000% | $35988550.00       | $32635641.50       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5792%  | 0.0000% | $8212845.00        | $8266773.84        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1013.00           | $176.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $470300.00         | $309764.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $13127028.00       | $12287040.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 7.0000%  | 0.0000% | $13182.00          | $13558.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $301569.00         | $145031.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $157871.00         | $102072.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $5814.00           | $5841.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1028.00           | $155.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $1020.00           | $109.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $1152.00           | $116.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $286.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $732.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1008.00           | $567.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1026.00           | $707.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $1008.00           | $663.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $747.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $13953161.00       | $10125351.09       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $746.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $414.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $845.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $1024.00           | $903.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1008.00           | $738.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $1616.00           | $1437.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $1000.00           | $810.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1250.00           | $942.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2000.00           | $1670.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1100.00           | $1094.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1026.00           | $1040.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $5777106.00        | $5521382.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1041.00           | $1031.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $838560.00         | $846040.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1048.00           | $1092.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $490.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.8615%  | 0.0000% | $7009356.00        | $6013898.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7615%  | 0.0000% | $245549.00         | $236084.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.6615%  | 0.0000% | $25296247.00       | $24637430.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $302998.00         | $180377.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $1778498.00        | $696433.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7115%  | 0.0000% | $2316929.00        | $1692740.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8615%  | 0.0000% | $1068372.00        | $828685.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.6615%  | 0.0000% | $1101.00           | $1009.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 4.8615%  | 0.0000% | $4739400.00        | $3063788.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.7115%  | 0.0000% | $7936.00           | $5618.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8615%  | 0.0000% | $74558.00          | $70311.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0615%  | 0.0000% | $38689.00          | $35155.39          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2047-02-15      | 0.0000%  | 0.0000% | $100.00            | $37.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 1.0000%  | 0.0000% | $2400.00           | $2569.38           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $185.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 2.3750%  | 0.0000% | $2800.00           | $2742.47           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $104.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $23200.00          | $23676.99          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $913.89            | $655.10            | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9B9Y73, C.3 - LEI: N/A, C.5 - Other ID: BIV9B9Y73
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2034-05-15      | 4.3750%  | 0.0000% | $29142400.00       | $30600046.33       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9BRXZ2, C.3 - LEI: N/A, C.5 - Other ID: BIV9BRXZ2
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 BOND | 2040-08-15      | 3.8750%  | 0.0000% | $7978000.00        | $7596863.26        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-05-15      | 2.2500%  | 0.0000% | $13000000.00       | $9950214.15        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-05-15      | 2.8750%  | 0.0000% | $24708800.00       | $18152954.16       | U.S. Treasuries (including strips) |

### Security 94: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.710000%
- **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: BIV9GL5L2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9GL5L2
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association                  | 2055-02-25      | 5.0672%  | 0.0000% | $8000000.00        | $5328797.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2030-12-26      | 3.8792%  | 0.0000% | $18000000.00       | $8408189.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2052-08-25      | 4.5000%  | 0.0000% | $6300000.00        | $4501909.99        | Agency Debentures and Agency Strips       |
| FHLMC SCRTT SERIES 2017-3      MB     20560725 3.00000 | 2056-07-25      | 3.0000%  | 0.0000% | $6037435.00        | $4902552.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-11-20      | 4.7115%  | 0.0000% | $17609999.00       | $17658551.11       | Agency Collateralized Mortgage Obligation |

### Security 95: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **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: BIV9H4ED7, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9H4ED7
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 5.5000%  | 0.0000% | $8763951.70        | $7703671.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $9608435.05        | $9803382.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 4.5000%  | 0.0000% | $8064314.75        | $7992945.56        | Agency Mortgage-Backed Securities |

### Security 96: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HBCK7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9HBCK7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **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 BOND               | 2045-08-15      | 2.8750%  | 0.0000% | $10.00             | $7.78              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-08-15      | 2.2500%  | 0.0000% | $5416500.00        | $3707869.71        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-11-15      | 2.8750%  | 0.0000% | $9499670.00        | $7352826.93        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2047-02-15      | 3.0000%  | 0.0000% | $6365530.00        | $4976058.77        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-05-15      | 3.1250%  | 0.0000% | $10.00             | $7.97              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-08-15      | 2.2500%  | 0.0000% | $2679730.00        | $1750744.94        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-02-15      | 2.0000%  | 0.0000% | $1799970.00        | $1102006.40        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-08-15      | 1.3750%  | 0.0000% | $10.00             | $5.15              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-11-15      | 1.3750%  | 0.0000% | $6655410.00        | $4491545.04        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-05-15      | 2.3750%  | 0.0000% | $50.00             | $33.16             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-08-15      | 1.7500%  | 0.0000% | $10995040.00       | $7678035.56        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-11-15      | 1.8750%  | 0.0000% | $3999980.00        | $2330747.31        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-11-15      | 2.0000%  | 0.0000% | $4479910.00        | $3255966.59        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-02-15      | 2.2500%  | 0.0000% | $6700010.00        | $4243423.57        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-05-15      | 2.8750%  | 0.0000% | $1999890.00        | $1469270.52        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-05-15      | 3.6250%  | 0.0000% | $9999640.00        | $8492117.92        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-11-15      | 4.7500%  | 0.0000% | $3899080.00        | $4066788.82        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-05-15      | 4.6250%  | 0.0000% | $8069480.00        | $8150596.78        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-08-15      | 4.2500%  | 0.0000% | $8583090.00        | $8052370.42        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-02-15      | 4.6250%  | 0.0000% | $1115770.00        | $1114360.95        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-05-15      | 5.0000%  | 0.0000% | $80600.00          | $86361.26          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-08-15      | 4.7500%  | 0.0000% | $60.00             | $61.19             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-11-15      | 4.6250%  | 0.0000% | $2059340.00        | $2100272.04        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-11-30      | 1.2500%  | 0.0000% | $10.00             | $9.86              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2033-05-15      | 3.3750%  | 0.0000% | $660030.00         | $650574.50         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-08-31      | 4.3750%  | 0.0000% | $707330.00         | $738945.63         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-02-28      | 4.2500%  | 0.0000% | $1380220.00        | $1453416.65        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-04-30      | 4.6250%  | 0.0000% | $14720.00          | $15467.88          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-06-15      | 4.6250%  | 0.0000% | $11725020.00       | $12002029.14       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-08-31      | 3.7500%  | 0.0000% | $3492870.00        | $3584122.66        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-11-15      | 4.2500%  | 0.0000% | $333380.00         | $346369.47         | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2035-01-15      | 2.1250%  | 0.0000% | $4595000.00        | $4929368.17        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-05-31      | 3.8750%  | 0.0000% | $337200.00         | $341964.50         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-09-30      | 3.5000%  | 0.0000% | $3463200.00        | $3516253.03        | U.S. Treasuries (including strips) |

### Security 97: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HEHM2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9HEHM2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL | 2026-05-07      | 0.0000%  | 0.0000% | $899988.89         | $894048.96         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-08-15      | 2.8750%  | 0.0000% | $8500.00           | $6611.77           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-08-15      | 2.2500%  | 0.0000% | $1027377.78        | $703292.34         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $344.44            | $266.60            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-02-15      | 3.0000%  | 0.0000% | $5315222.22        | $4155012.73        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-05-15      | 3.1250%  | 0.0000% | $6622.22           | $5274.62           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-08-15      | 3.0000%  | 0.0000% | $30555555.56       | $23497817.30       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-08-15      | 2.2500%  | 0.0000% | $22.22             | $14.52             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-11-15      | 1.3750%  | 0.0000% | $139522.22         | $94159.54          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-08-15      | 2.0000%  | 0.0000% | $10422155.56       | $6240255.04        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $1044.44           | $729.35            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 2.0000%  | 0.0000% | $772955.56         | $561778.58         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-02-15      | 2.2500%  | 0.0000% | $2403400.00        | $1522183.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-02-15      | 2.3750%  | 0.0000% | $422222.22         | $321241.99         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-05-15      | 2.8750%  | 0.0000% | $7666677.78        | $5632521.62        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-05-15      | 3.6250%  | 0.0000% | $333.33            | $283.08            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-11-15      | 4.7500%  | 0.0000% | $13388733.33       | $13964615.01       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-02-15      | 4.2500%  | 0.0000% | $16888888.89       | $15846284.41       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $11.11             | $11.22             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-08-15      | 4.2500%  | 0.0000% | $1146677.78        | $1075775.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $226811.11         | $243023.49         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-08-15      | 4.7500%  | 0.0000% | $4581388.89        | $4671906.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-11-15      | 4.6250%  | 0.0000% | $418355.56         | $423127.02         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-11-15      | 4.6250%  | 0.0000% | $55.56             | $56.66             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-11-15      | 1.3750%  | 0.0000% | $7659488.89        | $6806469.05        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 1.2500%  | 0.0000% | $14850466.67       | $14640040.29       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-08-31      | 4.3750%  | 0.0000% | $1111400.00        | $1161076.41        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-02-28      | 4.2500%  | 0.0000% | $1510144.44        | $1590231.33        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-04-30      | 4.6250%  | 0.0000% | $9373111.11        | $9849328.23        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-06-15      | 4.6250%  | 0.0000% | $1543044.44        | $1579499.60        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-08-31      | 3.7500%  | 0.0000% | $7229811.11        | $7418692.88        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-11-15      | 4.2500%  | 0.0000% | $10135177.78       | $10530074.15       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-02-15      | 4.6250%  | 0.0000% | $3332666.67        | $3518526.65        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-05-15      | 4.2500%  | 0.0000% | $9162444.44        | $9502306.49        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-05-31      | 3.8750%  | 0.0000% | $3696722.22        | $3748955.38        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-08-15      | 4.2500%  | 0.0000% | $133.33            | $136.74            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-09-30      | 3.5000%  | 0.0000% | $2752211.11        | $2794372.44        | U.S. Treasuries (including strips) |

### Security 98: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HEHN0, C.3 - LEI: N/A, C.5 - Other ID: BIV9HEHN0
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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?:** 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 | 2045-05-15      | 5.0000%  | 0.0000% | $9519600.00        | $10200057.59       | U.S. Treasuries (including strips) |

### Security 99: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.700000%
- **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: BIV9HL291, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9HL291
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **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? 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 | 2055-07-20      | 5.1615%  | 0.0000% | $14583333.33       | $14203906.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $43233272.98       | $26707957.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $6005768.42        | $3530304.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.4615%  | 0.0000% | $28042734.13       | $26957831.90       | Agency Collateralized Mortgage Obligation |

### Security 100: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HL3Y5, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9HL3Y5
- **C.18 - Value (incl. sponsor support):** $25002250.00
- **C.18.a - Value (excl. sponsor support):** $25002250.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.5 31-JAN-2030 | 2030-01-31      | 3.5000%  | 0.0000% | $25480000.00       | $25591541.00       | U.S. Treasuries (including strips) |

### Security 101: Societe Generale

- **C.1 - Title:** Societe Generale 3.700000%
- **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: BIV9HL6H9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9HL6H9
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **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? 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          | 2030-06-01      | 5.1830%  | 0.0000% | $3378188.25        | $1123.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 6.2430%  | 0.0000% | $689256.20         | $8792.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 4.0000%  | 0.0000% | $25000.00          | $3101.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 4.0000%  | 0.0000% | $25000.00          | $2870.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $54005.00          | $33907.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $53017.80          | $31525.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $56024.40          | $30018.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $55874.70          | $44100.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 4.5000%  | 0.0000% | $600000.00         | $600624.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $55994.50          | $45836.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 7.0000%  | 0.0000% | $52368.65          | $51381.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 7.0000%  | 0.0000% | $53347.10          | $43991.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 4.2370%  | 0.0000% | $1764250.00        | $637.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.4500%  | 0.0000% | $1600000.00        | $198.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.3480%  | 0.0000% | $1350000.00        | $1038.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 4.1210%  | 0.0000% | $1500000.00        | $24.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-15      | 4.7727%  | 0.0000% | $1062500.00        | $8969.56           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-25      | 4.4817%  | 0.0000% | $844750.20         | $8901.91           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $56405.90          | $28758.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $50318.00          | $46445.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $50270.35          | $45328.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $52873.95          | $43607.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $50197.50          | $46789.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $54751.45          | $48982.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $81718.80          | $86351.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $80317.55          | $74108.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 4.0000%  | 0.0000% | $27500.00          | $5407.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $25000.00          | $6476.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $80906.45          | $28393.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $352380.35         | $245057.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $2066825.10        | $1512206.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $475000.00         | $465383.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $475000.00         | $472668.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 4.5000%  | 0.0000% | $300000.00         | $303639.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 4.4400%  | 0.0000% | $725000.00         | $729267.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-15      | 1.6600%  | 0.0000% | $392740.15         | $16288.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $83347608.40       | $9999076.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $17600460.00       | $5790339.23        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $31500.00          | $21879.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $6249576.00        | $4704748.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-02-15      | 6.6200%  | 0.0000% | $500.00            | $570.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-12-15      | 4.2100%  | 0.0000% | $50.00             | $47.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.5000%  | 0.0000% | $298861.60         | $289656.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-06-15      | 5.2400%  | 0.0000% | $158965.00         | $161839.16         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-11-15      | 5.5700%  | 0.0000% | $939234.10         | $998595.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-01-15      | 5.5000%  | 0.0000% | $50.00             | $51.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-03-15      | 4.7400%  | 0.0000% | $173027.00         | $170523.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-12-15      | 5.4500%  | 0.0000% | $50.00             | $52.97             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-04-15      | 5.1700%  | 0.0000% | $25000.00          | $25745.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-10-15      | 4.1900%  | 0.0000% | $444200.00         | $421668.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.0000%  | 0.0000% | $50.00             | $47.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2070-10-20      | 6.4240%  | 0.0000% | $74900.00          | $51425.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2062-01-15      | 3.2500%  | 0.0000% | $50.00             | $37.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $55425.00          | $58814.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $136475.00         | $144820.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $50.00             | $53.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $64300.00          | $68232.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $50.00             | $53.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $50.00             | $53.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $50.00             | $53.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-02-15      | 4.3500%  | 0.0000% | $50.00             | $48.14             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-07-15      | 2.5700%  | 0.0000% | $50.00             | $42.53             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 4.3500%  | 0.0000% | $400.00            | $385.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-02-15      | 5.0400%  | 0.0000% | $650.00            | $652.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-07-15      | 4.1400%  | 0.0000% | $499900.00         | $482147.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2072-04-20      | 6.4000%  | 0.0000% | $50.00             | $34.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-05-15      | 4.7600%  | 0.0000% | $50.00             | $49.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-06-15      | 5.0500%  | 0.0000% | $50.05             | $50.00             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-20      | 3.5000%  | 0.0000% | $11650.00          | $3461.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-01-15      | 5.3800%  | 0.0000% | $50.00             | $50.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-01-20      | 6.4240%  | 0.0000% | $50.00             | $42.47             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-02-20      | 6.3720%  | 0.0000% | $50.15             | $40.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-03-20      | 6.4260%  | 0.0000% | $264265.10         | $228245.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-01-15      | 5.7000%  | 0.0000% | $50.00             | $51.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-15      | 5.6700%  | 0.0000% | $50.00             | $48.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-05-15      | 5.4400%  | 0.0000% | $50.00             | $51.51             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 4.5200%  | 0.0000% | $50.10             | $48.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-03-20      | 6.3680%  | 0.0000% | $50.00             | $46.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 4.9200%  | 0.0000% | $50.00             | $49.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-04-20      | 6.3550%  | 0.0000% | $50.15             | $44.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-04-20      | 6.3030%  | 0.0000% | $286343.20         | $265722.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-10-15      | 4.6700%  | 0.0000% | $5300.00           | $5291.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-05-15      | 5.9500%  | 0.0000% | $36300.00          | $39317.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-09-15      | 5.3300%  | 0.0000% | $11474.15          | $11911.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-05-15      | 5.5300%  | 0.0000% | $11481.75          | $12078.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-04-15      | 5.7900%  | 0.0000% | $400.05            | $428.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-05-15      | 5.8000%  | 0.0000% | $50.00             | $54.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-07-15      | 5.3500%  | 0.0000% | $9257.75           | $9683.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-05-15      | 5.7600%  | 0.0000% | $75700.00          | $80978.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $165790.00         | $171880.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $25320.30          | $26250.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2075-03-20      | 6.3520%  | 0.0000% | $126535.55         | $129816.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-08-15      | 6.2800%  | 0.0000% | $21292.75          | $23290.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-11-15      | 5.5900%  | 0.0000% | $50.00             | $53.17             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-07-15      | 4.4400%  | 0.0000% | $52850.00          | $51841.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-08-15      | 6.3000%  | 0.0000% | $100.10            | $110.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.9400%  | 0.0000% | $6091.35           | $6602.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $32325.00          | $33664.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-15      | 5.4900%  | 0.0000% | $50.00             | $52.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-15      | 5.6800%  | 0.0000% | $25000.00          | $26697.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-03-15      | 5.4300%  | 0.0000% | $97388.30          | $101983.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-12-15      | 5.4300%  | 0.0000% | $97000.00          | $102390.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-03-15      | 5.1600%  | 0.0000% | $614875.00         | $631328.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $350000.00         | $353797.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6152073.60        | $5595177.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $12500000.00       | $12127504.29       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1554513.05        | $1570447.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $400000.00         | $406194.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $350000.00         | $355085.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-20      | 5.6250%  | 0.0000% | $3353044.75        | $50.67             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $5000000.00        | $159.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $11635662.85       | $272.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $2490100.00        | $63.67             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $2505214.65        | $62.68             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $7500000.00        | $191.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-20      | 5.3750%  | 0.0000% | $2000000.00        | $119.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-20      | 5.3750%  | 0.0000% | $2500000.00        | $220.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-10-20      | 5.1250%  | 0.0000% | $2575000.00        | $244.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $5435985.85        | $57.85             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $2352135.45        | $31.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-12-20      | 5.1250%  | 0.0000% | $3389437.35        | $527.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $2900667.75        | $599.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $5000000.00        | $770.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $1051442.00        | $242.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $3488436.75        | $614.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 5.6250%  | 0.0000% | $11952835.90       | $1589.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-06-20      | 5.6250%  | 0.0000% | $1355842.85        | $427.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 5.1250%  | 0.0000% | $1539698.50        | $478.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-08-20      | 5.3750%  | 0.0000% | $9610883.75        | $2640.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-09-20      | 5.3750%  | 0.0000% | $9491266.20        | $1874.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-20      | 5.1250%  | 0.0000% | $838100.70         | $247.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-20      | 5.1250%  | 0.0000% | $13032444.55       | $3142.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-12-20      | 5.1250%  | 0.0000% | $2387499.90        | $558.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-12-20      | 5.1250%  | 0.0000% | $13555931.60       | $4627.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-01-20      | 5.6250%  | 0.0000% | $756554.80         | $416.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-04-20      | 5.6250%  | 0.0000% | $558350.15         | $198.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 5.6250%  | 0.0000% | $1000000.00        | $606.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 5.6250%  | 0.0000% | $1241435.15        | $607.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-03-20      | 5.6250%  | 0.0000% | $3422906.85        | $1276.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-20      | 5.6250%  | 0.0000% | $4754893.05        | $1309.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-20      | 5.6250%  | 0.0000% | $1680981.00        | $911.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-20      | 5.6250%  | 0.0000% | $1448819.60        | $422.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-20      | 5.6250%  | 0.0000% | $3221233.65        | $2334.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-20      | 3.9817%  | 0.0000% | $1225970.95        | $13042.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-16      | 3.9941%  | 0.0000% | $2500000.00        | $9937.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-02-20      | 4.0817%  | 0.0000% | $1436000.00        | $5094.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-03-16      | 4.0741%  | 0.0000% | $2177476.65        | $2363.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-12-16      | 3.9741%  | 0.0000% | $1900524.30        | $626.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-03-16      | 4.0241%  | 0.0000% | $1027805.70        | $4616.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-16      | 4.0241%  | 0.0000% | $1539616.10        | $13418.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-08-16      | 4.0741%  | 0.0000% | $120.00            | $2.53              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-20      | 3.9817%  | 0.0000% | $1100000.00        | $12115.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-02-20      | 3.9317%  | 0.0000% | $1500000.00        | $15608.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-20      | 4.0817%  | 0.0000% | $248.85            | $3.16              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 4.0817%  | 0.0000% | $1079099.50        | $9460.66           | Agency Collateralized Mortgage Obligation |

### Security 102: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HL6W6, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9HL6W6
- **C.18 - Value (incl. sponsor support):** $99375000.00
- **C.18.a - Value (excl. sponsor support):** $99375000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $100000000.00      | $101538224.00      | U.S. Treasuries (including strips) |

### Security 103: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HRZ84, C.3 - LEI: N/A, C.5 - Other ID: BIV9HRZ84
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $34032000.00       | $35700012.66       | U.S. Treasuries (including strips) |

### Security 104: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HS585, C.3 - LEI: N/A, C.5 - Other ID: BIV9HS585
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $37492000.00       | $35700036.08       | U.S. Treasuries (including strips) |

### Security 105: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HY6E8, C.3 - LEI: N/A, C.5 - Other ID: BIV9HY6E8
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2032-01-31      | 4.3750%  | 0.0000% | $159142200.00      | $165875048.40      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-05-15      | 3.7500%  | 0.0000% | $137642000.00      | $140124990.20      | U.S. Treasuries (including strips) |

### Security 106: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYC92, C.3 - LEI: N/A, C.5 - Other ID: BIV9HYC92
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Bond 3 08/15/2048     | 2048-08-15      | 3.0000%  | 0.0000% | $300000000.00      | $31660847.80       | U.S. Treasuries (including strips) |
| T Bond 3.375 11/15/2048 | 2048-11-15      | 3.3750%  | 0.0000% | $300000000.00      | $61910816.25       | U.S. Treasuries (including strips) |
| T Bond 3 02/15/2049     | 2049-02-15      | 3.0000%  | 0.0000% | $300000000.00      | $38071216.50       | U.S. Treasuries (including strips) |
| T Bond 2.375 11/15/2049 | 2049-11-15      | 2.3750%  | 0.0000% | $300000000.00      | $174357245.87      | U.S. Treasuries (including strips) |

### Security 107: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **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: BIV9HYCN1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9HYCN1
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $88502765.00       | $46233725.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $44087739.00       | $35366274.25       | Agency Mortgage-Backed Securities |

### Security 108: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYCP6, C.3 - LEI: N/A, C.5 - Other ID: BIV9HYCP6
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 5.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 | 2026-04-15      | 0.1250%  | 0.0000% | $309122200.00      | $382500077.75      | U.S. Treasuries (including strips) |

### Security 109: Fixed Income Clearing Corp. - ING Financial Markets, LLC

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYCT8, C.3 - LEI: N/A, C.5 - Other ID: BIV9HYCT8
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $79.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $52897600.00       | $50999986.86       | U.S. Treasuries (including strips) |

### Security 110: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYEU3, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9HYEU3
- **C.18 - Value (incl. sponsor support):** $61652351.00
- **C.18.a - Value (excl. sponsor support):** $61652351.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $4070067.88        | $337590.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $11632519.06       | $856707.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $6704600.38        | $656956.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $15780772.82       | $3184112.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $3250990.99        | $761025.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $5639929.06        | $1268333.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $374496.24         | $82171.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $435342.13         | $187498.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $1261533.81        | $132346.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $34897557.17       | $3399628.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $3355749.10        | $327016.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $9652501.46        | $6391419.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $3778161.20        | $2760592.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1573942.21        | $1184880.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1781270.74        | $1333641.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $743500.94         | $549779.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1819119.97        | $1357876.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $78465.71          | $33510.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $7894180.53        | $6376664.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $6474153.79        | $6494295.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $16674.09          | $15483.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2515279.47        | $2161427.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $12099269.24       | $9865753.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $5790720.95        | $4645196.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $9654424.00        | $9662624.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1821214.14        | $1182381.73        | Agency Mortgage-Backed Securities |

### Security 111: Banco Santander

- **C.1 - Title:** Banco Santander 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYEW9, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV9HYEW9
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2038-07-01      | 6.0500%  | 0.0000% | $4019.25           | $147.15            | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-11-01      | 3.5000%  | 0.0000% | $206100.00         | $25067.95          | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2046-03-01      | 3.5000%  | 0.0000% | $238125.00         | $24993.12          | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $75.38             | $2.00              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $75.00             | $2.36              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2036-11-01      | 3.0000%  | 0.0000% | $89325.90          | $16893.56          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-03-01      | 3.5000%  | 0.0000% | $2228428.88        | $235042.88         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-06-01      | 4.5000%  | 0.0000% | $379.20            | $86.89             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-02-01      | 4.5000%  | 0.0000% | $92120.55          | $25985.59          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 4.5000%  | 0.0000% | $75.00             | $14.19             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-04-01      | 3.5000%  | 0.0000% | $75.00             | $13.23             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-04-01      | 3.5000%  | 0.0000% | $52125.00          | $10114.42          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-03-01      | 2.0000%  | 0.0000% | $75.00             | $68.40             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-08-01      | 2.5000%  | 0.0000% | $3525.00           | $2196.39           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $70275.00          | $42343.47          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-02-01      | 3.5000%  | 0.0000% | $76.80             | $33.28             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 4.5000%  | 0.0000% | $55928.62          | $41099.28          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $429608.40         | $370555.95         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $76.80             | $66.33             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.5000%  | 0.0000% | $1510.50           | $1157.86           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $226.20            | $182.82            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 5.5000%  | 0.0000% | $227.40            | $170.65            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $75.60             | $49.90             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.5000%  | 0.0000% | $75.00             | $56.56             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 6.0000%  | 0.0000% | $75.00             | $57.33             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $1732557.68        | $1353801.55        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $5240547.60        | $4354356.45        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $78.60             | $63.81             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 4.5000%  | 0.0000% | $1283591.85        | $1097738.29        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.5000%  | 0.0000% | $2755698.30        | $2260494.06        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $76.80             | $63.38             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $119915.10         | $100583.63         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.0000%  | 0.0000% | $18548.40          | $16400.75          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 5.5000%  | 0.0000% | $75.60             | $66.07             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-06-01      | 3.5000%  | 0.0000% | $75.00             | $15.60             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $76.20             | $63.73             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $3365011.80        | $3156963.01        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $1889.40           | $1218.29           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.5000%  | 0.0000% | $23325.00          | $14886.75          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.5000%  | 0.0000% | $2025.00           | $1515.13           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $1060.12           | $759.04            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $14346081.38       | $11258225.10       | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $2800.05           | $1969.60           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.0000%  | 0.0000% | $5625.00           | $5382.65           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 5.5000%  | 0.0000% | $75.00             | $56.86             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $3130.50           | $2361.71           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.0000%  | 0.0000% | $207862.65         | $163078.16         | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $77.85             | $9.52              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $75.00             | $6.19              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $152.18            | $30.08             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-05-01      | 4.0000%  | 0.0000% | $304.80            | $41.35             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $75.60             | $12.60             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-07-01      | 4.0000%  | 0.0000% | $383.40            | $60.04             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-03-01      | 4.0000%  | 0.0000% | $312.00            | $52.80             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $150.00            | $29.01             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $151.20            | $37.04             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-07-01      | 4.0000%  | 0.0000% | $76.80             | $20.85             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-05-01      | 4.5000%  | 0.0000% | $75.60             | $16.31             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $230.40            | $158.21            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $76.80             | $51.77             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $537.60            | $386.59            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $150.00            | $103.51            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $96.75             | $64.76             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $76.80             | $53.39             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $228.60            | $156.50            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.0000%  | 0.0000% | $200327.55         | $153093.26         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.5000%  | 0.0000% | $307.20            | $214.22            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.5000%  | 0.0000% | $75.60             | $54.57             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 2.0000%  | 0.0000% | $53151.52          | $39713.19          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $150.60            | $109.44            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $152.40            | $113.80            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $75.00             | $48.03             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $75.00             | $43.42             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $75.00             | $48.69             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.0000%  | 0.0000% | $507840.60         | $453074.51         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 5.0000%  | 0.0000% | $261909.60         | $204814.01         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.0000%  | 0.0000% | $181215.60         | $142163.54         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-06-01      | 7.0000%  | 0.0000% | $97371.15          | $102072.34         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 7.0000%  | 0.0000% | $60923.18          | $54584.22          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-03-01      | 3.0000%  | 0.0000% | $304.20            | $218.55            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.5000%  | 0.0000% | $75.00             | $64.08             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $77.18             | $57.48             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $229.20            | $173.30            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $75.00             | $52.24             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.5000%  | 0.0000% | $225.00            | $177.12            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 3.0000%  | 0.0000% | $75.60             | $41.77             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $846560.40         | $632742.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-08-25      | 4.8172%  | 0.0000% | $6151973.92        | $6056600.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-12-25      | 4.8672%  | 0.0000% | $547499.40         | $532224.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-12-25      | 4.8672%  | 0.0000% | $312953.62         | $308030.79         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2052-02-25      | 2.5000%  | 0.0000% | $14975655.68       | $9213914.62        | Agency Debentures and Agency Strips       |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-12-25      | 4.8672%  | 0.0000% | $1211932.80        | $1151588.93        | Agency Debentures and Agency Strips       |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-12-25      | 4.8672%  | 0.0000% | $1818319.65        | $1785661.05        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 5.0000%  | 0.0000% | $79.20             | $8.43              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-06-01      | 4.0000%  | 0.0000% | $75.00             | $11.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-05-01      | 3.5000%  | 0.0000% | $76.80             | $6.61              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-03-01      | 3.5000%  | 0.0000% | $308.40            | $73.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-07-01      | 3.0000%  | 0.0000% | $5560418.70        | $822220.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-04-01      | 4.5000%  | 0.0000% | $76.80             | $15.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-05-01      | 4.0000%  | 0.0000% | $75.00             | $16.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-06-01      | 4.0000%  | 0.0000% | $300.00            | $44.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-09-01      | 3.5000%  | 0.0000% | $840873.00         | $196166.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $75.00             | $14.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $235.20            | $42.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $228.08            | $32.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-08-01      | 3.5000%  | 0.0000% | $75.75             | $3.58              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-07-01      | 5.0000%  | 0.0000% | $78.00             | $0.72              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $75.00             | $58.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $145327.95         | $126026.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 5.0000%  | 0.0000% | $75.00             | $64.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 4.0000%  | 0.0000% | $75.00             | $37.91             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.5000%  | 0.0000% | $75.00             | $71.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $75.00             | $67.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.5000%  | 0.0000% | $229129.20         | $138695.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $75.00             | $78.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.5000%  | 0.0000% | $150.00            | $156.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $75.00             | $52.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $356.62            | $368.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $150.00            | $153.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $225.00            | $215.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $75.00             | $76.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $150.00            | $155.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $150.15            | $131.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $75.00             | $77.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $300.00            | $311.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $150.00            | $138.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $150.00            | $152.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 4.0000%  | 0.0000% | $3276.75           | $3189.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $391616.25         | $390691.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $110083.20         | $114232.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 5.5000%  | 0.0000% | $75.00             | $58.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $223591.50         | $229555.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $114775.80         | $113877.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 6.0000%  | 0.0000% | $83512.50          | $85916.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $105226.72         | $104472.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $75.60             | $74.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $75.60             | $76.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $626492.10         | $638928.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $151.20            | $152.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-02-01      | 4.0000%  | 0.0000% | $1064.78           | $236.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $230.62            | $56.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-01-01      | 4.0000%  | 0.0000% | $264291.60         | $92038.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-09-01      | 3.5000%  | 0.0000% | $301.80            | $105.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $48787.95          | $17391.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 4.0000%  | 0.0000% | $306.00            | $98.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-02-01      | 3.5000%  | 0.0000% | $192676.65         | $79537.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 4.0000%  | 0.0000% | $75.00             | $46.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2062-12-01      | 2.5000%  | 0.0000% | $75.00             | $51.28             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2063-06-01      | 3.5000%  | 0.0000% | $225.00            | $163.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $241055.18         | $49362.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 2.5000%  | 0.0000% | $153.60            | $69.94             | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-07-01      | 2.9800%  | 0.0000% | $150.00            | $137.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 4.0000%  | 0.0000% | $52192.42          | $13939.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $11032426.28       | $2919177.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-12-01      | 4.5000%  | 0.0000% | $1347.75           | $204.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-07-01      | 4.0000%  | 0.0000% | $8687342.02        | $2498951.90        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-07-01      | 4.3601%  | 0.0000% | $153.60            | $155.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2059-01-01      | 4.5000%  | 0.0000% | $75.00             | $58.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2059-01-01      | 4.5000%  | 0.0000% | $75.00             | $71.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $75.00             | $10.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-09-01      | 4.0000%  | 0.0000% | $75.68             | $24.54             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $532.95            | $173.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $151.88            | $47.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-12-01      | 3.5000%  | 0.0000% | $300.00            | $56.60             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-11-01      | 3.0000%  | 0.0000% | $423202.72         | $150210.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.5000%  | 0.0000% | $230.40            | $111.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $885957.00         | $780754.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $1542406.72        | $1191936.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-05-01      | 4.5000%  | 0.0000% | $140728.20         | $87439.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.5000%  | 0.0000% | $75.00             | $77.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $154.50            | $160.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.5000%  | 0.0000% | $150.00            | $111.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $230.40            | $171.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.0000%  | 0.0000% | $75.00             | $54.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.5000%  | 0.0000% | $76.80             | $58.18             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 5.0000%  | 0.0000% | $150.00            | $104.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $154.12            | $126.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $150.00            | $145.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $150.08            | $111.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $225.00            | $163.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $150.00            | $112.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $450.82            | $274.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 6.0000%  | 0.0000% | $229.28            | $196.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $307.80            | $212.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $300.00            | $266.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $225.00            | $170.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $75.00             | $64.42             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $151.20            | $121.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $74848.95          | $74618.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $75.00             | $62.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 5.5000%  | 0.0000% | $394319.18         | $393159.74         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-10-01      | 3.9100%  | 0.0000% | $151.80            | $152.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $328.80            | $73.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-09-01      | 4.0000%  | 0.0000% | $75.00             | $18.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.0000%  | 0.0000% | $230.40            | $66.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 5.0000%  | 0.0000% | $228.60            | $66.87             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-04-01      | 4.0000%  | 0.0000% | $398.92            | $77.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $76.80             | $37.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $301.20            | $148.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $489.60            | $206.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 3.0000%  | 0.0000% | $173175.00         | $67555.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 2.5000%  | 0.0000% | $2914783.50        | $1202846.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.5000%  | 0.0000% | $151.80            | $63.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $4172535.45        | $2069539.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $84664.72          | $42871.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-11-01      | 2.5000%  | 0.0000% | $75.00             | $32.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 3.0000%  | 0.0000% | $75.00             | $40.90             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.5000%  | 0.0000% | $362.32            | $208.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $230.40            | $158.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $375.00            | $295.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.5000%  | 0.0000% | $809.70            | $619.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 4.5000%  | 0.0000% | $204.75            | $163.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $158.40            | $112.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $1144.80           | $873.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $380.40            | $262.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $153.00            | $103.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $227.78            | $182.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $292612.50         | $269935.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 6.0000%  | 0.0000% | $75.08             | $58.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $301.80            | $259.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 6.0000%  | 0.0000% | $230.40            | $182.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $378.00            | $285.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 4.5000%  | 0.0000% | $225.00            | $192.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.5000%  | 0.0000% | $226.80            | $183.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $151.80            | $144.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 6.0000%  | 0.0000% | $75.00             | $70.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $75.00             | $61.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 5.0000%  | 0.0000% | $75.60             | $70.23             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $75.00             | $75.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $75.00             | $75.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $75.00             | $75.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.5000%  | 0.0000% | $75.00             | $77.02             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.5000%  | 0.0000% | $75.00             | $76.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 6.0000%  | 0.0000% | $75.00             | $78.00             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $153.60            | $127.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 5.5000%  | 0.0000% | $75.00             | $70.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 2.5000%  | 0.0000% | $2322.00           | $1894.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 4.5000%  | 0.0000% | $75.00             | $68.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 5.5000%  | 0.0000% | $205.28            | $201.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $76.80             | $75.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 6.0000%  | 0.0000% | $76.80             | $79.19             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $151.80            | $151.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 4.0000%  | 0.0000% | $150.00            | $143.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 3.5000%  | 0.0000% | $153.00            | $145.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 3.0000%  | 0.0000% | $150.00            | $135.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $76.80             | $77.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.0000%  | 0.0000% | $75.60             | $58.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $76.80             | $57.94             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 3.5000%  | 0.0000% | $888712.58         | $680274.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.0000%  | 0.0000% | $451.20            | $386.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $150.00            | $155.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $230.40            | $233.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-08-01      | 6.0000%  | 0.0000% | $157.28            | $23.44             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-02-01      | 5.5000%  | 0.0000% | $302.55            | $4.24              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $343.50            | $18.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 4.0000%  | 0.0000% | $799.35            | $46.12             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-01-01      | 5.5000%  | 0.0000% | $159.75            | $6.63              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $75.00             | $56.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $182.40            | $141.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $301.80            | $249.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-03-01      | 5.5000%  | 0.0000% | $464.40            | $27.68             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 6.5000%  | 0.0000% | $451.20            | $411.83            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $153.60            | $135.98            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $76.80             | $71.10             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.0000%  | 0.0000% | $230.40            | $230.82            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.5000%  | 0.0000% | $75.60             | $76.84             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 5.5000%  | 0.0000% | $153.60            | $152.33            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.5000%  | 0.0000% | $75.00             | $78.46             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $300.00            | $310.60            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.0000%  | 0.0000% | $150.75            | $151.05            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $153.60            | $152.46            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $3755702.40        | $3745926.04        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $228.60            | $211.61            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.0000%  | 0.0000% | $390.00            | $391.29            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $75.60             | $75.26             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $381.00            | $355.80            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 5.0000%  | 0.0000% | $73067.62          | $73892.92          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $450.00            | $348.82            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.0000%  | 0.0000% | $76.80             | $78.07             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 6.0000%  | 0.0000% | $230.40            | $235.91            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $729.60            | $748.03            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.0000%  | 0.0000% | $548016.00         | $530353.99         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $75.00             | $76.94             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $75.60             | $77.81             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $75.60             | $77.12             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $75.00             | $76.83             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $75.00             | $76.99             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $80.78             | $82.87             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $75.00             | $76.75             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $688.12            | $26.54             | Agency Mortgage-Backed Securities         |
| GNMA II BUY-DOWN LOAN POOL               | 2041-07-20      | 4.0000%  | 0.0000% | $17633.70          | $838.59            | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-09-15      | 4.5000%  | 0.0000% | $300.00            | $31.94             | Agency Mortgage-Backed Securities         |
| GNMA I LIMITED MARKET                    | 2026-08-15      | 1.6600%  | 0.0000% | $75.38             | $3.13              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-03-20      | 3.5000%  | 0.0000% | $75.00             | $5.55              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-08-20      | 3.5000%  | 0.0000% | $75.00             | $5.40              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-03-20      | 3.5000%  | 0.0000% | $150.00            | $14.61             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-09-20      | 4.0000%  | 0.0000% | $300.00            | $21.10             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.0000%  | 0.0000% | $75.00             | $8.39              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-01-20      | 4.0000%  | 0.0000% | $375.00            | $31.24             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $225.00            | $19.89             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2032-02-20      | 3.5000%  | 0.0000% | $75.00             | $6.36              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-04-20      | 3.0000%  | 0.0000% | $75.00             | $11.48             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-11-20      | 4.5000%  | 0.0000% | $75.00             | $5.51              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-12-20      | 4.5000%  | 0.0000% | $1618686.15        | $107907.15         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 5.5000%  | 0.0000% | $127196.85         | $9576.14           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.5000%  | 0.0000% | $262016.40         | $16884.77          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 3.0000%  | 0.0000% | $126736.50         | $16853.60          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 4.5000%  | 0.0000% | $15600.00          | $1313.32           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-06-20      | 5.5000%  | 0.0000% | $3975.00           | $419.52            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-07-20      | 3.0000%  | 0.0000% | $106142.40         | $14280.03          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-01-20      | 2.5000%  | 0.0000% | $32174.02          | $11390.39          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-01-20      | 3.5000%  | 0.0000% | $474859.58         | $176526.30         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-09-20      | 2.0000%  | 0.0000% | $150.00            | $67.73             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-04-20      | 3.0000%  | 0.0000% | $225.00            | $100.78            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $588.98            | $307.68            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.0000%  | 0.0000% | $5068.05           | $2450.32           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $150.60            | $70.09             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 3.0000%  | 0.0000% | $401490.45         | $212819.77         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 4.0000%  | 0.0000% | $76.80             | $35.13             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 3.5000%  | 0.0000% | $225.00            | $125.04            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 4.0000%  | 0.0000% | $1599728.55        | $757711.92         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 4.5000%  | 0.0000% | $11460.22          | $4806.57           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 5.0000%  | 0.0000% | $32795.48          | $8875.82           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-09-20      | 3.5000%  | 0.0000% | $13356.00          | $5756.14           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $485219.40         | $282549.48         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.5000%  | 0.0000% | $18749.92          | $11619.18          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-11-20      | 3.5000%  | 0.0000% | $112187.85         | $72306.89          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-12-20      | 5.0000%  | 0.0000% | $1708.95           | $824.22            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-03-20      | 3.5000%  | 0.0000% | $151.20            | $104.25            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-07-20      | 5.0000%  | 0.0000% | $4575.00           | $2656.08           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $75.00             | $60.08             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 3.5000%  | 0.0000% | $150.00            | $110.89            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 5.5000%  | 0.0000% | $2934259.65        | $2134938.72        | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-02-20      | 2.5000%  | 0.0000% | $378.00            | $236.33            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-09-20      | 5.5000%  | 0.0000% | $75.00             | $48.05             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.5000%  | 0.0000% | $151.20            | $100.12            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $230.40            | $168.35            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 2.0000%  | 0.0000% | $75.00             | $43.59             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.5000%  | 0.0000% | $225.00            | $144.57            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 6.0000%  | 0.0000% | $300.00            | $160.53            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2039-08-20      | 4.5000%  | 0.0000% | $150.00            | $124.65            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $150.00            | $92.65             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 5.0000%  | 0.0000% | $75.00             | $66.15             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2039-04-20      | 5.5000%  | 0.0000% | $150.00            | $90.82             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-04-20      | 4.0000%  | 0.0000% | $12110.48          | $10865.38          | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2048-01-15      | 4.0000%  | 0.0000% | $150.00            | $69.91             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2058-01-15      | 4.4500%  | 0.0000% | $75.00             | $72.59             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2057-12-15      | 4.2100%  | 0.0000% | $75.00             | $71.42             | Agency Mortgage-Backed Securities         |
| GNMA I CONSTRUCTION LOAN POOL            | 2067-03-15      | 5.5800%  | 0.0000% | $225.00            | $241.06            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-02-20      | 3.5000%  | 0.0000% | $225.00            | $52.28             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2049-11-15      | 3.0000%  | 0.0000% | $150.00            | $55.54             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-09-20      | 4.5000%  | 0.0000% | $75.00             | $28.40             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-03-20      | 3.0000%  | 0.0000% | $75.00             | $27.10             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 2.5000%  | 0.0000% | $300.00            | $171.78            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-04-20      | 5.5000%  | 0.0000% | $300.00            | $93.82             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 4.0000%  | 0.0000% | $150.00            | $49.73             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 2.0000%  | 0.0000% | $75.00             | $36.93             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $150.00            | $82.20             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 4.5000%  | 0.0000% | $150.00            | $139.63            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-01-20      | 3.0000%  | 0.0000% | $300.00            | $77.00             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-04-20      | 3.0000%  | 0.0000% | $150.00            | $35.89             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-12-20      | 4.0000%  | 0.0000% | $150.00            | $17.65             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2044-02-15      | 4.0000%  | 0.0000% | $450.00            | $47.13             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2045-03-15      | 4.0000%  | 0.0000% | $375.00            | $50.14             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2052-09-15      | 4.5000%  | 0.0000% | $300.00            | $237.30            | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2057-04-15      | 3.9300%  | 0.0000% | $150.00            | $140.20            | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2058-04-15      | 4.6700%  | 0.0000% | $225.00            | $221.53            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-02-20      | 5.5000%  | 0.0000% | $525.00            | $352.75            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 5.5000%  | 0.0000% | $225.00            | $223.32            | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.8400%  | 0.0000% | $150.00            | $161.45            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-04-20      | 5.0000%  | 0.0000% | $75.00             | $74.06             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.0000%  | 0.0000% | $75.00             | $58.65             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-04-15      | 5.7900%  | 0.0000% | $375.00            | $401.43            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.5000%  | 0.0000% | $225.00            | $195.43            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $224.85            | $235.31            | Agency Mortgage-Backed Securities         |
| GNMA TYPE II                             | 2065-06-20      | 6.5000%  | 0.0000% | $225.00            | $235.21            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $301.58            | $174.79            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $224.85            | $221.74            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $75.00             | $55.82             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 4.9200%  | 0.0000% | $225.00            | $225.37            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 5.0000%  | 0.0000% | $225.00            | $205.10            | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-09-15      | 4.5300%  | 0.0000% | $149.78            | $148.46            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 5.0000%  | 0.0000% | $149.92            | $149.03            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $149.10            | $147.89            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $599.92            | $519.93            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.0000%  | 0.0000% | $150.00            | $154.92            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 6.5000%  | 0.0000% | $225.00            | $236.45            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 6.5000%  | 0.0000% | $299.92            | $315.22            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 5.0000%  | 0.0000% | $225.00            | $227.02            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.5000%  | 0.0000% | $150.60            | $154.18            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.5000%  | 0.0000% | $150.00            | $154.47            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-09-20      | 5.0000%  | 0.0000% | $299.85            | $300.95            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $75.00             | $76.97             | Agency Mortgage-Backed Securities         |
| GNMA TYPE II                             | 2065-10-20      | 6.5000%  | 0.0000% | $75.00             | $78.51             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.0000%  | 0.0000% | $375.00            | $376.90            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.0000%  | 0.0000% | $75.00             | $75.65             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 5.0000%  | 0.0000% | $450.00            | $453.74            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $75.60             | $77.57             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $150.60            | $154.53            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.5000%  | 0.0000% | $150.00            | $154.50            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $75.15             | $77.48             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.5000%  | 0.0000% | $375.00            | $393.31            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 7.5000%  | 0.0000% | $75.00             | $81.71             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.0000%  | 0.0000% | $75.00             | $75.71             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 6.5000%  | 0.0000% | $75.00             | $78.88             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 6.0000%  | 0.0000% | $75.00             | $77.61             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 4.5000%  | 0.0000% | $450.00            | $416.97            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2040-01-20      | 5.5000%  | 0.0000% | $225.00            | $173.79            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $454.20            | $371.15            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $8840053.72        | $7208186.30        | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2033-02-20      | 8.5000%  | 0.0000% | $75.00             | $0.47              | Agency Mortgage-Backed Securities         |

### Security 112: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYEX7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9HYEX7
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $60.00             | $14.67             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $36843.18          | $32256.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $1266368.40        | $985358.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $673380.00         | $94307.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $86.82             | $18.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $25500.00          | $6835.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $60.00             | $32.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1233038.40        | $1153535.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $10872.30          | $6042.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-25      | 4.6622%  | 0.0000% | $2481606.48        | $2505683.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5792%  | 0.0000% | $95943.36          | $96573.36          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $268671.06         | $277700.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $60.00             | $39.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $120620.64         | $128780.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $4047695.94        | $2144843.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $66.00             | $40.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $447465.12         | $354876.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1319009.22        | $1026778.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $60.00             | $49.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $61.44             | $48.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $61.20             | $46.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $622357.44         | $525009.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 7.0000%  | 0.0000% | $60.00             | $51.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $60.00             | $56.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $60.00             | $61.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $14412530.16       | $9364689.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $60.00             | $54.62             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $121.44            | $103.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 7.0000%  | 0.0000% | $60.42             | $62.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $63.30             | $61.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 4.5000%  | 0.0000% | $60.00             | $13.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $72.00             | $48.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $61.38             | $34.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $60.00             | $39.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $60.00             | $44.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 3.5000%  | 0.0000% | $60.00             | $8.41              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $60.00             | $1.64              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $60.00             | $7.65              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $60.00             | $24.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $370077.66         | $194241.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $60.00             | $9.19              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $60.00             | $39.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 2.0000%  | 0.0000% | $60.78             | $27.35             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $60.00             | $45.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2125708.80        | $1585526.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 4.0000%  | 0.0000% | $5940.00           | $4671.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1063028.88        | $712258.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1016862.72        | $614623.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $196224.42         | $180499.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $2819.40           | $2662.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $717.24            | $649.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.0000%  | 0.0000% | $60.00             | $1.25              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $60.00             | $46.41             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $668223.96         | $623378.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $26719.02          | $26844.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $60.00             | $40.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $60.48             | $48.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $60.00             | $61.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | 0.0000% | $60.00             | $62.49             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $300.00            | $302.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $8347437.84        | $613061.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $89.52             | $32.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $61.38             | $10.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $3402639.36        | $1650172.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $598806.00         | $363547.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $19783.68          | $14753.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1890959.82        | $1186960.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-02-15      | 4.9500%  | 0.0000% | $159562.08         | $159321.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $177501.12         | $179656.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $10474.62          | $10949.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $300.00            | $314.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $125598.84         | $128730.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $300.00            | $314.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $432451.68         | $436535.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $130.14            | $132.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $60.00             | $54.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $15202500.00       | $15338123.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $300.00            | $300.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $60.00             | $61.74             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $299.88            | $308.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $268969.92         | $280053.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $62.40             | $65.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $334548.66         | $362930.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-15      | 4.5000%  | 0.0000% | $60.00             | $17.68             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $80.94             | $3.43              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $60.00             | $5.28              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $402304.80         | $22656.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $149520.00         | $26169.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $30995248.14       | $3043133.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $61.44             | $34.38             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $59580.00          | $46067.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $60.00             | $37.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $60.00             | $45.62             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.8115%  | 0.0000% | $509939.94         | $480035.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8615%  | 0.0000% | $3848632.56        | $3302056.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $113292.00         | $44363.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.8415%  | 0.0000% | $2517791.22        | $1039189.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7615%  | 0.0000% | $6000000.00        | $3711892.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6815%  | 0.0000% | $2731450.38        | $2139426.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7115%  | 0.0000% | $1388127.90        | $1014161.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.6615%  | 0.0000% | $717619.20         | $658178.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 4.8615%  | 0.0000% | $641442.00         | $414660.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.9115%  | 0.0000% | $2036220.00        | $1899864.52        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $6.00              | $6.09              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 4.3750%  | 0.0000% | $6.00              | $6.12              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $6.00              | $4.05              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $42.00             | $57.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $24.00             | $25.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $6.00              | $6.44              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $3.34              | $2.45              | U.S. Treasuries (including strips)        |

### Security 113: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYF32, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9HYF32
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.1450%  | 0.0000% | $17156265.00       | $17434615.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $550.50            | $128.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $300.00            | $67.19             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 2.5000%  | 0.0000% | $300.00            | $84.40             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 2.5000%  | 0.0000% | $96000.00          | $60842.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $300.00            | $210.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $300.00            | $185.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.5000%  | 0.0000% | $300.00            | $201.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $2052292.80        | $1585614.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $2743718.70        | $1862780.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $300.90            | $179.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2030-08-01      | 3.5000%  | 0.0000% | $300.00            | $20.94             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 4.5000%  | 0.0000% | $300.00            | $174.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $929700.00         | $708792.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $2648441.40        | $1685330.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $994203.00         | $786863.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-11-01      | 5.5000%  | 0.0000% | $300.00            | $299.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $463207.80         | $115469.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $465.00            | $32.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 3.5000%  | 0.0000% | $300.00            | $5.19              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 2.5000%  | 0.0000% | $300.00            | $7.49              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $499.20            | $115.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $4756200.00        | $766980.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $300.00            | $66.37             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 2.5000%  | 0.0000% | $3548033.70        | $131276.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $300.00            | $231.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $300.00            | $228.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $300.00            | $242.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $300.00            | $308.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $300.00            | $314.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $300.00            | $290.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $300.00            | $318.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $952083.60         | $956191.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $300.00            | $318.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $300.00            | $307.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $300.00            | $297.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $300.00            | $302.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $300.00            | $304.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $600.00            | $519.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.0000%  | 0.0000% | $300.00            | $77.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $300.00            | $47.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $1622.10           | $295.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 4.5000%  | 0.0000% | $300.00            | $69.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $300.00            | $27.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $300.00            | $48.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $300.00            | $145.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $300.00            | $151.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $11803074.00       | $8690460.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $300.00            | $203.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $300.00            | $304.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 4.1700%  | 0.0000% | $8698263.00        | $8638642.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $6743001.30        | $1410791.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $336.00            | $78.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $300.00            | $69.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $3365460.00        | $1591197.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $300.00            | $80.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $336.00            | $131.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $295848.00         | $121475.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $307.20            | $165.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $384.00            | $232.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $21490022.40       | $11375280.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $307.20            | $263.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1481259.00        | $1202725.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $300.00            | $218.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $300.00            | $210.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $300.00            | $249.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $300.00            | $260.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $300.00            | $307.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $300.60            | $315.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1122976.80        | $1087943.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $302.70            | $296.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1768154.10        | $1497437.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $314.70            | $308.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $307.20            | $306.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $302.40            | $294.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $564.00            | $62.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $300.00            | $123.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $6099288.00        | $4739534.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $300.00            | $239.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $6501408.00        | $4453475.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 1.5000%  | 0.0000% | $300.00            | $169.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $307.20            | $264.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $300.00            | $243.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $617894.40         | $493880.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $312.00            | $207.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $307.20            | $269.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $11024.10          | $10040.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-25      | 6.5000%  | 0.0000% | $2324100.00        | $1754617.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $9332700.00        | $6939281.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $5629958.40        | $5471491.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1391535.00        | $1404187.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $2301540.00        | $2325149.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $307.20            | $310.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $307.20            | $308.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $315.60            | $320.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $300.00            | $24.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $504300.00         | $47339.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.0000%  | 0.0000% | $1284.60           | $12.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $22549132.80       | $2659920.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $300.00            | $10.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $300.00            | $147.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 4.0000%  | 0.0000% | $300.00            | $7.91              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $300.00            | $54.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 2.5000%  | 0.0000% | $300.00            | $131.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $330.60            | $184.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $529671.60         | $325168.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $7994.10           | $5899.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1853090.40        | $1575083.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $300.00            | $226.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $6333822.30        | $5067839.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $40628275.20       | $36636122.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $81539.40          | $86138.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $87976.80          | $92476.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $84771.60          | $89541.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1317838.50        | $1232716.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $99174.30          | $66177.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $533.10            | $528.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $1617357.00        | $1634094.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $2122815.60        | $2141695.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $67266039.60       | $26355663.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $32100083.40       | $19997148.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $60000000.00       | $43975900.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $16615571.10       | $4610046.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $4673207.10        | $4644115.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $7540712.40        | $7879857.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $541087.20         | $554755.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $7737863.70        | $8026087.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $50815691.10       | $47187216.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2145144.90        | $1641388.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $405150.30         | $150465.40         | Agency Mortgage-Backed Securities |

### Security 114: Natixis

- **C.1 - Title:** Natixis 3.670000%
- **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: BIV9HYFD0, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9HYFD0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN OPTIONAL PRINC REDEMP SEC  | 2028-02-25      | 3.7500%  | 0.0000% | $2247000.00        | $2246560.34        | Agency Debentures and Agency Strips       |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-06-01      | 3.0000%  | 0.0000% | $13445580.00       | $2321727.79        | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2043-05-01      | 3.5000%  | 0.0000% | $5300998.50        | $742130.70         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2037-11-01      | 2.4000%  | 0.0000% | $50708.40          | $41406.87          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2038-01-01      | 2.9200%  | 0.0000% | $90715.20          | $77020.73          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $316.80            | $200.12            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.5000%  | 0.0000% | $300.00            | $315.44            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 7.0000%  | 0.0000% | $1419.30           | $1121.97           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 5.5000%  | 0.0000% | $313588.80         | $286595.10         | Agency Mortgage-Backed Securities         |
| FARM CREDIT OPTIONAL PRINC REDEMP SEC    | 2041-12-16      | 2.9200%  | 0.0000% | $1267500.00        | $998560.44         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORT FIXED RATE NOTE   | 2029-02-20      | 3.9000%  | 0.0000% | $7800.00           | $7798.56           | Agency Debentures and Agency Strips       |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 3.8600%  | 0.0000% | $1289.70           | $1278.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-07-25      | 3.0000%  | 0.0000% | $525000.00         | $467808.42         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-04-15      | 3.5000%  | 0.0000% | $450000.00         | $418791.05         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-05-15      | 3.0000%  | 0.0000% | $663.30            | $585.16            | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2040-10-15      | 4.0000%  | 0.0000% | $900000.00         | $197652.26         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC  | 2051-08-25      | 2.0000%  | 0.0000% | $150000.00         | $87555.97          | Agency Debentures and Agency Strips       |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC  | 2051-10-25      | 2.0000%  | 0.0000% | $963300.00         | $552414.45         | Agency Debentures and Agency Strips       |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2037-07-01      | 3.2100%  | 0.0000% | $4989166.50        | $4398281.22        | Agency Mortgage-Backed Securities         |
| GOLD REMIC (FIXED)                       | 2036-02-15      | 5.5000%  | 0.0000% | $1246500.00        | $207410.91         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2036-07-15      | 6.0000%  | 0.0000% | $898290.30         | $176652.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.5000%  | 0.0000% | $759.00            | $514.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $403397.70         | $419338.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $282206.70         | $298942.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $434287.50         | $449695.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $300.00            | $310.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.5000%  | 0.0000% | $303.60            | $301.92            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-10-01      | 3.6900%  | 0.0000% | $166588.80         | $162129.27         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2031-06-01      | 3.8900%  | 0.0000% | $260657.70         | $260347.63         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-05-01      | 3.5000%  | 0.0000% | $300.00            | $281.12            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-12-01      | 1.2700%  | 0.0000% | $300.00            | $235.39            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-08-01      | 3.8600%  | 0.0000% | $570.00            | $566.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $177490.50         | $100433.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 5.5000%  | 0.0000% | $840518.40         | $810184.23         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-02-01      | 4.6800%  | 0.0000% | $30993.30          | $32027.95          | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-07-01      | 4.8600%  | 0.0000% | $300.00            | $310.46            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 4.4200%  | 0.0000% | $37658.40          | $38615.27          | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 4.9450%  | 0.0000% | $28500.00          | $29969.50          | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-07-01      | 4.7700%  | 0.0000% | $13979250.00       | $14571061.55       | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 5.2150%  | 0.0000% | $6472878.00        | $6901443.30        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 5.0800%  | 0.0000% | $2809950.00        | $2997485.75        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-10-01      | 4.5900%  | 0.0000% | $300.00            | $310.12            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-10-01      | 4.4800%  | 0.0000% | $8568537.00        | $8797433.09        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2036-01-01      | 4.6700%  | 0.0000% | $97571.10          | $100719.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $17412321.00       | $11446192.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $802834.80         | $545481.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2056-02-01      | 4.8350%  | 0.0000% | $1469098.80        | $1497420.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 4.5000%  | 0.0000% | $300.00            | $272.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $8808834.30        | $8472212.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $10497853.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.5000%  | 0.0000% | $16111429.20       | $15969072.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $5569872.00        | $5219271.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.0000%  | 0.0000% | $5479008.00        | $5350212.91        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 7.0000%  | 0.0000% | $1254.00           | $1254.88           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.5000%  | 0.0000% | $310417.50         | $323997.98         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.5000%  | 0.0000% | $393476.10         | $412385.24         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.5000%  | 0.0000% | $778483.80         | $708387.22         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 5.5000%  | 0.0000% | $896448.00         | $839661.74         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 6.0000%  | 0.0000% | $307.20            | $315.34            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 4.5000%  | 0.0000% | $447600.00         | $391737.58         | Agency Mortgage-Backed Securities         |
| GNMA ADJUSTABLE RATE REMIC               | 2068-03-20      | 4.9335%  | 0.0000% | $642.00            | $273.85            | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2068-04-20      | 4.8618%  | 0.0000% | $822.00            | $314.56            | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2072-07-20      | 4.4615%  | 0.0000% | $1410000.00        | $1098113.39        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2074-11-20      | 4.5115%  | 0.0000% | $900000.00         | $780521.93         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2074-03-20      | 4.7115%  | 0.0000% | $1500000.00        | $1464340.88        | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTHORITY BOND          | 2042-12-15      | 3.5000%  | 0.0000% | $392400.00         | $342616.21         | Agency Debentures and Agency Strips       |
| U.S. TREASURY BILL                       | 2026-04-16      | 0.0000%  | 0.0000% | $810.00            | $806.08            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NONCALLABLE STRIP          | 2044-05-15      | 0.0000%  | 0.0000% | $60.00             | $25.51             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2030-05-15      | 6.2500%  | 0.0000% | $210.00            | $235.66            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2037-02-15      | 4.7500%  | 0.0000% | $30.00             | $31.92             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2039-05-15      | 4.2500%  | 0.0000% | $424950.00         | $429731.51         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2039-08-15      | 4.5000%  | 0.0000% | $240.00            | $245.44            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2039-11-15      | 4.3750%  | 0.0000% | $420.00            | $427.93            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-11-15      | 4.2500%  | 0.0000% | $120.00            | $119.69            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2041-11-15      | 3.1250%  | 0.0000% | $30.00             | $25.70             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2042-02-15      | 3.1250%  | 0.0000% | $390.00            | $329.62            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2044-05-15      | 3.3750%  | 0.0000% | $90.00             | $77.26             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2044-11-15      | 3.0000%  | 0.0000% | $30.00             | $24.15             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2045-02-15      | 2.5000%  | 0.0000% | $30.00             | $21.92             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2045-11-15      | 3.0000%  | 0.0000% | $30.00             | $23.87             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2046-02-15      | 2.5000%  | 0.0000% | $1649790.00        | $1186375.09        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2046-08-15      | 2.2500%  | 0.0000% | $8755740.00        | $5959566.91        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2049-02-15      | 3.0000%  | 0.0000% | $3208770.00        | $2441772.81        | U.S. Treasuries (including strips)        |
| TREASURY INFLATION BOND                  | 2049-02-15      | 1.0000%  | 0.0000% | $252600.00         | $243186.58         | U.S. Treasuries (including strips)        |
| TREASURY INFLATION BOND                  | 2050-02-15      | 0.2500%  | 0.0000% | $120.00            | $90.91             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2050-05-15      | 1.2500%  | 0.0000% | $779070.00         | $390353.93         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-08-15      | 1.1250%  | 0.0000% | $959970.00         | $620665.65         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-05-15      | 1.1250%  | 0.0000% | $840.00            | $551.03            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2050-11-15      | 1.6250%  | 0.0000% | $2400300.00        | $1319849.38        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-11-15      | 1.3750%  | 0.0000% | $30.00             | $20.15             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2041-05-15      | 2.2500%  | 0.0000% | $658410.00         | $501618.28         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2051-11-15      | 1.8750%  | 0.0000% | $30.00             | $17.37             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.2500%  | 0.0000% | $964440.00         | $834029.40         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-02-15      | 3.6250%  | 0.0000% | $390.00            | $326.01            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2043-05-15      | 3.8750%  | 0.0000% | $2580000.00        | $2402546.56        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $30.00             | $27.41             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-11-15      | 4.7500%  | 0.0000% | $60.00             | $61.45             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2054-02-15      | 4.2500%  | 0.0000% | $630.00            | $587.65            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2044-11-15      | 4.6250%  | 0.0000% | $300.00            | $305.35            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2045-02-15      | 4.7500%  | 0.0000% | $240.00            | $245.21            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2055-05-15      | 4.7500%  | 0.0000% | $60.00             | $61.52             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2055-11-15      | 4.6250%  | 0.0000% | $2835990.00        | $2851948.95        | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-07-15      | 0.3750%  | 0.0000% | $120.00            | $158.64            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-11-15      | 2.2500%  | 0.0000% | $7536270.00        | $7431810.43        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-02-15      | 2.6250%  | 0.0000% | $30.00             | $29.32             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-04-30      | 2.3750%  | 0.0000% | $30.00             | $30.16             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-05-15      | 2.3750%  | 0.0000% | $330.00            | $321.26            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-06-30      | 1.8750%  | 0.0000% | $30.00             | $29.91             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-05-15      | 1.6250%  | 0.0000% | $6420600.00        | $6421694.77        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-05-15      | 2.3750%  | 0.0000% | $360.00            | $357.52            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-07-31      | 1.8750%  | 0.0000% | $22267200.00       | $22129777.54       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-04-30      | 0.5000%  | 0.0000% | $2244540.00        | $2171019.30        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-08-15      | 0.6250%  | 0.0000% | $12018270.00       | $10574409.25       | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2031-01-15      | 0.1250%  | 0.0000% | $240.00            | $283.93            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-02-15      | 1.1250%  | 0.0000% | $300.00            | $266.95            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-03-31      | 1.2500%  | 0.0000% | $330.00            | $317.17            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-04-30      | 0.7500%  | 0.0000% | $5999970.00        | $5983916.90        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-04-30      | 1.2500%  | 0.0000% | $270.00            | $258.76            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-05-15      | 1.6250%  | 0.0000% | $12598800.00       | $11469601.16       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-05-31      | 1.2500%  | 0.0000% | $472740.00         | $451786.42         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $285.88            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-07-31      | 0.6250%  | 0.0000% | $240360.00         | $237390.15         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-07-31      | 1.0000%  | 0.0000% | $5202660.00        | $4912876.29        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-08-31      | 0.7500%  | 0.0000% | $30.00             | $29.67             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-09-30      | 1.2500%  | 0.0000% | $7977120.00        | $7584678.39        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-10-31      | 1.3750%  | 0.0000% | $300.00            | $285.52            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-11-30      | 1.2500%  | 0.0000% | $540.00            | $532.20            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-02-28      | 1.8750%  | 0.0000% | $19437600.00       | $18742573.71       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.8750%  | 0.0000% | $425760.00         | $422677.58         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-04-30      | 2.7500%  | 0.0000% | $30.00             | $30.00             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-05-31      | 2.6250%  | 0.0000% | $90.00             | $89.58             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-07-31      | 2.6250%  | 0.0000% | $197400.00         | $192311.40         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.1250%  | 0.0000% | $74490.00          | $74722.16          | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-11-15      | 4.1250%  | 0.0000% | $183900.00         | $189965.17         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-05-15      | 3.6250%  | 0.0000% | $1755660.00        | $1773607.00        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-05-31      | 3.6250%  | 0.0000% | $30.00             | $30.38             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-05-31      | 3.7500%  | 0.0000% | $180.00            | $183.06            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-06-30      | 3.7500%  | 0.0000% | $300.00            | $304.13            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-07-31      | 4.1250%  | 0.0000% | $1473390.00        | $1501053.87        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-11-30      | 4.3750%  | 0.0000% | $2025780.00        | $2095635.21        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.7500%  | 0.0000% | $150.00            | $151.95            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-01-15      | 4.0000%  | 0.0000% | $30.00             | $30.25             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-01-31      | 4.0000%  | 0.0000% | $2663370.00        | $2710845.70        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-01-31      | 4.0000%  | 0.0000% | $60.00             | $61.26             | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2034-01-15      | 1.7500%  | 0.0000% | $481110.00         | $516303.69         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-02-15      | 4.1250%  | 0.0000% | $899880.00         | $905780.88         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-03-31      | 4.1250%  | 0.0000% | $570.00            | $590.51            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-03-31      | 4.5000%  | 0.0000% | $648990.00         | $661357.77         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-04-30      | 4.6250%  | 0.0000% | $1579500.00        | $1678065.11        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $60.00             | $62.78             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-05-31      | 4.5000%  | 0.0000% | $12769410.00       | $13306909.55       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-07-15      | 4.3750%  | 0.0000% | $30.00             | $30.51             | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2034-07-15      | 1.8750%  | 0.0000% | $450.00            | $477.81            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2034-08-15      | 3.8750%  | 0.0000% | $398970.00         | $398329.47         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-08-31      | 3.7500%  | 0.0000% | $30.00             | $30.57             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.6250%  | 0.0000% | $599940.00         | $613141.60         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-09-15      | 3.3750%  | 0.0000% | $630.00            | $638.58            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-09-30      | 3.5000%  | 0.0000% | $14725320.00       | $14934744.63       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-10-15      | 3.8750%  | 0.0000% | $5261310.00        | $5369175.09        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $330.00            | $340.34            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-12-15      | 4.0000%  | 0.0000% | $9720.00           | $9887.88           | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-01-15      | 4.2500%  | 0.0000% | $1931310.00        | $1968291.39        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-01-31      | 4.2500%  | 0.0000% | $9000000.00        | $9264059.01        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-01-31      | 4.1250%  | 0.0000% | $60.00             | $60.48             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-01-31      | 4.3750%  | 0.0000% | $120.00            | $124.72            | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2035-01-15      | 2.1250%  | 0.0000% | $1083990.00        | $1159872.03        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-02-28      | 4.1250%  | 0.0000% | $600210.00         | $615810.09         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-04-15      | 3.7500%  | 0.0000% | $330.00            | $336.56            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-04-30      | 3.7500%  | 0.0000% | $510.00            | $517.54            | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2030-04-15      | 1.6250%  | 0.0000% | $16980.00          | $17723.03          | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $911550.00         | $924069.76         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $2296140.00        | $2335926.93        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-06-30      | 3.7500%  | 0.0000% | $110760.00         | $111772.16         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-07-31      | 3.8750%  | 0.0000% | $3388800.00        | $3442547.02        | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2035-07-15      | 1.8750%  | 0.0000% | $30.00             | $30.91             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-09-30      | 3.8750%  | 0.0000% | $2568180.00        | $2626858.82        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-09-30      | 3.5000%  | 0.0000% | $3208350.00        | $3255362.20        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-10-31      | 3.7500%  | 0.0000% | $30.00             | $30.34             | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2030-10-15      | 1.1250%  | 0.0000% | $180.00            | $181.32            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2035-11-15      | 4.0000%  | 0.0000% | $5700.00           | $5760.14           | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-11-15      | 3.5000%  | 0.0000% | $60.00             | $60.67             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.6250%  | 0.0000% | $966000.00         | $973194.78         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-01-15      | 3.5000%  | 0.0000% | $71970.00          | $72353.42          | U.S. Treasuries (including strips)        |

### Security 115: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYFJ7, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9HYFJ7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-02-25      | 4.8672%  | 0.0000% | $7894736.84        | $4866072.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 5.4172%  | 0.0000% | $12840534.21       | $6430671.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 4.7172%  | 0.0000% | $9473684.21        | $8537339.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-05-25      | 3.8500%  | 0.0000% | $1567906.32        | $1574994.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 4.9172%  | 0.0000% | $5298245.58        | $4153715.08        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.0172%  | 0.0000% | $5570526.32        | $4060363.32        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-06-25      | 5.2500%  | 0.0000% | $853000.63         | $552938.60         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-05-25      | 5.2500%  | 0.0000% | $5263157.89        | $3927088.64        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 5.0172%  | 0.0000% | $5263157.89        | $5009051.52        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 5.0000%  | 0.0000% | $9454001.37        | $9244917.72        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2044-09-16      | 4.0741%  | 0.0000% | $5738443.68        | $1835732.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.4817%  | 0.0000% | $3157894.74        | $536792.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-16      | 4.5000%  | 0.0000% | $1052631.58        | $1015741.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $95249.47          | $90809.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $67705.79          | $64359.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.5000%  | 0.0000% | $2105263.16        | $170581.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $937445.05         | $532728.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $22302.74          | $21145.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $72564.63          | $69995.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $21842.11          | $20491.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8115%  | 0.0000% | $5263157.89        | $3439218.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.1115%  | 0.0000% | $2631578.95        | $1364205.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.6615%  | 0.0000% | $2631578.95        | $1367718.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.6615%  | 0.0000% | $4401792.32        | $3071115.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-02-20      | 5.0000%  | 0.0000% | $168512.11         | $134254.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $78947.37          | $83046.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $105263.16         | $110722.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $2105263.16        | $2207617.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $2428416.63        | $2330115.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $3087533.68        | $2782098.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $263157.89         | $273472.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.0115%  | 0.0000% | $2631578.95        | $2090210.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.5115%  | 0.0000% | $4703167.37        | $2526720.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.7615%  | 0.0000% | $3525894.74        | $2925098.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $296247.68         | $273183.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $177670.95         | $136504.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0615%  | 0.0000% | $3684210.53        | $3442072.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.7115%  | 0.0000% | $2105263.16        | $1426466.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 2.6250%  | 0.0000% | $789473.68         | $678248.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $70052.63          | $67005.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7500%  | 0.0000% | $215795.37         | $196955.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7500%  | 0.0000% | $17182.42          | $16554.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7500%  | 0.0000% | $145031.79         | $137085.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $812315.79         | $818525.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5615%  | 0.0000% | $2631578.95        | $2405453.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7615%  | 0.0000% | $1868421.05        | $1873772.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 4.0000%  | 0.0000% | $325789.47         | $327204.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $187894.74         | $175006.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $86236.84          | $79240.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $51578.95          | $47396.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $586500.32         | $580595.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $131769.37         | $121495.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3162526.32        | $3236656.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2335368.42        | $2395958.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 4.5000%  | 0.0000% | $2884421.05        | $2881141.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $2659157.89        | $2651480.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $186736.84         | $180507.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $442210.53         | $430342.04         | Agency Collateralized Mortgage Obligation |

### Security 116: Societe Generale

- **C.1 - Title:** Societe Generale 3.690000%
- **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: BIV9HYGQ0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9HYGQ0
- **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:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2049-06-01      | 3.5000%  | 0.0000% | $583381.01         | $388839.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 6.0000%  | 0.0000% | $563738.71         | $377942.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-05-19      | 4.0000%  | 0.0000% | $425371.59         | $308213.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-06-01      | 4.0000%  | 0.0000% | $593731.89         | $434022.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 5.5000%  | 0.0000% | $103684.43         | $90357.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $585276.47         | $312049.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $329686.19         | $309980.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $522737.49         | $492511.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.5000%  | 0.0000% | $304777.81         | $285349.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $624936.11         | $441121.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $332958.40         | $283648.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $440250.12         | $405230.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $337355.19         | $338636.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $332109.65         | $335175.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $641500.80         | $527633.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $1004963.23        | $468227.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $505044.80         | $344050.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $475478.35         | $414311.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $464642.35         | $443537.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $405441.18         | $372833.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $387800.53         | $364113.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $301124.69         | $305485.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 2.5000%  | 0.0000% | $472102.41         | $410870.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.0000%  | 0.0000% | $324989.70         | $330928.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-03-01      | 6.0000%  | 0.0000% | $333277.87         | $280131.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-05-01      | 5.5000%  | 0.0000% | $421358.99         | $375457.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 6.0000%  | 0.0000% | $531063.47         | $444620.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 5.5000%  | 0.0000% | $333269.33         | $314721.30         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Invesco Investment Securities Funds

**Date:** 2026-03-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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