# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001145549-25-050791
**Filing Date:** 2025-8
**Character Count:** 466115
**Document Hash:** fecfdc3e542ed4728cbfb464bcc50740
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050791.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050791

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**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:** 251192770

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

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

**CIK Number of Registrant:** 0000842790

**LEI of Registrant:** G61U5I6LJJEX0O3SU057

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

**LEI of Series:** 549300FZWHBQKHBZX613

**EDGAR Series Identifier:** S000000253

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 11 days

- **WAL:** 116 days

- **Total Value of Portfolio Securities:** $6388852746.58

- **Amortized Cost of Portfolio Securities:** $6388254717.53

- **Cash:** $0.00

- **Total Other Assets:** $21483729.98

- **Total Liabilities:** $34390011.90

- **Net Assets of Series:** $6375348435.61

- **Number of Shares Outstanding (Series):** 6375908848.8900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $3588075386.20            | $4490075386.20             | 57.8400%                  | 72.3700%                   |
| 2025-07-02 | $3256272877.54            | $4485404271.29             | 52.1100%                  | 71.7800%                   |
| 2025-07-03 | $3331654266.15            | $4551099067.18             | 53.1800%                  | 72.6500%                   |
| 2025-07-07 | $3274111836.66            | $4553556637.69             | 52.2300%                  | 72.6400%                   |
| 2025-07-08 | $3637400605.06            | $4539714012.34             | 58.1500%                  | 72.5800%                   |
| 2025-07-09 | $3262223251.27            | $4540830721.05             | 52.1500%                  | 72.5900%                   |
| 2025-07-10 | $3319035450.84            | $4647329513.34             | 52.1700%                  | 73.0400%                   |
| 2025-07-11 | $3232125829.38            | $4500419891.88             | 51.7500%                  | 72.0600%                   |
| 2025-07-14 | $3174395555.75            | $4507689671.98             | 50.5600%                  | 71.7900%                   |
| 2025-07-15 | $3499742981.48            | $4506743026.25             | 55.7400%                  | 71.7800%                   |
| 2025-07-16 | $3165595285.24            | $4498539746.06             | 50.4900%                  | 71.7500%                   |
| 2025-07-17 | $3168177804.54            | $4513122256.40             | 50.5100%                  | 71.9500%                   |
| 2025-07-18 | $3215710451.41            | $4495654876.41             | 51.4000%                  | 71.8600%                   |
| 2025-07-21 | $3123458079.38            | $4463402504.38             | 50.1800%                  | 71.7100%                   |
| 2025-07-22 | $3639052444.13            | $4653052444.13             | 56.7300%                  | 72.5400%                   |
| 2025-07-23 | $3352587136.18            | $4681531086.18             | 52.2400%                  | 72.9500%                   |
| 2025-07-24 | $3449978775.85            | $4788922725.85             | 52.0300%                  | 72.2300%                   |
| 2025-07-25 | $3677088578.92            | $4781032528.92             | 55.5200%                  | 72.1900%                   |
| 2025-07-28 | $3445242279.18            | $4844186229.18             | 51.5700%                  | 72.5100%                   |
| 2025-07-29 | $3595890345.51            | $4727890345.51             | 55.0000%                  | 72.3100%                   |
| 2025-07-30 | $3229388704.39            | $4653519954.39             | 49.9600%                  | 71.9900%                   |
| 2025-07-31 | $3141109568.28            | $4590241605.78             | 49.0800%                  | 71.7300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4500%             |
| 2025-07-02 | 4.4600%             |
| 2025-07-03 | 4.4600%             |
| 2025-07-07 | 4.4400%             |
| 2025-07-08 | 4.4300%             |
| 2025-07-09 | 4.4200%             |
| 2025-07-10 | 4.4100%             |
| 2025-07-11 | 4.4100%             |
| 2025-07-14 | 4.4000%             |
| 2025-07-15 | 4.4000%             |
| 2025-07-16 | 4.4000%             |
| 2025-07-17 | 4.4000%             |
| 2025-07-18 | 4.4100%             |
| 2025-07-21 | 4.4000%             |
| 2025-07-22 | 4.4000%             |
| 2025-07-23 | 4.3900%             |
| 2025-07-24 | 4.3800%             |
| 2025-07-25 | 4.3800%             |
| 2025-07-28 | 4.4000%             |
| 2025-07-29 | 4.4100%             |
| 2025-07-30 | 4.4100%             |
| 2025-07-31 | 4.4200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: B

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.0000          |
|  |  |
| 2025-07-02 | 0.0000          |
|  |  |
| 2025-07-03 | 0.0000          |
|  |  |
| 2025-07-07 | 0.0000          |
|  |  |
| 2025-07-08 | 0.0000          |
|  |  |
| 2025-07-09 | 0.0000          |
|  |  |
| 2025-07-10 | 0.0000          |
|  |  |
| 2025-07-11 | 0.0000          |
|  |  |
| 2025-07-14 | 0.0000          |
|  |  |
| 2025-07-15 | 0.0000          |
|  |  |
| 2025-07-16 | 0.0000          |
|  |  |
| 2025-07-17 | 0.0000          |
|  |  |
| 2025-07-18 | 0.0000          |
|  |  |
| 2025-07-21 | 0.0000          |
|  |  |
| 2025-07-22 | 0.0000          |
|  |  |
| 2025-07-23 | 0.0000          |
|  |  |
| 2025-07-24 | 0.0000          |
|  |  |
| 2025-07-25 | 0.0000          |
|  |  |
| 2025-07-28 | 0.0000          |
|  |  |
| 2025-07-29 | 0.0000          |
|  |  |
| 2025-07-30 | 0.0000          |
|  |  |
| 2025-07-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%           |
| 2025-07-02 | 0.0000%           |
| 2025-07-03 | 0.0000%           |
| 2025-07-07 | 0.0000%           |
| 2025-07-08 | 0.0000%           |
| 2025-07-09 | 0.0000%           |
| 2025-07-10 | 0.0000%           |
| 2025-07-11 | 0.0000%           |
| 2025-07-14 | 0.0000%           |
| 2025-07-15 | 0.0000%           |
| 2025-07-16 | 0.0000%           |
| 2025-07-17 | 0.0000%           |
| 2025-07-18 | 0.0000%           |
| 2025-07-21 | 0.0000%           |
| 2025-07-22 | 0.0000%           |
| 2025-07-23 | 0.0000%           |
| 2025-07-24 | 0.0000%           |
| 2025-07-25 | 0.0000%           |
| 2025-07-28 | 0.0000%           |
| 2025-07-29 | 0.0000%           |
| 2025-07-30 | 0.0000%           |
| 2025-07-31 | 0.0000%           |

### Class: C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $117762970.78

- **Number of Shares Outstanding:** 117775231.7480

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $379141.59                | $1540766.98             |
| 2025-07-02 | $62816.51                 | $1222738.65             |
| 2025-07-03 | $263761.04                | $78920.15               |
| 2025-07-07 | $903701.79                | $300023.75              |
| 2025-07-08 | $79407.96                 | $141833.78              |
| 2025-07-09 | $39821.51                 | $76902.64               |
| 2025-07-10 | $48297.14                 | $199383.62              |
| 2025-07-11 | $54306.60                 | $174192.49              |
| 2025-07-14 | $264400.42                | $102473.42              |
| 2025-07-15 | $373398.51                | $177930.64              |
| 2025-07-16 | $34995.04                 | $436663.35              |
| 2025-07-17 | $342906.12                | $187577.66              |
| 2025-07-18 | $139096.72                | $147749.70              |
| 2025-07-21 | $133772.59                | $545989.69              |
| 2025-07-22 | $297474.11                | $189024.59              |
| 2025-07-23 | $17398.28                 | $34815.24               |
| 2025-07-24 | $127161.71                | $293991.36              |
| 2025-07-25 | $14368.16                 | $34709.51               |
| 2025-07-28 | $294673.90                | $1688340.33             |
| 2025-07-29 | $58302.61                 | $234705.53              |
| 2025-07-30 | $25285.36                 | $304620.45              |
| 2025-07-31 | $27999.98                 | $137090.24              |

**Total Gross Subscriptions (Month):** $3982487.65

**Total Gross Redemptions (Month):** $8250443.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.4100%           |
| 2025-07-02 | 3.4100%           |
| 2025-07-03 | 3.4100%           |
| 2025-07-07 | 3.3900%           |
| 2025-07-08 | 3.3800%           |
| 2025-07-09 | 3.3700%           |
| 2025-07-10 | 3.3700%           |
| 2025-07-11 | 3.3600%           |
| 2025-07-14 | 3.3500%           |
| 2025-07-15 | 3.3500%           |
| 2025-07-16 | 3.3600%           |
| 2025-07-17 | 3.3600%           |
| 2025-07-18 | 3.3600%           |
| 2025-07-21 | 3.3600%           |
| 2025-07-22 | 3.3500%           |
| 2025-07-23 | 3.3400%           |
| 2025-07-24 | 3.3400%           |
| 2025-07-25 | 3.3400%           |
| 2025-07-28 | 3.3500%           |
| 2025-07-29 | 3.3600%           |
| 2025-07-30 | 3.3700%           |
| 2025-07-31 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.0500%          | 0.0000%              |

### Class: R

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $200770519.99

- **Number of Shares Outstanding:** 200790587.2790

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $770136.82                | $1395701.99             |
| 2025-07-02 | $455495.36                | $95005.44               |
| 2025-07-03 | $120705.26                | $75934.34               |
| 2025-07-07 | $333346.44                | $75026.20               |
| 2025-07-08 | $231736.86                | $182320.13              |
| 2025-07-09 | $274296.23                | $265415.28              |
| 2025-07-10 | $89348.08                 | $110112.62              |
| 2025-07-11 | $139121.09                | $969494.12              |
| 2025-07-14 | $32478.34                 | $757911.67              |
| 2025-07-15 | $297891.08                | $512573.35              |
| 2025-07-16 | $1005718.58               | $393823.52              |
| 2025-07-17 | $369725.46                | $342844.86              |
| 2025-07-18 | $1298230.31               | $113978.38              |
| 2025-07-21 | $102679.09                | $184000.39              |
| 2025-07-22 | $93862.52                 | $445107.97              |
| 2025-07-23 | $120733.01                | $543574.03              |
| 2025-07-24 | $152765.59                | $427472.45              |
| 2025-07-25 | $46979.30                 | $175517.63              |
| 2025-07-28 | $173059.96                | $260468.20              |
| 2025-07-29 | $117564.53                | $83371.70               |
| 2025-07-30 | $52873.81                 | $127118.50              |
| 2025-07-31 | $43413.53                 | $22901.51               |

**Total Gross Subscriptions (Month):** $6322161.25

**Total Gross Redemptions (Month):** $7559674.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.7600%           |
| 2025-07-02 | 3.7600%           |
| 2025-07-03 | 3.7600%           |
| 2025-07-07 | 3.7400%           |
| 2025-07-08 | 3.7300%           |
| 2025-07-09 | 3.7200%           |
| 2025-07-10 | 3.7200%           |
| 2025-07-11 | 3.7100%           |
| 2025-07-14 | 3.7000%           |
| 2025-07-15 | 3.7000%           |
| 2025-07-16 | 3.7100%           |
| 2025-07-17 | 3.7100%           |
| 2025-07-18 | 3.7100%           |
| 2025-07-21 | 3.7100%           |
| 2025-07-22 | 3.7000%           |
| 2025-07-23 | 3.6900%           |
| 2025-07-24 | 3.6900%           |
| 2025-07-25 | 3.6900%           |
| 2025-07-28 | 3.7000%           |
| 2025-07-29 | 3.7100%           |
| 2025-07-30 | 3.7200%           |
| 2025-07-31 | 3.7300%           |

### Class: Cash Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $5026095713.31

- **Number of Shares Outstanding:** 5026525711.9960

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $33442030.45              | $19394712.54            |
| 2025-07-02 | $16800245.90              | $19703322.15            |
| 2025-07-03 | $21059336.60              | $17189989.18            |
| 2025-07-07 | $10485989.56              | $7474798.02             |
| 2025-07-08 | $19697109.53              | $31620379.65            |
| 2025-07-09 | $13474801.18              | $12747550.89            |
| 2025-07-10 | $23040440.19              | $12090923.39            |
| 2025-07-11 | $13917062.02              | $10724010.77            |
| 2025-07-14 | $14865193.98              | $13318560.41            |
| 2025-07-15 | $12974743.13              | $14408874.95            |
| 2025-07-16 | $14323807.97              | $23143126.38            |
| 2025-07-17 | $12043196.38              | $11612561.23            |
| 2025-07-18 | $25257216.95              | $14069862.24            |
| 2025-07-21 | $7657813.93               | $10275478.55            |
| 2025-07-22 | $203221024.67             | $11916281.67            |
| 2025-07-23 | $13367469.30              | $11445904.77            |
| 2025-07-24 | $20682316.60              | $21544916.95            |
| 2025-07-25 | $13174010.57              | $21664041.80            |
| 2025-07-28 | $11970042.63              | $15926368.12            |
| 2025-07-29 | $13456974.17              | $16315583.74            |
| 2025-07-30 | $11157585.56              | $14803872.34            |
| 2025-07-31 | $13332652.26              | $10979804.02            |

**Total Gross Subscriptions (Month):** $539401063.53

**Total Gross Redemptions (Month):** $342370923.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0100%           |
| 2025-07-02 | 4.0200%           |
| 2025-07-03 | 4.0100%           |
| 2025-07-07 | 3.9900%           |
| 2025-07-08 | 3.9800%           |
| 2025-07-09 | 3.9700%           |
| 2025-07-10 | 3.9700%           |
| 2025-07-11 | 3.9600%           |
| 2025-07-14 | 3.9500%           |
| 2025-07-15 | 3.9500%           |
| 2025-07-16 | 3.9600%           |
| 2025-07-17 | 3.9600%           |
| 2025-07-18 | 3.9600%           |
| 2025-07-21 | 3.9600%           |
| 2025-07-22 | 3.9500%           |
| 2025-07-23 | 3.9400%           |
| 2025-07-24 | 3.9400%           |
| 2025-07-25 | 3.9400%           |
| 2025-07-28 | 3.9500%           |
| 2025-07-29 | 3.9600%           |
| 2025-07-30 | 3.9700%           |
| 2025-07-31 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 41.7300%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $209689217.24

- **Number of Shares Outstanding:** 209708405.0860

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1449069.67               | $13261195.98            |
| 2025-07-02 | $291675.69                | $291830.56              |
| 2025-07-03 | $6357320.34               | $166024.58              |
| 2025-07-07 | $190447.81                | $3732185.24             |
| 2025-07-08 | $1005376.57               | $261219.99              |
| 2025-07-09 | $145308.48                | $332796.22              |
| 2025-07-10 | $39886.00                 | $671560.02              |
| 2025-07-11 | $167941.36                | $575222.17              |
| 2025-07-14 | $132793.93                | $744205.18              |
| 2025-07-15 | $115051.32                | $310496.90              |
| 2025-07-16 | $277901.55                | $250925.80              |
| 2025-07-17 | $2497376.50               | $134607.36              |
| 2025-07-18 | $44667.18                 | $238279.54              |
| 2025-07-21 | $28831.25                 | $407844.86              |
| 2025-07-22 | $360002.24                | $2574950.17             |
| 2025-07-23 | $241618.48                | $334526.17              |
| 2025-07-24 | $223365.01                | $1049794.83             |
| 2025-07-25 | $119750.82                | $1749218.02             |
| 2025-07-28 | $197990.91                | $457984.27              |
| 2025-07-29 | $1076804.88               | $491684.02              |
| 2025-07-30 | $235561.30                | $336370.65              |
| 2025-07-31 | $124014.09                | $357600.47              |

**Total Gross Subscriptions (Month):** $15322755.38

**Total Gross Redemptions (Month):** $28730523.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1600%           |
| 2025-07-02 | 4.1600%           |
| 2025-07-03 | 4.1600%           |
| 2025-07-07 | 4.1400%           |
| 2025-07-08 | 4.1300%           |
| 2025-07-09 | 4.1200%           |
| 2025-07-10 | 4.1200%           |
| 2025-07-11 | 4.1100%           |
| 2025-07-14 | 4.1000%           |
| 2025-07-15 | 4.1000%           |
| 2025-07-16 | 4.1100%           |
| 2025-07-17 | 4.1100%           |
| 2025-07-18 | 4.1100%           |
| 2025-07-21 | 4.1100%           |
| 2025-07-22 | 4.1000%           |
| 2025-07-23 | 4.0900%           |
| 2025-07-24 | 4.0900%           |
| 2025-07-25 | 4.0900%           |
| 2025-07-28 | 4.1000%           |
| 2025-07-29 | 4.1100%           |
| 2025-07-30 | 4.1200%           |
| 2025-07-31 | 4.1300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 37.8800%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.0000          |
|  |  |
| 2025-07-02 | 0.0000          |
|  |  |
| 2025-07-03 | 0.0000          |
|  |  |
| 2025-07-07 | 0.0000          |
|  |  |
| 2025-07-08 | 0.0000          |
|  |  |
| 2025-07-09 | 0.0000          |
|  |  |
| 2025-07-10 | 0.0000          |
|  |  |
| 2025-07-11 | 0.0000          |
|  |  |
| 2025-07-14 | 0.0000          |
|  |  |
| 2025-07-15 | 0.0000          |
|  |  |
| 2025-07-16 | 0.0000          |
|  |  |
| 2025-07-17 | 0.0000          |
|  |  |
| 2025-07-18 | 0.0000          |
|  |  |
| 2025-07-21 | 0.0000          |
|  |  |
| 2025-07-22 | 0.0000          |
|  |  |
| 2025-07-23 | 0.0000          |
|  |  |
| 2025-07-24 | 0.0000          |
|  |  |
| 2025-07-25 | 0.0000          |
|  |  |
| 2025-07-28 | 0.0000          |
|  |  |
| 2025-07-29 | 0.0000          |
|  |  |
| 2025-07-30 | 0.0000          |
|  |  |
| 2025-07-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%           |
| 2025-07-02 | 0.0000%           |
| 2025-07-03 | 0.0000%           |
| 2025-07-07 | 0.0000%           |
| 2025-07-08 | 0.0000%           |
| 2025-07-09 | 0.0000%           |
| 2025-07-10 | 0.0000%           |
| 2025-07-11 | 0.0000%           |
| 2025-07-14 | 0.0000%           |
| 2025-07-15 | 0.0000%           |
| 2025-07-16 | 0.0000%           |
| 2025-07-17 | 0.0000%           |
| 2025-07-18 | 0.0000%           |
| 2025-07-21 | 0.0000%           |
| 2025-07-22 | 0.0000%           |
| 2025-07-23 | 0.0000%           |
| 2025-07-24 | 0.0000%           |
| 2025-07-25 | 0.0000%           |
| 2025-07-28 | 0.0000%           |
| 2025-07-29 | 0.0000%           |
| 2025-07-30 | 0.0000%           |
| 2025-07-31 | 0.0000%           |

### Class: Y

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $439304552.43

- **Number of Shares Outstanding:** 439344193.9940

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $2317128.18               | $2098699.36             |
| 2025-07-02 | $2365873.15               | $4112372.29             |
| 2025-07-03 | $1883894.23               | $651256.21              |
| 2025-07-07 | $2098516.15               | $1373569.85             |
| 2025-07-08 | $542675.10                | $3231582.03             |
| 2025-07-09 | $1248618.42               | $992136.27              |
| 2025-07-10 | $1212646.21               | $1489335.69             |
| 2025-07-11 | $2525022.33               | $1669663.14             |
| 2025-07-14 | $942026.62                | $609855.99              |
| 2025-07-15 | $4319681.46               | $2138899.81             |
| 2025-07-16 | $1044574.58               | $1595621.72             |
| 2025-07-17 | $1492790.39               | $2029284.85             |
| 2025-07-18 | $996713.78                | $961801.86              |
| 2025-07-21 | $653279.29                | $1017871.74             |
| 2025-07-22 | $1769587.51               | $1183749.70             |
| 2025-07-23 | $2287963.67               | $979601.39              |
| 2025-07-24 | $959609.46                | $2232946.77             |
| 2025-07-25 | $3108852.72               | $1395394.80             |
| 2025-07-28 | $1598117.90               | $1049692.91             |
| 2025-07-29 | $1601163.36               | $3904040.82             |
| 2025-07-30 | $298119.59                | $2385560.93             |
| 2025-07-31 | $1153451.73               | $919998.25              |

**Total Gross Subscriptions (Month):** $36420305.83

**Total Gross Redemptions (Month):** $38022936.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1600%           |
| 2025-07-02 | 4.1600%           |
| 2025-07-03 | 4.1600%           |
| 2025-07-07 | 4.1400%           |
| 2025-07-08 | 4.1300%           |
| 2025-07-09 | 4.1200%           |
| 2025-07-10 | 4.1200%           |
| 2025-07-11 | 4.1100%           |
| 2025-07-14 | 4.1000%           |
| 2025-07-15 | 4.1000%           |
| 2025-07-16 | 4.1100%           |
| 2025-07-17 | 4.1100%           |
| 2025-07-18 | 4.1100%           |
| 2025-07-21 | 4.1100%           |
| 2025-07-22 | 4.1000%           |
| 2025-07-23 | 4.0900%           |
| 2025-07-24 | 4.0900%           |
| 2025-07-25 | 4.0900%           |
| 2025-07-28 | 4.1000%           |
| 2025-07-29 | 4.1100%           |
| 2025-07-30 | 4.1200%           |
| 2025-07-31 | 4.1300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 66.5900%         | 0.0000%              |

### Class: AX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $58430321.04

- **Number of Shares Outstanding:** 58436453.6270

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $233535.08                | $13085.38               |
| 2025-07-02 | $57554.06                 | $52759.78               |
| 2025-07-03 | $24460.45                 | $58730.42               |
| 2025-07-07 | $7876.47                  | $2086.10                |
| 2025-07-08 | $44244.84                 | $59430.18               |
| 2025-07-09 | $2750.77                  | $8842.74                |
| 2025-07-10 | $5489.18                  | $829.65                 |
| 2025-07-11 | $17199.98                 | $36558.66               |
| 2025-07-14 | $3891.86                  | $16383.21               |
| 2025-07-15 | $17163.21                 | $35144.07               |
| 2025-07-16 | $67136.87                 | $24431.01               |
| 2025-07-17 | $25271.45                 | $10472.88               |
| 2025-07-18 | $11008.72                 | $5962.65                |
| 2025-07-21 | $7877.53                  | $14313.65               |
| 2025-07-22 | $43553.29                 | $31617.16               |
| 2025-07-23 | $6338.36                  | $34474.24               |
| 2025-07-24 | $6351.67                  | $50096.16               |
| 2025-07-25 | $3056.96                  | $31392.76               |
| 2025-07-28 | $17772.32                 | $10202.93               |
| 2025-07-29 | $30458.72                 | $53692.72               |
| 2025-07-30 | $978.12                   | $31131.34               |
| 2025-07-31 | $4984.50                  | $63752.18               |

**Total Gross Subscriptions (Month):** $638954.41

**Total Gross Redemptions (Month):** $645389.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0100%           |
| 2025-07-02 | 4.0100%           |
| 2025-07-03 | 4.0100%           |
| 2025-07-07 | 3.9900%           |
| 2025-07-08 | 3.9800%           |
| 2025-07-09 | 3.9700%           |
| 2025-07-10 | 3.9700%           |
| 2025-07-11 | 3.9600%           |
| 2025-07-14 | 3.9500%           |
| 2025-07-15 | 3.9500%           |
| 2025-07-16 | 3.9600%           |
| 2025-07-17 | 3.9600%           |
| 2025-07-18 | 3.9600%           |
| 2025-07-21 | 3.9600%           |
| 2025-07-22 | 3.9500%           |
| 2025-07-23 | 3.9400%           |
| 2025-07-24 | 3.9400%           |
| 2025-07-25 | 3.9400%           |
| 2025-07-28 | 3.9500%           |
| 2025-07-29 | 3.9600%           |
| 2025-07-30 | 3.9700%           |
| 2025-07-31 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.1100%          | 0.0000%              |

### Class: BX

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.0000          |
|  |  |
| 2025-07-02 | 0.0000          |
|  |  |
| 2025-07-03 | 0.0000          |
|  |  |
| 2025-07-07 | 0.0000          |
|  |  |
| 2025-07-08 | 0.0000          |
|  |  |
| 2025-07-09 | 0.0000          |
|  |  |
| 2025-07-10 | 0.0000          |
|  |  |
| 2025-07-11 | 0.0000          |
|  |  |
| 2025-07-14 | 0.0000          |
|  |  |
| 2025-07-15 | 0.0000          |
|  |  |
| 2025-07-16 | 0.0000          |
|  |  |
| 2025-07-17 | 0.0000          |
|  |  |
| 2025-07-18 | 0.0000          |
|  |  |
| 2025-07-21 | 0.0000          |
|  |  |
| 2025-07-22 | 0.0000          |
|  |  |
| 2025-07-23 | 0.0000          |
|  |  |
| 2025-07-24 | 0.0000          |
|  |  |
| 2025-07-25 | 0.0000          |
|  |  |
| 2025-07-28 | 0.0000          |
|  |  |
| 2025-07-29 | 0.0000          |
|  |  |
| 2025-07-30 | 0.0000          |
|  |  |
| 2025-07-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%           |
| 2025-07-02 | 0.0000%           |
| 2025-07-03 | 0.0000%           |
| 2025-07-07 | 0.0000%           |
| 2025-07-08 | 0.0000%           |
| 2025-07-09 | 0.0000%           |
| 2025-07-10 | 0.0000%           |
| 2025-07-11 | 0.0000%           |
| 2025-07-14 | 0.0000%           |
| 2025-07-15 | 0.0000%           |
| 2025-07-16 | 0.0000%           |
| 2025-07-17 | 0.0000%           |
| 2025-07-18 | 0.0000%           |
| 2025-07-21 | 0.0000%           |
| 2025-07-22 | 0.0000%           |
| 2025-07-23 | 0.0000%           |
| 2025-07-24 | 0.0000%           |
| 2025-07-25 | 0.0000%           |
| 2025-07-28 | 0.0000%           |
| 2025-07-29 | 0.0000%           |
| 2025-07-30 | 0.0000%           |
| 2025-07-31 | 0.0000%           |

### Class: CX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $149658.92

- **Number of Shares Outstanding:** 149675.5920

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $447.51                   | $0.00                   |
| 2025-07-02 | $204.36                   | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $83.60                    | $0.00                   |
| 2025-07-09 | $50.00                    | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $50.00                    | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $38.25                    | $0.00                   |
| 2025-07-16 | $164.60                   | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $100.00                   | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $9.60                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $75.00                    | $1559.74                |
| 2025-07-29 | $39.05                    | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1261.97

**Total Gross Redemptions (Month):** $1559.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.2600%           |
| 2025-07-02 | 3.2600%           |
| 2025-07-03 | 3.2600%           |
| 2025-07-07 | 3.2400%           |
| 2025-07-08 | 3.2300%           |
| 2025-07-09 | 3.2300%           |
| 2025-07-10 | 3.2200%           |
| 2025-07-11 | 3.2200%           |
| 2025-07-14 | 3.2000%           |
| 2025-07-15 | 3.2000%           |
| 2025-07-16 | 3.2100%           |
| 2025-07-17 | 3.2100%           |
| 2025-07-18 | 3.2100%           |
| 2025-07-21 | 3.2100%           |
| 2025-07-22 | 3.2000%           |
| 2025-07-23 | 3.1900%           |
| 2025-07-24 | 3.1900%           |
| 2025-07-25 | 3.1900%           |
| 2025-07-28 | 3.2000%           |
| 2025-07-29 | 3.2100%           |
| 2025-07-30 | 3.2200%           |
| 2025-07-31 | 3.2300%           |

### Class: R6

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $12172651.98

- **Number of Shares Outstanding:** 12173316.4870

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $41734.24                 | $144380.66              |
| 2025-07-02 | $9337.82                  | $0.00                   |
| 2025-07-03 | $3725451.60               | $0.00                   |
| 2025-07-07 | $22557.32                 | $2.62                   |
| 2025-07-08 | $17549.98                 | $145.90                 |
| 2025-07-09 | $7468.19                  | $0.07                   |
| 2025-07-10 | $44681.29                 | $3735073.08             |
| 2025-07-11 | $5665.29                  | $5143.37                |
| 2025-07-14 | $2884.99                  | $11978.86               |
| 2025-07-15 | $1971.75                  | $0.00                   |
| 2025-07-16 | $7048.07                  | $0.00                   |
| 2025-07-17 | $4393.15                  | $82.79                  |
| 2025-07-18 | $2371.00                  | $50.78                  |
| 2025-07-21 | $6776.20                  | $9960.59                |
| 2025-07-22 | $1884.76                  | $0.00                   |
| 2025-07-23 | $7149.66                  | $0.53                   |
| 2025-07-24 | $1957.12                  | $129923.23              |
| 2025-07-25 | $2451.24                  | $0.00                   |
| 2025-07-28 | $6624.26                  | $5510.77                |
| 2025-07-29 | $958.67                   | $754.03                 |
| 2025-07-30 | $6796.59                  | $16514.84               |
| 2025-07-31 | $8311.06                  | $15853.84               |

**Total Gross Subscriptions (Month):** $3936024.25

**Total Gross Redemptions (Month):** $4075375.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2200%           |
| 2025-07-02 | 4.2300%           |
| 2025-07-03 | 4.2200%           |
| 2025-07-07 | 4.2000%           |
| 2025-07-08 | 4.1900%           |
| 2025-07-09 | 4.1900%           |
| 2025-07-10 | 4.1800%           |
| 2025-07-11 | 4.1800%           |
| 2025-07-14 | 4.1600%           |
| 2025-07-15 | 4.1600%           |
| 2025-07-16 | 4.1700%           |
| 2025-07-17 | 4.1700%           |
| 2025-07-18 | 4.1700%           |
| 2025-07-21 | 4.1700%           |
| 2025-07-22 | 4.1600%           |
| 2025-07-23 | 4.1500%           |
| 2025-07-24 | 4.1500%           |
| 2025-07-25 | 4.1500%           |
| 2025-07-28 | 4.1600%           |
| 2025-07-29 | 4.1700%           |
| 2025-07-30 | 4.1800%           |
| 2025-07-31 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 32.5400%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0300%          | 0.0000%              |
| Pension plan                                        |  | 10.2100%         | 0.0000%              |
| Retail investor                                     |  | 14.6200%         | 0.0000%              |

### Class: A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $310972829.92

- **Number of Shares Outstanding:** 311005273.0840

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1132407.17               | $306607.14              |
| 2025-07-02 | $135970.62                | $315750.43              |
| 2025-07-03 | $53965.25                 | $320005.00              |
| 2025-07-07 | $189907.53                | $719811.49              |
| 2025-07-08 | $184059.92                | $496850.49              |
| 2025-07-09 | $45790.88                 | $943330.45              |
| 2025-07-10 | $203240.53                | $86728.83               |
| 2025-07-11 | $152174.25                | $193022.01              |
| 2025-07-14 | $476616.22                | $237047.02              |
| 2025-07-15 | $155756.85                | $551348.89              |
| 2025-07-16 | $362407.73                | $367364.30              |
| 2025-07-17 | $53654.32                 | $301916.76              |
| 2025-07-18 | $305189.29                | $503027.51              |
| 2025-07-21 | $1117946.04               | $585612.09              |
| 2025-07-22 | $516233.44                | $157773.44              |
| 2025-07-23 | $227484.97                | $601479.08              |
| 2025-07-24 | $1307876.15               | $208389.85              |
| 2025-07-25 | $499169.12                | $205404.43              |
| 2025-07-28 | $1296543.53               | $195565.52              |
| 2025-07-29 | $1190129.98               | $539617.83              |
| 2025-07-30 | $110187.11                | $1195436.17             |
| 2025-07-31 | $590839.06                | $521655.85              |

**Total Gross Subscriptions (Month):** $10307549.96

**Total Gross Redemptions (Month):** $9553744.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9600%           |
| 2025-07-02 | 3.9600%           |
| 2025-07-03 | 3.9600%           |
| 2025-07-07 | 3.9400%           |
| 2025-07-08 | 3.9300%           |
| 2025-07-09 | 3.9200%           |
| 2025-07-10 | 3.9200%           |
| 2025-07-11 | 3.9100%           |
| 2025-07-14 | 3.9000%           |
| 2025-07-15 | 3.9000%           |
| 2025-07-16 | 3.9100%           |
| 2025-07-17 | 3.9100%           |
| 2025-07-18 | 3.9100%           |
| 2025-07-21 | 3.9100%           |
| 2025-07-22 | 3.9000%           |
| 2025-07-23 | 3.8900%           |
| 2025-07-24 | 3.8900%           |
| 2025-07-25 | 3.8900%           |
| 2025-07-28 | 3.9000%           |
| 2025-07-29 | 3.9100%           |
| 2025-07-30 | 3.9200%           |
| 2025-07-31 | 3.9300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 21.0900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXTA6, C.4 - ISIN: US3130AXTA60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30012814.50
- **C.18.a - Value (excl. sponsor support):** $30012814.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12000879.48
- **C.18.a - Value (excl. sponsor support):** $12000879.48
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15008207.10
- **C.18.a - Value (excl. sponsor support):** $15008207.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10009455.00
- **C.18.a - Value (excl. sponsor support):** $10009455.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XW1, C.4 - ISIN: US3130B6XW12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50042135.50
- **C.18.a - Value (excl. sponsor support):** $50042135.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29999621.70
- **C.18.a - Value (excl. sponsor support):** $29999621.70
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15002206.65
- **C.18.a - Value (excl. sponsor support):** $15002206.65
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008067.20
- **C.18.a - Value (excl. sponsor support):** $20008067.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20010150.80
- **C.18.a - Value (excl. sponsor support):** $20010150.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6503401.58
- **C.18.a - Value (excl. sponsor support):** $6503401.58
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000189.50
- **C.18.a - Value (excl. sponsor support):** $5000189.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20012064.80
- **C.18.a - Value (excl. sponsor support):** $20012064.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7004673.13
- **C.18.a - Value (excl. sponsor support):** $7004673.13
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005469.75
- **C.18.a - Value (excl. sponsor support):** $15005469.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003910.10
- **C.18.a - Value (excl. sponsor support):** $10003910.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **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):** $4000845.72
- **C.18.a - Value (excl. sponsor support):** $4000845.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **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):** $25003910.25
- **C.18.a - Value (excl. sponsor support):** $25003910.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4998283.00
- **C.18.a - Value (excl. sponsor support):** $4998283.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17002214.76
- **C.18.a - Value (excl. sponsor support):** $17002214.76
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50013435.50
- **C.18.a - Value (excl. sponsor support):** $50013435.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25007521.75
- **C.18.a - Value (excl. sponsor support):** $25007521.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERCY5, C.4 - ISIN: US3133ERCY54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20004820.00
- **C.18.a - Value (excl. sponsor support):** $20004820.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15006345.45
- **C.18.a - Value (excl. sponsor support):** $15006345.45
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREL1, C.4 - ISIN: US3133EREL16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52017098.64
- **C.18.a - Value (excl. sponsor support):** $52017098.64
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20011076.00
- **C.18.a - Value (excl. sponsor support):** $20011076.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30028951.20
- **C.18.a - Value (excl. sponsor support):** $30028951.20
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGB1, C.4 - ISIN: US3133ERGB16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008471.80
- **C.18.a - Value (excl. sponsor support):** $20008471.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001818.20
- **C.18.a - Value (excl. sponsor support):** $10001818.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14023730.98
- **C.18.a - Value (excl. sponsor support):** $14023730.98
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7004431.21
- **C.18.a - Value (excl. sponsor support):** $7004431.21
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25016560.50
- **C.18.a - Value (excl. sponsor support):** $25016560.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10009265.30
- **C.18.a - Value (excl. sponsor support):** $10009265.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20519568.07
- **C.18.a - Value (excl. sponsor support):** $20519568.07
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2001860.20
- **C.18.a - Value (excl. sponsor support):** $2001860.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25017042.75
- **C.18.a - Value (excl. sponsor support):** $25017042.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15013467.90
- **C.18.a - Value (excl. sponsor support):** $15013467.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45040875.75
- **C.18.a - Value (excl. sponsor support):** $45040875.75
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15014014.05
- **C.18.a - Value (excl. sponsor support):** $15014014.05
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99093494.61
- **C.18.a - Value (excl. sponsor support):** $99093494.61
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11010577.38
- **C.18.a - Value (excl. sponsor support):** $11010577.38
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10008188.40
- **C.18.a - Value (excl. sponsor support):** $10008188.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20015623.60
- **C.18.a - Value (excl. sponsor support):** $20015623.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46977638.34
- **C.18.a - Value (excl. sponsor support):** $46977638.34
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.340000%
- **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):** $50003484.50
- **C.18.a - Value (excl. sponsor support):** $50003484.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **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):** $41031902.10
- **C.18.a - Value (excl. sponsor support):** $41031902.10
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.385000%
- **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):** $44998593.75
- **C.18.a - Value (excl. sponsor support):** $44998593.75
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24997412.00
- **C.18.a - Value (excl. sponsor support):** $24997412.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24989293.75
- **C.18.a - Value (excl. sponsor support):** $24989293.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **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):** $15004814.25
- **C.18.a - Value (excl. sponsor support):** $15004814.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40004296.00
- **C.18.a - Value (excl. sponsor support):** $40004296.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19999736.40
- **C.18.a - Value (excl. sponsor support):** $19999736.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8003477.44
- **C.18.a - Value (excl. sponsor support):** $8003477.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30008174.10
- **C.18.a - Value (excl. sponsor support):** $30008174.10
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRN9, C.4 - ISIN: US3133ETRN90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40004488.00
- **C.18.a - Value (excl. sponsor support):** $40004488.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **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):** $75013938.75
- **C.18.a - Value (excl. sponsor support):** $75013938.75
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $60016357.80
- **C.18.a - Value (excl. sponsor support):** $60016357.80
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $40035914.40
- **C.18.a - Value (excl. sponsor support):** $40035914.40
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $20015066.40
- **C.18.a - Value (excl. sponsor support):** $20015066.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $10010357.00
- **C.18.a - Value (excl. sponsor support):** $10010357.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.445000%
- **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):** $25013642.00
- **C.18.a - Value (excl. sponsor support):** $25013642.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.420000%
- **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):** $25015825.75
- **C.18.a - Value (excl. sponsor support):** $25015825.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 62: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.455000%
- **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):** $23019650.97
- **C.18.a - Value (excl. sponsor support):** $23019650.97
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **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):** $6005056.92
- **C.18.a - Value (excl. sponsor support):** $6005056.92
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **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):** $16017284.96
- **C.18.a - Value (excl. sponsor support):** $16017284.96
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54597517.15
- **C.18.a - Value (excl. sponsor support):** $54597517.15
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9894012.50
- **C.18.a - Value (excl. sponsor support):** $9894012.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24651870.00
- **C.18.a - Value (excl. sponsor support):** $24651870.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $43834259.25
- **C.18.a - Value (excl. sponsor support):** $43834259.25
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199023402.00
- **C.18.a - Value (excl. sponsor support):** $199023402.00
- **C.19 - Percentage of Net Assets:** 3.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24776292.50
- **C.18.a - Value (excl. sponsor support):** $24776292.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99368785.00
- **C.18.a - Value (excl. sponsor support):** $99368785.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 72: 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):** $67379400.90
- **C.18.a - Value (excl. sponsor support):** $67379400.90
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 73: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.456000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59022727.39
- **C.18.a - Value (excl. sponsor support):** $59022727.39
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.531000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10009892.20
- **C.18.a - Value (excl. sponsor support):** $10009892.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.446000%
- **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):** $35020688.85
- **C.18.a - Value (excl. sponsor support):** $35020688.85
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 76: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-10-20      | 5.5000%  | 0.0000% | $51316388.00       | $12096536.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5480%  | 0.0000% | $29678899.00       | $28703463.66       | Agency Collateralized Mortgage Obligation |

### Security 77: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV81CUT5, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV81CUT5
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $5000.00           | $4962.93           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $2000.00           | $1990.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 6.6250%  | 0.0000% | $93300.00          | $99972.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $500.00            | $811.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $75.63             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.63             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.04             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $97.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $173000.00         | $108443.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $1400.00           | $1348.68           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $442300.00         | $419461.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $7016600.00        | $6065281.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $178840500.00      | $176065670.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $98.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $100300.00         | $99994.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 4.5000%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $200.00            | $196.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $186500.00         | $186199.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $19700.00          | $20032.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $99900.00          | $100659.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $87300.00          | $87464.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $57300.00          | $58383.55          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $279500.00         | $278340.91         | U.S. Treasuries (including strips) |

### Security 78: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $1200.00           | $1269.17           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $7754800.00        | $7386158.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $2700.00           | $1481.90           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1200.00           | $1098.23           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 2.2500%  | 0.0000% | $27500.00          | $27455.01          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $300.00            | $394.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $25418300.00       | $23599891.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $15056800.00       | $14823183.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $604800.00         | $606326.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $1371100.00        | $1395273.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $400.00            | $406.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4679%  | 0.0000% | $3154300.00        | $3156886.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $200.00            | $197.42            | U.S. Treasuries (including strips) |

### Security 79: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $3990100.00        | $3985176.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $54182200.00       | $55104446.71       | U.S. Treasuries (including strips) |

### Security 80: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 5.4980%  | 0.0000% | $213554.00         | $206025.37         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $7000.00           | $6991.36           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 3.7500%  | 0.0000% | $58601300.00       | $58883434.03       | U.S. Treasuries (including strips)        |

### Security 81: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $102000000.00
- **C.18.a - Value (excl. sponsor support):** $102000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 5.5000%  | 0.0000% | $39747500.00       | $36374330.31       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2062-04-20      | 5.0067%  | 0.0000% | $6712869.00        | $308966.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 4.9367%  | 0.0000% | $1400000.00        | $507389.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 4.6480%  | 0.0000% | $1398630.00        | $476132.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $17183000.00       | $10883344.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $90065000.00       | $55489838.77       | Agency Collateralized Mortgage Obligation |

### Security 82: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2061-04-20      | 4.9367%  | 0.0000% | $2673582.00        | $104738.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $81840000.00       | $51835705.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-05-20      | 5.4480%  | 0.0000% | $95538.00          | $79556.56          | Agency Collateralized Mortgage Obligation |

### Security 83: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $20469400.00       | $21672346.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $98.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $1445700.00        | $1112987.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $2123400.00        | $1615695.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $20800.00          | $15463.47          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $55827500.00       | $40608192.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $1886000.00        | $1721870.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $90.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $5000200.00        | $4069577.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1400.00           | $1262.80           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $137700.00         | $126890.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $78100.00          | $76394.79          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $132000.00         | $122327.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $979.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $2842000.00        | $2760810.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $400.00            | $342.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $700.00            | $676.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $990.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $49334100.00       | $51441430.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $645900.00         | $653168.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $16709600.00       | $16797997.44       | U.S. Treasuries (including strips) |

### Security 84: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8N7Z00, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8N7Z00
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Banks | 2025-08-20      | 0.0000%  | 0.0000% | $21608000.00       | $21554412.16       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks | 2025-08-29      | 0.0000%  | 0.0000% | $13290000.00       | $13242820.50       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks | 2025-09-26      | 0.0000%  | 0.0000% | $39798000.00       | $39527771.58       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks | 2025-10-08      | 0.0000%  | 0.0000% | $377000.00         | $373912.37         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks | 2025-10-15      | 0.0000%  | 0.0000% | $100000.00         | $99100.00          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks | 2025-10-29      | 0.0000%  | 0.0000% | $12030000.00       | $11902000.80       | Agency Debentures and Agency Strips |

### Security 85: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8R1BU9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8R1BU9
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 | 2048-08-15      | 3.0000%  | 0.0000% | $15516490.00       | $11580699.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $5306430.00        | $4195331.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $24166680.00       | $11951299.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $13746856.67       | $11366482.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $522800.00         | $518317.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $11081166.67       | $11387870.72       | U.S. Treasuries (including strips) |

### Security 86: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $39000.00          | $37802.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $185000.00         | $161026.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 3.5000%  | 0.0000% | $978470.00         | $867584.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $877335.00         | $892496.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $270516.00         | $208693.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $70096.00          | $65553.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1073454.00        | $1070616.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1824140.00        | $1946409.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $13739471.00       | $14062747.01       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 2.0000%  | 0.0000% | $20000000.00       | $10724380.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1520084.00        | $1421143.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $481438.00         | $473759.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $39642000.00       | $35315499.69       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $27318.00          | $18453.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $8443154.00        | $7132553.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $14150816.00       | $11521336.34       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $38745.00          | $39478.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $51635.00          | $51690.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $11368672.00       | $11603105.39       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1257330.00        | $1212102.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2960580.00        | $3090575.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.9480%  | 0.0000% | $91520.00          | $82898.03          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $94.84             | U.S. Treasuries (including strips)        |

### Security 87: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.420000%
- **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:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $3446000.00        | $3441106.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $74.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $57308200.00       | $54514163.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $3370000.00        | $3244339.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.02             | U.S. Treasuries (including strips) |

### Security 88: Societe Generale

- **C.1 - Title:** Societe Generale 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TABW3, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8TABW3
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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       | 2054-01-01      | 6.0000%  | 0.0000% | $2530460.16        | $2183403.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 5.5000%  | 0.0000% | $218673.96         | $189142.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2036-09-01      | 2.0000%  | 0.0000% | $17261781.60       | $9719412.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $9228870.84        | $8905506.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $12493249.20       | $6989848.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $14021808.60       | $7865538.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $14692933.92       | $8446636.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $12428292.96       | $8623462.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $851128.32         | $884320.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $907572.48         | $864843.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.0000%  | 0.0000% | $1047398.40        | $1067023.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $1501418.88        | $1541883.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $1775454.72        | $1829657.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 5.0000%  | 0.0000% | $2124465.60        | $2089398.46        | Agency Mortgage-Backed Securities |

### Security 89: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.430000%
- **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:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.5000%  | 0.0000% | $3494000.00        | $1080914.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-15      | 4.5000%  | 0.0000% | $103145.00         | $19083.28          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-10-01      | 3.5000%  | 0.0000% | $135784.00         | $14169.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $75997.00          | $9979.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $1000.00           | $903.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $735.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.5000%  | 0.0000% | $9899.00           | $7498.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $3471125.00        | $2858516.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $649898.00         | $544601.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $897.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $719302.00         | $583512.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $47999.00          | $31315.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $220000.00         | $156025.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.0000%  | 0.0000% | $1353999.00        | $1102839.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 1.9700%  | 0.0000% | $1000.00           | $622.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $259370.00         | $137253.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $531316.00         | $347841.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 6.0000%  | 0.0000% | $13678.00          | $7874.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $4136456.00        | $3511813.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $600000.00         | $349158.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $799.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $675.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $996.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2711.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $2337.00           | $1748.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $4996.00           | $4075.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $91000.00          | $64330.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $815.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $819.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1391.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-01      | 2.0000%  | 0.0000% | $3032.00           | $1850.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $247106.00         | $141267.44         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $921.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $2446.00           | $2310.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2051.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $2001.00           | $1986.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $899.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-10-25      | 2.9226%  | 0.0000% | $1000.00           | $199.24            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-04-25      | 2.4690%  | 0.0000% | $111179.00         | $87605.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $222037.00         | $183300.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 2.0000%  | 0.0000% | $391469.00         | $235192.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 4.5000%  | 0.0000% | $1000000.00        | $870133.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 5.6000%  | 0.0000% | $2496.00           | $2223.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7173%  | 0.0000% | $12460.00          | $12505.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $442319.00         | $414678.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $380721.00         | $173.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $4095000.00        | $3732.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 8.0000%  | 0.0000% | $1227908.00        | $254.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 6.5000%  | 0.0000% | $10000.00          | $21.01             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $175000.00         | $324.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-06-01      | 6.5000%  | 0.0000% | $250000.00         | $399.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 7.0000%  | 0.0000% | $3797.00           | $19.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $1376.00           | $57.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.0000%  | 0.0000% | $2551.00           | $43.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $47000.00          | $1653.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $4000.00           | $403.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 7.0000%  | 0.0000% | $1825.00           | $0.27              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 6.5000%  | 0.0000% | $1200000.00        | $574.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-15      | 4.7770%  | 0.0000% | $4520.00           | $166.09            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2038-08-15      | 4.7970%  | 0.0000% | $1363.00           | $77.90             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $1309.00           | $278.68            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 2.0000%  | 0.0000% | $787299.00         | $501568.25         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-02-01      | 6.0000%  | 0.0000% | $3545627.00        | $286.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $16000.00          | $12.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $18000.00          | $4.33              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 6.5000%  | 0.0000% | $43000.00          | $66.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $18000.00          | $11.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.5000%  | 0.0000% | $7083579.00        | $3934.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $180000.00         | $1159.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 6.5000%  | 0.0000% | $355739.00         | $131.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $200000.00         | $211.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $1294429.00        | $3261.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $75000.00          | $315.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 3.5000%  | 0.0000% | $6000.00           | $8.34              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $13603.00          | $431.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $7000.00           | $389.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 3.5000%  | 0.0000% | $6000.00           | $13.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $2643.00           | $50.84             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $18005.00          | $1163.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $2000.00           | $165.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1006.00           | $58.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $20000.00          | $1479.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $26000.00          | $396.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $122.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $15.51             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $16000.00          | $2764.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $5000.00           | $578.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $2000.00           | $145.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $84.09             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.7600%  | 0.0000% | $160000.00         | $122378.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $193.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $5000.00           | $190.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $1000.00           | $38.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $55755.00          | $2201.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.0000%  | 0.0000% | $37000.00          | $4006.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $4000.00           | $266.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $4001000.00        | $631338.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $4000.00           | $263.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $241.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $5000.00           | $999.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1678.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $2000.00           | $179.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $2042.00           | $198.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $98.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $5030.00           | $724.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $1008.00           | $226.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $5000.00           | $761.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1008.00           | $316.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $104.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $108.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $10004.00          | $1300.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $18000.00          | $2343.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $125.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $2005.00           | $39.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $54000.00          | $3548.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $1000.00           | $44.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.0000%  | 0.0000% | $11000.00          | $1255.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $26000.00          | $614.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $1000.00           | $34.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $2000.00           | $66.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $4000.00           | $360.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $7000.00           | $346.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $19000.00          | $294.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $121.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $7000.00           | $623.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $4073.00           | $554.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $4000.00           | $240.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.0000%  | 0.0000% | $1000.00           | $185.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $36.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 6.5000%  | 0.0000% | $46000.00          | $103.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 6.5000%  | 0.0000% | $240726.00         | $508.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-25      | 5.0645%  | 0.0000% | $29823478.00       | $1095160.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 5.0345%  | 0.0000% | $1568653.00        | $41235.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-12-01      | 6.5000%  | 0.0000% | $1041.00           | $5.17              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $1009.00           | $16.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $277097.00         | $2520.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $1103.00           | $12.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.5000%  | 0.0000% | $2546.00           | $28.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 6.5000%  | 0.0000% | $211000.00         | $2739.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.5000%  | 0.0000% | $160000.00         | $3109.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.5000%  | 0.0000% | $165000.00         | $2409.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $139001.00         | $827.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.0000%  | 0.0000% | $305000.00         | $3905.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 6.5000%  | 0.0000% | $145000.00         | $974.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 6.5000%  | 0.0000% | $44000.00          | $265.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.5000%  | 0.0000% | $195000.00         | $1539.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $100000.00         | $285.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.5000%  | 0.0000% | $73850.00          | $937.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $7394.00           | $85.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.5000%  | 0.0000% | $117667.00         | $701.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.5000%  | 0.0000% | $227867.00         | $3305.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $450436.00         | $398132.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2008.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $968.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1974.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $920.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $956559.00         | $949277.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $987.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $886.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $976.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1006.00           | $963.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3975.00           | $3717.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $261759.00         | $268457.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $5000.00           | $18.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $2000.00           | $115.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 2.5000%  | 0.0000% | $1000.00           | $165.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $171.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $1089902.00        | $205239.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $174.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $146.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $324751.00         | $56995.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $188.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $12000.00          | $1834.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $2000.00           | $284.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $4000.00           | $269.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $3000.00           | $207.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $648.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $183176.00         | $48365.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $41000.00          | $3622.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $267005.00         | $24942.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 4.0000%  | 0.0000% | $20000.00          | $4727.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $10000.00          | $2425.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $435612.00         | $92922.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $27000.00          | $2347.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $315.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1010.00           | $80.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $124687.00         | $14440.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1641.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $270.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $2000.00           | $575.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1532.00           | $318.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $231.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $384.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $15000.00          | $4421.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $2001.00           | $1034.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $449.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $601001.00         | $339953.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $19000.00          | $10716.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $56763.00          | $32065.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $674.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $597.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $249000.00         | $165808.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $650.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $920.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2189048.00        | $2222928.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $615.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $647.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $226408.00         | $215616.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $4000.00           | $3390.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $203551.00         | $162904.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $65000.00          | $50396.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2355.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2215.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $27438.00          | $19270.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $865.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $2654436.00        | $2489137.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1035.00           | $1006.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1535.00           | $1522.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.4500%  | 0.0000% | $1000.00           | $1006.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $355000.00         | $27719.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $206.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $860342.00         | $92810.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1002.00           | $69.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $69.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $1017878.00        | $198962.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $9004.00           | $2308.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $141.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $269000.00         | $111545.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1024.00           | $219.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $5000.00           | $1120.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $502967.00         | $87554.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $625915.00         | $365271.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $597.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $2036.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $955470.00         | $636622.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $145481.00         | $92668.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2054.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $31000.00          | $18426.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4343.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $730.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2001.00           | $1495.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $712.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $735.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $5300.00           | $4155.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $3020.00           | $1996.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $39001.00          | $28307.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $733.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2547.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $215367.00         | $169342.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $12997.00          | $10641.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $809.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $841.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $951.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $818.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $4218689.00        | $4058365.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $4503107.00        | $4383737.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $8899193.00        | $8493834.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $20000.00          | $1618.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $213.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $15000.00          | $1715.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $10000.00          | $883.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $4000.00           | $348.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $13000.00          | $1987.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $2000.00           | $532.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $3000.00           | $62.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $9998000.00        | $1629892.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2027.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $187.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $8004.00           | $1009.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $27000.00          | $4150.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $6000.00           | $1722.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $18000.00          | $4195.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $11000.00          | $3378.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $501.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $9000.00           | $3950.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1078.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $39000.00          | $11718.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1020.00           | $495.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $8000.00           | $2986.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $339.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1633.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $4000.00           | $1899.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $453.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $1650.00           | $907.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $610952.00         | $396836.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1252.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2519.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $634.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $698.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $5000.00           | $3231.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $151778.00         | $113257.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2850.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $6319.00           | $4396.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $766.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $734.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $20204.00          | $14986.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $256432.00         | $218225.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $1013688.00        | $5432.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $65995.00          | $38210.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $54943.00          | $42297.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $147807.00         | $126893.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2113504.00        | $1761728.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $125333.00         | $118840.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1550362.00        | $1548258.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $22180.00          | $22615.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $63545.00          | $64646.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1000.00           | $73.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $1024.00           | $14.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 5.5000%  | 0.0000% | $1000.00           | $137.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $1000.00           | $43.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-11-15      | 3.5000%  | 0.0000% | $795000.00         | $45776.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $1000.00           | $168.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-15      | 3.5000%  | 0.0000% | $1000.00           | $18.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $1000.00           | $51.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-12-15      | 2.5000%  | 0.0000% | $1001.00           | $133.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $2626914.00        | $147971.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $1000.00           | $57.62             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-08-20      | 3.0000%  | 0.0000% | $1000.00           | $99.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-09-20      | 5.5000%  | 0.0000% | $1000.00           | $28.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $1000.00           | $56.14             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-20      | 6.5000%  | 0.0000% | $1000.00           | $111.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $368987.00         | $22490.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-20      | 5.5000%  | 0.0000% | $1000.00           | $68.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 4.6250%  | 0.0000% | $1910.00           | $25.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-02-20      | 6.0000%  | 0.0000% | $1000.00           | $89.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $628000.00         | $49085.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $106.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $1001.00           | $92.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $118000.00         | $11613.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $3505847.00        | $245871.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $1000.00           | $65.08             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-10-20      | 6.5000%  | 0.0000% | $1000.00           | $95.95             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 5.5000%  | 0.0000% | $1000.00           | $100.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $1000.00           | $75.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1000.00           | $126.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1007.00           | $89.97             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $586581.00         | $68106.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $1002.00           | $80.99             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $1000.00           | $154.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $8374.00           | $833.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $1000.00           | $100.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 6.5000%  | 0.0000% | $1001.00           | $163.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1000.00           | $187.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $1003.00           | $134.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $95679.00          | $13433.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1000.00           | $96.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $1000.00           | $90.90             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $1000.00           | $70.70             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $97.80             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 5.5000%  | 0.0000% | $1001.00           | $89.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $1000.00           | $93.53             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $55000.00          | $10050.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $97.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $29180.00          | $3514.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $386527.00         | $36312.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2568293.00        | $287038.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $1001.00           | $142.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $2001000.00        | $199625.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $1003.00           | $100.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 6.0000%  | 0.0000% | $1000.00           | $166.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $398928.00         | $36246.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $215048.00         | $26005.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $1000.00           | $110.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 6.5000%  | 0.0000% | $42563.00          | $6249.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 6.0000%  | 0.0000% | $1000.00           | $121.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $129.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $1000.00           | $155.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $2087.00           | $192.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 6.5000%  | 0.0000% | $1000.00           | $176.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1000.00           | $62.38             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $78.37             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1000.00           | $81.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $86.30             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1002.00           | $88.34             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 6.0000%  | 0.0000% | $1000.00           | $124.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $96.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 6.0000%  | 0.0000% | $1000.00           | $126.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $1000.00           | $130.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $1000.00           | $374.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $123002.00         | $44766.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $1000.00           | $138.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $1000.00           | $150.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1008.00           | $161.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $1000.00           | $163.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $1000.00           | $219.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $1024.00           | $220.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $252.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $1000.00           | $178.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $253.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $1000.00           | $255.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $1000.00           | $326.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1000.00           | $349.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 5.5000%  | 0.0000% | $1000.00           | $281.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 6.0000%  | 0.0000% | $1008.00           | $184.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $1000.00           | $454.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $1000.00           | $269.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $1000.00           | $270.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.5000%  | 0.0000% | $1000.00           | $268.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $477.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $267.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1000.00           | $654.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $730.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $1000.00           | $284.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1000.00           | $398.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1000.00           | $525.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 6.0000%  | 0.0000% | $1000.00           | $360.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1000.00           | $184.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-06-20      | 6.0000%  | 0.0000% | $1000.00           | $414.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $1001.00           | $360.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $537.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $1008.00           | $315.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3062.00           | $2693.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $447.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $571.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $1009.00           | $359.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1008.00           | $595.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $459.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $1000.00           | $634.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $2000.00           | $1671.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $833.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $2008.00           | $1601.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $1000.00           | $661.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1008.00           | $856.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $748.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $1000.00           | $728.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $1000.00           | $638.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $63674.00          | $47905.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $745.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1015112.00        | $770719.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1024.00           | $775.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $762.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1000.00           | $614.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 6.5000%  | 0.0000% | $1000.00           | $528.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $1000.00           | $778.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $767.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $2000.00           | $1563.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $2000.00           | $1569.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $743.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $723.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $1001.00           | $599.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $801.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $604.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $1000.00           | $800.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $731.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $1000.00           | $801.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1835693.00        | $1375395.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $940992.00         | $566064.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $823.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $1193.00           | $606.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $7669220.00        | $6569602.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $856.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $807.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $860.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $812.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $1000.00           | $834.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $229129.00         | $195404.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $8000.00           | $6723.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $1000.00           | $882.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1002.00           | $569.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1000.00           | $612.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $1000.00           | $133.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-09-15      | 4.5000%  | 0.0000% | $133877.00         | $21310.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-15      | 4.5000%  | 0.0000% | $1000.00           | $87.70             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-15      | 5.0000%  | 0.0000% | $346193.00         | $21877.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-15      | 4.5000%  | 0.0000% | $1000.00           | $121.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $1000.00           | $83.68             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $1000.00           | $172.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $282838.00         | $32959.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-15      | 5.0000%  | 0.0000% | $1000.00           | $11.18             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-15      | 4.0000%  | 0.0000% | $1002.00           | $129.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1128919.00        | $247875.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1000.00           | $265.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $1000.00           | $861.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $1000.00           | $381.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $1000.00           | $563.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $839.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-15      | 4.0000%  | 0.0000% | $1000.00           | $901.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1000.00           | $795.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $928.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $889.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $657.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $766280.00         | $737739.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 2.5000%  | 0.0000% | $1002.00           | $176.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-02-20      | 4.0000%  | 0.0000% | $1000.00           | $82.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-15      | 3.5000%  | 0.0000% | $1000.00           | $180.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $1000.00           | $153.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $1001.00           | $116.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-15      | 3.5000%  | 0.0000% | $1000.00           | $286.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $1000.00           | $43.27             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-15      | 4.0000%  | 0.0000% | $1003.00           | $102.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 7.5000%  | 0.0000% | $1000.00           | $827.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1009.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $1000.00           | $1013.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $1000.00           | $1039.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $991.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $693.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1055.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $987.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1036.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $788.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1064.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1066.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $950.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1031.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1002.00           | $1043.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1036.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1004.00           | $1049.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1007.00           | $1050.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $1001.00           | $922.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 6.5000%  | 0.0000% | $984125.00         | $1026913.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1015.00           | $1059.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $1000.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1000.00           | $966.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $986.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3322667.00        | $3281004.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $993.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $1000.00           | $949.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $698765.00         | $723005.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $473632.00         | $486323.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1001.00           | $1027.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1002.00           | $1024.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $223340.00         | $229352.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1025.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1002.00           | $1027.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1002.00           | $1026.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1002.00           | $1044.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $1000.00           | $72.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $1011.00           | $47.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $1024.00           | $16.92             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1008.00           | $51.63             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $1000.00           | $37.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $2662471.00        | $9016.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $1002.00           | $70.58             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $1000.00           | $189.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $7982730.00        | $560714.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1000.00           | $111.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $1024.00           | $248.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1110.00           | $311.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1294210.00        | $594944.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $588.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $1000.00           | $703.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $1000.00           | $993.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1008.00           | $29.64             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.7480%  | 0.0000% | $1000.00           | $999.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $2382.00           | $470.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2480%  | 0.0000% | $8995743.00        | $6197599.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $23990144.00       | $17160054.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4480%  | 0.0000% | $45270561.00       | $34621183.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6480%  | 0.0000% | $6445796.00        | $4977698.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2280%  | 0.0000% | $4299328.00        | $3135108.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2480%  | 0.0000% | $704034.00         | $543783.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2580%  | 0.0000% | $2706110.00        | $2098600.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $42502.00          | $19562.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $638559.00         | $396631.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2480%  | 0.0000% | $9299234.00        | $5601556.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $155048.00         | $121566.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $1000.00           | $460.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4980%  | 0.0000% | $22288951.00       | $10511308.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3680%  | 0.0000% | $198347.00         | $169530.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3480%  | 0.0000% | $17792.00          | $11807.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4580%  | 0.0000% | $8004760.00        | $4240357.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 5.4480%  | 0.0000% | $684199.00         | $268741.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2480%  | 0.0000% | $28570848.00       | $12192797.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8480%  | 0.0000% | $2119491.00        | $902560.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7480%  | 0.0000% | $998225.00         | $400844.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.3980%  | 0.0000% | $4581250.00        | $4109204.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $517075.00         | $522137.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5480%  | 0.0000% | $1001722.00        | $585894.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4480%  | 0.0000% | $446267.00         | $385277.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4580%  | 0.0000% | $229056.00         | $186131.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.4480%  | 0.0000% | $855168.00         | $752085.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3680%  | 0.0000% | $1546640.00        | $1425797.02        | Agency Collateralized Mortgage Obligation |

### Security 90: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN2F2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8TN2F2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2038-05-01      | 7.0000%  | 0.0000% | $314405.56         | $1933.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.0000%  | 0.0000% | $7083.33           | $324.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.0000%  | 0.0000% | $735004.54         | $1522.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $134533.75         | $2016.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $10388.89          | $356.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.5000%  | 0.0000% | $94727.78          | $11365.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 4.0000%  | 0.0000% | $26538.89          | $498.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.0000%  | 0.0000% | $313530.53         | $49880.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 3.5000%  | 0.0000% | $5666.67           | $1365.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $2172.22           | $515.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 3.5000%  | 0.0000% | $647078.65         | $10715.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.5000%  | 0.0000% | $22194.44          | $89.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 5.0000%  | 0.0000% | $61790.28          | $632.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5000%  | 0.0000% | $705027.78         | $4629.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $29308.09          | $335.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $5230.33           | $5147.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $96350.43          | $95449.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $207056.13         | $192816.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $94488.08          | $98473.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $143036.30         | $128851.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $112099.89         | $83912.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $225637.98         | $188737.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $118466.58         | $118497.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $270095.53         | $268925.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $53397.47          | $50257.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $266575.87         | $263723.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $104022.53         | $101967.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $56807.96          | $52590.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1905407.79        | $1805872.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $385165.22         | $365314.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $120059.10         | $120273.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $415291.11         | $429430.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $539203.92         | $490676.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $223160.23         | $232682.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $48307.77          | $46440.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $133054.37         | $128886.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $18888.89          | $19953.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $262123.00         | $265084.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $104254.11         | $104548.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $129766.67         | $133445.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $392839.31         | $395340.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $94946.89          | $92206.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $106088.97         | $106235.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $151722.64         | $158460.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $332813.91         | $342741.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $394511.44         | $397556.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $169362.22         | $174530.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $97015.60          | $102416.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $103728.43         | $107488.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $546385.01         | $533214.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $181821.80         | $184448.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $116700.66         | $113903.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $236330.41         | $240765.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $96979.33          | $102395.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $270269.59         | $282997.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $125066.07         | $126754.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $185129.81         | $185937.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $200467.68         | $206744.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $238069.04         | $245670.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $179330.73         | $170406.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $168956.86         | $177463.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $116419.59         | $116667.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $222510.17         | $223728.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $127493.77         | $131357.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $131493.58         | $135352.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.0000%  | 0.0000% | $102836.97         | $106214.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $232565.10         | $240520.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 6.0000%  | 0.0000% | $149560.33         | $152753.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $139452.79         | $142301.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $158940.08         | $163421.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-08-01      | 3.5000%  | 0.0000% | $241777.78         | $73043.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 3.0000%  | 0.0000% | $510827.99         | $165648.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 3.0000%  | 0.0000% | $8027.78           | $2836.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $755.56            | $110.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $596983.33         | $70558.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.5000%  | 0.0000% | $566.67            | $59.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $17377.78          | $4856.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $28333.33          | $5623.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $18761.86          | $731.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $32111.11          | $5008.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $35888.89          | $7920.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $78455.00          | $28607.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.5000%  | 0.0000% | $302344.34         | $35136.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $72915.64          | $42617.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $104926.74         | $57546.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $98998.93          | $33466.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $699266.67         | $383836.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $217222.22         | $124891.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $18416.67          | $11795.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $1167941.65        | $635063.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $3295.92           | $2265.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1595026.13        | $1082183.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $198805.56         | $132816.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $168074.84         | $132080.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 3.5000%  | 0.0000% | $127365.70         | $117396.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $354886.24         | $345593.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $246861.82         | $251754.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $30750.73          | $22785.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $35055.32          | $22484.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $123357.67         | $124468.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $245555.56         | $157881.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $46741.41          | $43044.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 2.0000%  | 0.0000% | $94444.44          | $62151.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $9444.44           | $6164.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $27861.11          | $21489.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $41908.21          | $32598.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $3022.22           | $2372.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $15111.11          | $10649.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $18888.89          | $12373.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $240455.56         | $52291.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $585555.56         | $107005.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $10294.44          | $1002.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $2361.11           | $514.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $362383.33         | $84566.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $80277.78          | $34344.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $2381605.56        | $942932.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $52735.32          | $23253.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $8500.00           | $4476.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.5000%  | 0.0000% | $79805.56          | $41156.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $9376602.83        | $5696984.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $472222.22         | $259584.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $3642.82           | $2070.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $15172.03          | $8377.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $236111.11         | $130045.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $100583.33         | $62344.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.5000%  | 0.0000% | $232364.03         | $139270.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $94444.44          | $56452.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $47270.39          | $26102.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $32104.31          | $20036.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $36138.88          | $13439.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $18888.89          | $11911.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $2755552.67        | $1626903.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $89911.11          | $58919.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $2361.11           | $1707.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $4519.36           | $2879.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $415864.48         | $294014.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $229641.67         | $173356.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 6.0000%  | 0.0000% | $47222.22          | $33074.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $3643509.04        | $2765159.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $10117.74          | $7823.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $216277.78         | $170354.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $944.44            | $760.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 2.5000%  | 0.0000% | $48046.63          | $37235.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $21272.67          | $16188.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $349655.24         | $298275.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $218450.00         | $188451.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $46002.00          | $37955.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 3.0000%  | 0.0000% | $97884.02          | $68686.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $113333.33         | $103843.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $470769.38         | $384913.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $303843.27         | $298092.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1295896.40        | $1164710.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $56666.67          | $57003.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $358134.94         | $305961.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $8246033.41        | $8060470.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $7718103.32        | $7731597.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1794.44           | $440.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 3.5000%  | 0.0000% | $1208888.89        | $131233.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 4.0000%  | 0.0000% | $33067.17          | $327.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $18888.89          | $8787.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $25122.22          | $4095.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $358916.28         | $206509.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $2266.67           | $636.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $2455.56           | $596.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $377.78            | $168.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $1511.11           | $732.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $2615400.23        | $1680952.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $509168.13         | $336033.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $255988.46         | $171491.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $4749.33           | $2819.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $33096.36          | $21933.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $23422.22          | $15628.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $1983.33           | $1204.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4101567.14        | $2951328.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 3.5000%  | 0.0000% | $1706511.85        | $309928.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $207777.78         | $136717.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $125516.67         | $83083.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $110405.56         | $80722.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $9444.44           | $6176.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $283333.33         | $173688.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $350167.61         | $235432.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $901400.82         | $609023.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $28520.81          | $20119.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $9444.44           | $7666.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 3.0000%  | 0.0000% | $61339.97          | $42790.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $482834.09         | $331721.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.5000%  | 0.0000% | $14166.67          | $9475.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $2266.67           | $1699.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $15111.11          | $12160.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $708333.33         | $566667.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $982624.93         | $770671.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 2.5000%  | 0.0000% | $63183.33          | $50081.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $62675.98          | $51536.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 1.5000%  | 0.0000% | $3094655.44        | $2074307.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $472.22            | $378.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $11312.56          | $8551.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.0000%  | 0.0000% | $25311.11          | $21630.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $8500.00           | $7912.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $1128473.51        | $903832.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $3116.67           | $2322.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1723199.24        | $1480040.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $197333.17         | $196040.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1384449.31        | $1424138.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $250492.92         | $240437.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 6.5000%  | 0.0000% | $377777.78         | $4758.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.0000%  | 0.0000% | $19833.33          | $148.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.5000%  | 0.0000% | $8051.77           | $635.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 4.5000%  | 0.0000% | $196860.28         | $2936.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $925555.56         | $8162.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 2.5000%  | 0.0000% | $205416.67         | $6547.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 4.5000%  | 0.0000% | $21525.31          | $539.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $4779.46           | $280.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $73383.33          | $2463.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 5.5000%  | 0.0000% | $15488.89          | $547.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 4.0000%  | 0.0000% | $2361.11           | $242.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 2.0000%  | 0.0000% | $45440.53          | $1249.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $13222.22          | $1638.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $953227.78         | $132374.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $17755.56          | $2162.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 4.0000%  | 0.0000% | $50051.21          | $5181.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $66111.11          | $38539.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $188888.89         | $83733.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1605.56           | $222.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $15111.11          | $4573.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 4.5000%  | 0.0000% | $7838.89           | $1984.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1357733.33        | $1008580.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $2404040.93        | $1555702.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 2.0000%  | 0.0000% | $661339.19         | $448973.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $30838.47          | $23950.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $45900.00          | $34930.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $28333.33          | $20797.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $362572.22         | $291646.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $407578.97         | $323079.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $604206.07         | $502020.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 5.0000%  | 0.0000% | $283.33            | $202.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $15342539.86       | $13343550.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 3.5000%  | 0.0000% | $286390.41         | $235428.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 4.0000%  | 0.0000% | $94.44             | $77.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.0000%  | 0.0000% | $121874.13         | $61837.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.5000%  | 0.0000% | $209164.41         | $48377.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.5000%  | 0.0000% | $146388.89         | $127058.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $719100.00         | $671490.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $987672.33         | $940642.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $4438.89           | $4125.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $2071478.05        | $1989238.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 5.5000%  | 0.0000% | $44861.11          | $44160.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 4.5000%  | 0.0000% | $479672.94         | $454446.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $58579.07          | $58002.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1109343.12        | $1072124.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $101135.17         | $99569.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $19266.67          | $369.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $663300.71         | $30262.82          | Agency Mortgage-Backed Securities |

### Security 91: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.A. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN2L9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: BIV8TN2L9
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? 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          | 2052-04-01      | 3.0000%  | 0.0000% | $7168.53           | $4740.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $16.68             | $11.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $496729.08         | $386791.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $339629.85         | $260219.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $208333.33         | $184281.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $1666.67           | $1343.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $464533.33         | $380267.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $339.33            | $30.88             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $782000.32         | $309316.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $340899.62         | $286965.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $102166.67         | $92978.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $300.00            | $48.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 4.2500%  | 0.0000% | $25369.15          | $25049.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-10-01      | 0.0000%  | 0.0000% | $116116.67         | $115260.89         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $116.68            | $18.41             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $73630.58          | $49236.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $7149.77           | $5495.83           | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-02-26      | 3.1250%  | 0.0000% | $100000.00         | $87569.49          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2037-04-28      | 3.3300%  | 0.0000% | $125000.00         | $107729.06         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2038-01-26      | 3.3100%  | 0.0000% | $121650.00         | $103228.51         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2034-09-27      | 2.4000%  | 0.0000% | $12016.67          | $10173.75          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-10-06      | 2.0800%  | 0.0000% | $220900.00         | $169696.36         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-12-22      | 1.9800%  | 0.0000% | $355633.33         | $266787.24         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2037-03-30      | 3.0800%  | 0.0000% | $166666.67         | $140601.11         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $16.67             | $11.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $279113.87         | $235716.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $242364.10         | $181276.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $16.67             | $2.53              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $509900.77         | $392922.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 5.1900%  | 0.0000% | $25283.33          | $25564.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $16.67             | $8.90              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $17983.33          | $10861.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $439633.33         | $383793.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $231.48            | $220.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $267552.43         | $237153.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $16.67             | $16.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $389230.77         | $197002.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $290018.00         | $169176.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $16.67             | $9.95              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $354315.73         | $261679.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $54.73             | $4.52              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $689160.88         | $436415.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1030.40           | $905.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $384666.67         | $344582.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $198625.82         | $202329.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $28027.63          | $28055.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $368994.20         | $322191.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $38583.88          | $38547.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $4166666.67        | $487704.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $136.53            | $16.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $16.67             | $1.66              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 5.0000%  | 0.0000% | $550000.00         | $42262.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $469823.13         | $44308.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $202611.73         | $55264.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $36704.38          | $25815.46          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $486264.38         | $255411.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $416666.67         | $219522.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $372962.00         | $212805.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $416666.67         | $246116.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $266666.67         | $169595.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $8869.87           | $7075.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $196814.83         | $147330.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $16.67             | $12.54             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $27359.10          | $19745.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $501298.55         | $303050.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $374795.02         | $274336.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $416666.67         | $357863.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5991.07           | $3252.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $41829.98          | $37743.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $416666.67         | $278730.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $416666.67         | $298999.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $190416.67         | $162052.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $95657.63          | $30077.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $930543.83         | $153307.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $110114.17         | $23626.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $59952.15          | $33117.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $26517.55          | $21136.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $53191.55          | $35341.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $27448.90          | $18602.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 2.5000%  | 0.0000% | $79120.47          | $33534.26          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $290725.15         | $292702.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $384947.07         | $354187.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $186394.37         | $175895.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $422260.18         | $393247.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $51923.62          | $46053.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $52858.47          | $32460.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $17939.57          | $18413.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $92578.45          | $88995.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $80416.55          | $55037.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $55504.73          | $41634.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $17974.60          | $18387.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $91463.07          | $98116.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $182770.48         | $175351.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $71350.22          | $68319.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $16965.12          | $13604.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $17391.77          | $14236.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $37680.22          | $37938.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $21770.58          | $22800.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $90805.10          | $93708.73          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $62455.07          | $65712.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $37638.08          | $32618.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $41880.33          | $41901.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $28528.13          | $29147.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $23298.70          | $23821.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $18357.42          | $19465.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $22383.03          | $23721.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $133128.60         | $140588.16         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1915.02           | $1985.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $20177.17          | $20992.91          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $33818.78          | $33967.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3294.32           | $3384.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3654.30           | $3754.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $396405.03         | $397692.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $33352.77          | $34696.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $39439.50          | $40951.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $7871.40           | $8078.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1324.82           | $1361.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $19532.60          | $19613.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $7202.95           | $7391.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $63321.12          | $65960.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3505.50           | $3627.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $4266.15           | $4405.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $5107.67           | $5237.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3477.53           | $3581.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $22307.13          | $23289.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1659.58           | $1716.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $27172.00          | $26588.45          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $24212.25          | $24340.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $23734.68          | $23854.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 6.0000%  | 0.0000% | $17521.35          | $17995.18          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $34250.03          | $35691.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $20492.57          | $21058.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $33412.57          | $35728.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $41918.97          | $44833.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $39300.57          | $42036.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $33116.55          | $35302.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $23196.55          | $24663.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $37431.25          | $39993.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $56891.40          | $60793.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $121737.37         | $129653.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $19649.32          | $20831.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $58800.17          | $62262.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $22243.45          | $23621.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $35326.07          | $37447.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $4565.28           | $4685.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4344.33           | $4466.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1324.27           | $1360.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $7206.25           | $7406.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $5905.98           | $5865.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $165458.02         | $172405.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $19904.83          | $20401.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $7877.65           | $8094.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1900.48           | $1961.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $56851.00          | $59201.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $7446.27           | $7643.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2154.13           | $2206.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $17106.35          | $18287.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $27647.20          | $29413.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2146.95           | $2220.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $5222.37           | $5364.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1881.27           | $1934.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2480.72           | $2554.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1634.80           | $1685.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $72513.62          | $74573.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $13781.78          | $14631.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $38269.82          | $40628.59          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $231640.88         | $248458.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $25429.50          | $26995.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $18311.93          | $19440.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $16.67             | $17.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $3705.67           | $3816.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1195.13           | $1233.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $8569.22           | $8813.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $3432.43           | $3532.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1193.08           | $1227.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1585.33           | $1629.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $16.67             | $17.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $16.67             | $17.16             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $8822.57           | $9069.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $17.07             | $17.64             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $16.80             | $17.37             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $134887.45         | $138235.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $16.67             | $16.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $54519.60          | $55320.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1503.55           | $1553.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2164.12           | $2238.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1153.28           | $1193.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $51808.57          | $54744.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $50287.13          | $53133.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $43548.25          | $46165.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $41988.95          | $44591.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $20235.03          | $21407.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $23191.32          | $24545.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1702.52           | $1754.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4144.38           | $4268.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3555.60           | $3652.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2763.88           | $2840.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1910.37           | $1964.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2295.65           | $2361.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $25391.20          | $25565.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $17144.08          | $17141.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $12104.88          | $12395.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $12475.85          | $12801.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $47430.75          | $47689.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2662.85           | $2735.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $113248.88         | $113701.60         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1821.38           | $1880.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $51184.68          | $51414.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $82680.47          | $85329.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $132407.23         | $136527.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $132605.02         | $136527.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $149180.63         | $153593.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $104770.37         | $107564.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $154003.73         | $160556.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2150.72           | $2207.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $8539.30           | $8775.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $56027.13          | $11110.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-08-16      | 2.5000%  | 0.0000% | $44448.62          | $39951.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.5000%  | 0.0000% | $277427.50         | $16475.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $13757.45          | $11899.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.5000%  | 0.0000% | $61836.90          | $8593.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | 2.3000%  | 0.0000% | $59500.00          | $6380.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $26666.67          | $4830.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $160111.30         | $34699.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.0000%  | 0.0000% | $66599.32          | $31277.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $527778.12         | $313048.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $306666.67         | $206229.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $147718.83         | $97517.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $559188.33         | $312535.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 3.0000%  | 0.0000% | $60000.00          | $8401.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3980%  | 0.0000% | $1666666.67        | $768077.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.8480%  | 0.0000% | $133449.22         | $98782.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.7980%  | 0.0000% | $253133.33         | $180530.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3980%  | 0.0000% | $1250000.00        | $827885.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6980%  | 0.0000% | $516666.67         | $282726.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.9480%  | 0.0000% | $655085.03         | $431547.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.8480%  | 0.0000% | $598448.47         | $374922.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7480%  | 0.0000% | $610475.35         | $245140.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8480%  | 0.0000% | $829159.92         | $353088.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6480%  | 0.0000% | $145493.87         | $102275.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $833333.33         | $834875.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $833333.33         | $829799.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $349833.33         | $314815.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $1666666.67        | $1043052.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $809858.93         | $518207.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $833333.33         | $839541.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000000.00        | $1001186.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $833333.33         | $838001.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $147083.33         | $72706.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $333333.33         | $335582.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $741666.67         | $559001.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $750000.00         | $757334.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $833333.33         | $837851.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $833333.33         | $844758.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $16.67             | $16.99             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $833333.33         | $841771.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $711745.87         | $579590.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.5980%  | 0.0000% | $833333.33         | $689013.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2500%  | 0.0000% | $416666.67         | $402404.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $833333.33         | $797150.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $257930.00         | $240721.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $416666.67         | $389643.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $333333.33         | $315374.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $416666.67         | $389184.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $416666.67         | $391564.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.1480%  | 0.0000% | $156965.60         | $91516.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $416666.67         | $389117.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $419316.67         | $414913.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $67000.00          | $63338.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $165383.33         | $162479.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.3980%  | 0.0000% | $272577.73         | $269468.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $503350.00         | $477926.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $598850.00         | $556125.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $366666.67         | $357591.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $17227.90          | $17300.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $63916.67          | $59311.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $133700.00         | $132118.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $103466.67         | $97461.74          | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2036-03-15      | 0.0000%  | 0.0000% | $82566.67          | $48701.45          | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2034-01-15      | 0.0000%  | 0.0000% | $16.67             | $10.99             | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $564745.00         | $461362.11         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $13.33             | $10.96             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $116711.67         | $107579.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $15498.33          | $15841.34          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $5.00              | $4.99              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $1.67              | $1.70              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $1.67              | $1.66              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $20.00             | $20.03             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $4901130.00        | $4987108.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $3767733.33        | $3772980.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 0.0000%  | 0.0000% | $3477883.33        | $2478437.04        | U.S. Treasuries (including strips)        |

### Security 92: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN304, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8TN304
- **C.18 - Value (incl. sponsor support):** $167131250.00
- **C.18.a - Value (excl. sponsor support):** $167131250.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $36075000.00       | $37003111.03       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $6212500.00        | $6362766.52        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $124843750.00      | $127259900.61      | U.S. Treasuries (including strips) |

### Security 93: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.440000%
- **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:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $7245852.00        | $4589367.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $32584300.00       | $33157707.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5980%  | 0.0000% | $24303000.00       | $23452926.00       | Agency Collateralized Mortgage Obligation |

### Security 94: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT2J1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8TT2J1
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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          | 2052-03-25      | 3.0000%  | 0.0000% | $308104.00         | $194921.68         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.5000%  | 0.0000% | $200000.00         | $172302.34         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.5000%  | 0.0000% | $225000.00         | $195885.29         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.6500%  | 0.0000% | $500000.00         | $445770.75         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 0.1250%  | 0.0000% | $50000000.00       | $36550487.73       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.0000%  | 0.0000% | $6069020.00        | $5790346.79        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 6.0000%  | 0.0000% | $4473567.00        | $4307964.50        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.3000%  | 0.0000% | $400000.00         | $362581.12         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5500%  | 0.0000% | $200000.00         | $186136.62         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2055-04-25      | 5.5500%  | 0.0000% | $195000.00         | $186559.58         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $6248000.00        | $5783702.79        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.6000%  | 0.0000% | $2216900.00        | $2127830.81        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $8335750.00        | $8073086.46        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 5.0000%  | 0.0000% | $8720312.00        | $8621976.73        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 5.0000%  | 0.0000% | $6509397.00        | $6315688.19        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 5.0000%  | 0.0000% | $2192434.00        | $2177945.67        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 2.5000%  | 0.0000% | $1999.00           | $1656.40           | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $997.37            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2040-07-01      | 5.0000%  | 0.0000% | $2000.00           | $2014.61           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2060-07-15      | 6.1000%  | 0.0000% | $2000.00           | $2118.91           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2075-05-20      | 6.6870%  | 0.0000% | $62625.00          | $66090.25          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1907.19           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2000.00           | $2009.70           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2000.00           | $1998.83           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $2000.00           | $1971.07           | Agency Mortgage-Backed Securities   |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $25300.00          | $25116.71          | U.S. Treasuries (including strips)  |

### Security 95: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT756, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8TT756
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 6.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $32979324.27       | $2812379.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-01      | 3.5000%  | 0.0000% | $18386461.20       | $7261025.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $48096787.47       | $30530365.56       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $25715742.00       | $10060420.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $21263452.53       | $12383621.26       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $23351413.87       | $15960124.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1989066.67        | $1960373.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2985536.93        | $2963614.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $10949791.73       | $1396570.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $41487887.73       | $2850430.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $3332397.87        | $3277811.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-16      | 4.8545%  | 0.0000% | $57805573.33       | $1605290.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 4.7651%  | 0.0000% | $24157761.33       | $1691454.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.8151%  | 0.0000% | $11993761.73       | $2911512.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 4.8651%  | 0.0000% | $7519748.00        | $2003839.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9151%  | 0.0000% | $9745711.60        | $2655125.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.9151%  | 0.0000% | $8000000.00        | $1829248.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.8545%  | 0.0000% | $4648666.67        | $1340463.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.7651%  | 0.0000% | $4731829.73        | $2122532.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.9151%  | 0.0000% | $6510033.60        | $1704481.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8151%  | 0.0000% | $6691808.00        | $1554781.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8651%  | 0.0000% | $6406977.20        | $1621832.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8651%  | 0.0000% | $7045644.40        | $1812947.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.8651%  | 0.0000% | $10870538.53       | $1861078.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.9151%  | 0.0000% | $7756374.93        | $2491576.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.9151%  | 0.0000% | $11401353.33       | $1693326.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.8651%  | 0.0000% | $8541987.47        | $2626169.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.8151%  | 0.0000% | $9537724.67        | $2297621.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $3333333.33        | $2371259.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $13333333.33       | $8861960.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $7109752.40        | $4540864.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $13333333.33       | $8178016.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $9841905.07        | $6564029.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $8059603.87        | $4977392.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $6666666.67        | $4639056.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $8400000.00        | $5431179.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $10000000.00       | $6225099.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $5199715.20        | $3010354.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $10000000.00       | $5715612.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $20255914.27       | $12761823.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $6666666.67        | $4603850.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $6666666.67        | $4408650.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $6666666.67        | $4772356.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $6666666.67        | $4763227.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $7733333.33        | $4868683.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $6666666.67        | $4505979.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $6666666.67        | $5063579.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $5512801.87        | $3015759.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.8480%  | 0.0000% | $9333333.33        | $5684032.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $6666666.67        | $4599365.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3980%  | 0.0000% | $6666666.67        | $2511977.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5980%  | 0.0000% | $639999.73         | $616561.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7480%  | 0.0000% | $2666666.67        | $2659565.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7980%  | 0.0000% | $1333333.33        | $1331509.40        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2025-10-30      | 0.0000%  | 0.0000% | $2597106.67        | $2569577.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-28      | 0.0000%  | 0.0000% | $6481426.67        | $6391205.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-09      | 0.0000%  | 0.0000% | $3310106.67        | $3283175.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-18      | 0.0000%  | 0.0000% | $14658760.00       | $14422460.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $2259200.00        | $1925611.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $4659213.33        | $4314168.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $2666666.67        | $2614376.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $8536040.00        | $8289921.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $6665293.33        | $6190877.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $22606546.67       | $22096384.73       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $13233800.00       | $13493783.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $26.67             | $26.82             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $5724386.67        | $5668041.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $13.33             | $12.71             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $7347093.33        | $7306632.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 4.5000%  | 0.0000% | $12936533.33       | $12999644.50       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $14573.33          | $14715.88          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $1818266.67        | $1872292.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $3033666.67        | $3151122.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $10567013.33       | $10738010.47       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $9740266.67        | $9920807.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $9980880.00        | $10135803.22       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $13.33             | $13.41             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $1964280.00        | $1974231.70        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 3.8750%  | 0.0000% | $6732933.33        | $6714862.14        | U.S. Treasuries (including strips)        |

### Security 96: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT780, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8TT780
- **C.18 - Value (incl. sponsor support):** $255000000.00
- **C.18.a - Value (excl. sponsor support):** $255000000.00
- **C.19 - Percentage of Net Assets:** 4.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.5000%  | 0.0000% | $510.00            | $439.37            | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2052-09-20      | 5.3480%  | 0.0000% | $10200000.00       | $6948830.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $7944550.50        | $4625027.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $25500000.00       | $16755305.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $99039682.56       | $61894394.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $66796.74          | $41644.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $35642092.05       | $21357459.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $25500000.00       | $17410950.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $2295285.09        | $1429043.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $67925880.00       | $42990886.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $53613750.00       | $35393606.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $25498759.17       | $12460095.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $34120691.16       | $22594373.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $23690466.45       | $16229514.77       | Agency Collateralized Mortgage Obligation |

### Security 97: Banco Santander

- **C.1 - Title:** Banco Santander 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7L1, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8TT7L1
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $151605.30         | $1589.18           | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-11-01      | 9.0000%  | 0.0000% | $300.00            | $9.05              | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-06-01      | 5.0000%  | 0.0000% | $756078.00         | $28617.73          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $300.60            | $8.38              | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $300.00            | $9.50              | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-04-01      | 3.5000%  | 0.0000% | $3118857.60        | $584172.53         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-11-01      | 3.5000%  | 0.0000% | $12168403.50       | $1625357.70        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-02-01      | 3.5000%  | 0.0000% | $1255075.50        | $552778.53         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.0000%  | 0.0000% | $2628216.00        | $1917183.62        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $211834.20         | $166204.57         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $3355388.10        | $2968734.96        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $600.00            | $528.90            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 5.5000%  | 0.0000% | $600.00            | $482.16            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.0000%  | 0.0000% | $831616.20         | $634817.63         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $3983.40           | $3576.50           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $414369.00         | $280498.39         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $2041384.80        | $1769710.03        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $10326508.80       | $9442407.64        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $706227.60         | $607540.83         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $78903.30          | $70851.26          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $1438593.60        | $1353707.14        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $823593.00         | $480248.98         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $12539649.90       | $12188181.14       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $888965.40         | $630459.18         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $1584487.20        | $1259229.81        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $12732537.90       | $10254685.98       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $7640127.00        | $6218134.58        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 5.5000%  | 0.0000% | $36667038.00       | $33293600.22       | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $300.00            | $37.09             | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $597802.80         | $49721.77          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $307.20            | $59.13             | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $2451624.60        | $422233.93         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $2947515.00        | $557357.10         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $879259.20         | $211445.39         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-05-01      | 4.0000%  | 0.0000% | $876388.80         | $366490.86         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-05-01      | 4.5000%  | 0.0000% | $2051908.80        | $463059.93         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $4538654.40        | $1157219.06        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.5000%  | 0.0000% | $321.30            | $223.16            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $241512.90         | $182994.97         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $422250.00         | $307707.53         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $93016.80          | $61214.63          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $2260368.00        | $1464464.83        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $18900.30          | $11836.19          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $20491271.10       | $15659712.44       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.5000%  | 0.0000% | $6397612.50        | $5886224.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $1704631.20        | $417604.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 5.0000%  | 0.0000% | $781954.80         | $82818.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-02-01      | 4.5000%  | 0.0000% | $906172.80         | $68000.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $10992.60          | $1793.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.5000%  | 0.0000% | $1646670.60        | $432841.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $93600.00          | $92151.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $19555660.80       | $7144359.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-12-01      | 5.0000%  | 0.0000% | $28414.20          | $4669.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $1769476.80        | $562929.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $5644079.70        | $1829333.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $6337872.00        | $4920143.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $4829700.00        | $3581805.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $931954.80         | $602041.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $1498890.60        | $1076554.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-12-01      | 5.0000%  | 0.0000% | $5344329.60        | $661673.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-04-01      | 4.0000%  | 0.0000% | $1382.40           | $272.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $6648950.40        | $4944042.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $10695.90          | $9807.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $5194281.90        | $4853487.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $1076528.40        | $907304.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $3479118.00        | $3148692.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 6.0000%  | 0.0000% | $9699520.20        | $8488166.64        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 5.5000%  | 0.0000% | $11610853.50       | $11211635.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $2762476.50        | $2645516.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 2.5000%  | 0.0000% | $7177404.90        | $5926589.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-02-01      | 6.0000%  | 0.0000% | $417528.30         | $433822.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2036-04-01      | 2.0000%  | 0.0000% | $1884729.00        | $1022439.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-08-01      | 4.0000%  | 0.0000% | $2194.20           | $1669.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.0000%  | 0.0000% | $6864407.70        | $5585109.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 6.5000%  | 0.0000% | $7042245.90        | $6453169.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-10-01      | 5.5000%  | 0.0000% | $56100.60          | $52058.81          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $3227832.30        | $3209274.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $12380787.00       | $12325894.60       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $695355.00         | $37701.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-12-01      | 3.5000%  | 0.0000% | $3480.00           | $290.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 4.5000%  | 0.0000% | $7063267.20        | $6325512.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $2919859.20        | $2340032.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $25946371.50       | $21103883.81       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $1074846.00        | $864586.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $8437785.00        | $6260658.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $19067822.40       | $18008507.84       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-02-01      | 5.5000%  | 0.0000% | $7461417.60        | $6902514.67        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 4.5000%  | 0.0000% | $138815.10         | $132010.29         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $464360.70         | $465124.24         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $6481238.40        | $6404354.14        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $7678780.80        | $7912314.57        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $6798300.00        | $6001926.74        | Agency Mortgage-Backed Securities  |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $485.40            | $20.16             | Agency Mortgage-Backed Securities  |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-12-15      | 3.5000%  | 0.0000% | $379.50            | $12.42             | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.0000%  | 0.0000% | $599679.90         | $61657.81          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.5000%  | 0.0000% | $276773.10         | $29463.75          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-08-20      | 4.0000%  | 0.0000% | $129000.00         | $9046.99           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $38685961.20       | $3456544.09        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $286467.60         | $25313.73          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $113700.00         | $11131.92          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $18822756.00       | $1692530.44        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $6565854.60        | $799317.41         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-02-20      | 4.0000%  | 0.0000% | $1049229.60        | $104770.96         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-02-20      | 3.0000%  | 0.0000% | $284700.00         | $106641.76         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $13500.00          | $7717.40           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $15225336.60       | $10067379.65       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-12-20      | 6.5000%  | 0.0000% | $302.10            | $137.12            | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $1079633.70        | $1073010.64        | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BOND                       | 2041-05-15      | 4.3750%  | 0.0000% | $30.00             | $29.10             | U.S. Treasuries (including strips) |

### Security 98: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7M9, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV8TT7M9
- **C.18 - Value (incl. sponsor support):** $218438716.00
- **C.18.a - Value (excl. sponsor support):** $218438716.00
- **C.19 - Percentage of Net Assets:** 3.4300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $81933.77          | $64947.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $9570160.53        | $7720465.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $3269332.81        | $351513.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $9367394.65        | $7192575.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $5512787.57        | $4325492.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $5160913.29        | $4074307.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $988389.77         | $677586.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $65778420.88       | $46164643.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $306969.02         | $166635.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $30883154.83       | $28548712.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $64980061.59       | $59998759.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $25962226.87       | $21822240.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $3724633.86        | $3638986.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $13161254.61       | $12996227.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $22468661.67       | $22334781.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $5846466.41        | $4254401.77        | Agency Mortgage-Backed Securities |

### Security 99: Natixis

- **C.1 - Title:** Natixis 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7N7, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8TT7N7
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2036-01-01      | 3.0000%  | 0.0000% | $911910.60         | $124654.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2047-10-01      | 3.5000%  | 0.0000% | $41337.00          | $6707.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2040-02-01      | 6.5000%  | 0.0000% | $321.60            | $291.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2029-07-01      | 3.8300%  | 0.0000% | $375.00            | $364.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2029-07-01      | 3.8300%  | 0.0000% | $338.40            | $329.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2037-11-01      | 2.4000%  | 0.0000% | $50708.40          | $39144.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2038-01-01      | 2.9200%  | 0.0000% | $90713.70          | $72702.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2032-02-15      | 6.5000%  | 0.0000% | $57.00             | $2.92              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2040-07-13      | 2.1500%  | 0.0000% | $470700.00         | $318538.22         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $405360.60         | $421312.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $600.00            | $625.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $915.30            | $936.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $409602.00         | $434894.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $600.00            | $625.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $301.20            | $305.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $5194521.60        | $3641098.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $20012582.40       | $18799308.37       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $24725225.10       | $23358789.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1164.90           | $1135.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $47280900.00       | $14788334.32       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $24191731.20       | $13542795.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $24589066.50       | $14187099.84       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $506697.00         | $295465.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $20067532.80       | $12135669.42       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $11906051.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $31092519.90       | $30663427.12       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $87992851.80       | $13572356.27       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $721189.20         | $663881.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-04-01      | 6.5000%  | 0.0000% | $390268.80         | $404380.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.5000%  | 0.0000% | $600.00            | $623.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.5000%  | 0.0000% | $300.00            | $311.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.5000%  | 0.0000% | $630430.80         | $658977.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.5000%  | 0.0000% | $415366.80         | $432045.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $609.00            | $635.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.0000%  | 0.0000% | $300.00            | $306.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $6917799.00        | $7050987.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $319.80            | $335.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 5.0000%  | 0.0000% | $430800.00         | $408909.78         | Agency Mortgage-Backed Securities         |
| U.S. Treasury                         | 2025-10-30      | 0.0000%  | 0.0000% | $60.00             | $59.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-09-18      | 0.0000%  | 0.0000% | $600.00            | $596.51            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-01-15      | 0.0000%  | 0.0000% | $90.00             | $88.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-11-15      | 6.5000%  | 0.0000% | $1499940.00        | $1571525.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-11-15      | 6.1250%  | 0.0000% | $1199760.00        | $1273060.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-04-15      | 3.6250%  | 0.0000% | $1812120.00        | $3862986.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-08-15      | 5.5000%  | 0.0000% | $150000.00         | $160803.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-11-15      | 5.2500%  | 0.0000% | $76320.00          | $80264.76          | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-02-15      | 5.3750%  | 0.0000% | $4500000.00        | $4906992.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2037-02-15      | 4.7500%  | 0.0000% | $676500.00         | $709786.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2038-02-15      | 4.3750%  | 0.0000% | $899880.00         | $904578.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2040-02-15      | 4.6250%  | 0.0000% | $4110.00           | $4167.95           | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2040-11-15      | 4.2500%  | 0.0000% | $1050000.00        | $1002789.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2042-05-15      | 3.0000%  | 0.0000% | $30.00             | $23.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-05-15      | 2.8750%  | 0.0000% | $300000.00         | $229578.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-11-15      | 3.7500%  | 0.0000% | $3269790.00        | $2838496.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2044-11-15      | 3.0000%  | 0.0000% | $689640.00         | $527254.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2046-08-15      | 2.2500%  | 0.0000% | $945420.00         | $619362.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2047-11-15      | 2.7500%  | 0.0000% | $30.00             | $21.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2048-11-15      | 3.3750%  | 0.0000% | $358320.00         | $281319.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2049-02-15      | 3.0000%  | 0.0000% | $210.00            | $155.02            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2049-05-15      | 2.8750%  | 0.0000% | $627000.00         | $446050.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2040-11-15      | 1.3750%  | 0.0000% | $60.00             | $37.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2041-02-15      | 1.8750%  | 0.0000% | $900450.00         | $620418.21         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2051-05-15      | 2.3750%  | 0.0000% | $150270.00         | $94195.16          | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2051-08-15      | 2.0000%  | 0.0000% | $6794970.00        | $3901102.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2052-02-15      | 2.2500%  | 0.0000% | $2099970.00        | $1279275.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2042-05-15      | 3.2500%  | 0.0000% | $60.00             | $49.34             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2053-02-15      | 3.6250%  | 0.0000% | $30.00             | $24.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-02-15      | 3.8750%  | 0.0000% | $360.00            | $324.07            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-05-15      | 3.8750%  | 0.0000% | $5708760.00        | $5072690.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2053-08-15      | 4.1250%  | 0.0000% | $2061450.00        | $1846151.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-08-15      | 4.3750%  | 0.0000% | $3245670.00        | $3115158.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2053-11-15      | 4.7500%  | 0.0000% | $143130.00         | $140633.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2044-05-15      | 4.6250%  | 0.0000% | $299820.00         | $292735.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2044-08-15      | 4.1250%  | 0.0000% | $150.00            | $138.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2044-11-15      | 4.6250%  | 0.0000% | $30.00             | $29.23             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-06-30      | 1.8750%  | 0.0000% | $270.00            | $264.84            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-05-15      | 2.3750%  | 0.0000% | $510.00            | $498.49            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-05-15      | 0.6250%  | 0.0000% | $330.00            | $282.77            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-07-31      | 0.3750%  | 0.0000% | $300.00            | $279.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-08-15      | 0.6250%  | 0.0000% | $935070.00         | $795555.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-11-30      | 0.6250%  | 0.0000% | $30.00             | $27.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-01-31      | 0.3750%  | 0.0000% | $2901150.00        | $2844516.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-08-31      | 0.7500%  | 0.0000% | $1949880.00        | $1886349.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-09-30      | 0.8750%  | 0.0000% | $300.00            | $289.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-11-15      | 1.3750%  | 0.0000% | $30.00             | $25.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-04-30      | 2.7500%  | 0.0000% | $7499610.00        | $7396370.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-06-30      | 3.2500%  | 0.0000% | $24840.00          | $24590.75          | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2032-08-15      | 2.7500%  | 0.0000% | $12858000.00       | $11917700.85       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-08-31      | 3.1250%  | 0.0000% | $450.00            | $448.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-10-15      | 1.6250%  | 0.0000% | $2337570.00        | $2578749.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-10-31      | 4.0000%  | 0.0000% | $60.00             | $60.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-11-30      | 3.8750%  | 0.0000% | $60.00             | $60.23             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-02-15      | 4.0000%  | 0.0000% | $30.00             | $30.50             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-02-28      | 4.0000%  | 0.0000% | $300.00            | $305.72            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-05-31      | 3.7500%  | 0.0000% | $300.00            | $298.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-06-30      | 3.7500%  | 0.0000% | $2382000.00        | $2365233.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-06-30      | 4.0000%  | 0.0000% | $150.00            | $150.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2033-08-15      | 3.8750%  | 0.0000% | $39126000.00       | $38842545.32       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-10-15      | 4.6250%  | 0.0000% | $60.00             | $61.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-10-31      | 4.8750%  | 0.0000% | $3168870.00        | $3300810.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-12-31      | 4.2500%  | 0.0000% | $3599970.00        | $3612052.09        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-01-31      | 4.0000%  | 0.0000% | $4499970.00        | $4513334.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2034-01-15      | 1.7500%  | 0.0000% | $300.00            | $310.89            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-03-31      | 4.5000%  | 0.0000% | $120000.00         | $121980.36         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-06-30      | 4.2500%  | 0.0000% | $90060.00          | $91445.14          | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-07-15      | 4.3750%  | 0.0000% | $300.00            | $302.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-10-31      | 4.1250%  | 0.0000% | $107160.00         | $108423.68         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2034-11-15      | 4.2500%  | 0.0000% | $1914150.00        | $1916815.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-12-31      | 4.3750%  | 0.0000% | $1085490.00        | $1108312.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-01-31      | 4.3839%  | 0.0000% | $30.00             | $29.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2032-02-29      | 4.1250%  | 0.0000% | $30.00             | $30.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-04-15      | 3.7500%  | 0.0000% | $387510.00         | $390289.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-06-15      | 3.8750%  | 0.0000% | $8731830.00        | $8772347.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-06-30      | 3.8750%  | 0.0000% | $100500.00         | $100423.85         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-06-30      | 3.7500%  | 0.0000% | $330.00            | $329.84            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2035-07-15      | 1.8750%  | 0.0000% | $9651600.00        | $9590774.07        | U.S. Treasuries (including strips)        |

### Security 100: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7P2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV8TT7P2
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2049-12-01      | 5.8400%  | 0.0000% | $5625.00           | $3686.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-08-01      | 2.2990%  | 0.0000% | $2268935.77        | $663851.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-12-01      | 2.2700%  | 0.0000% | $2314548.82        | $863345.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-05-01      | 6.6670%  | 0.0000% | $9000.00           | $3787.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-05-01      | 6.6670%  | 0.0000% | $7500.00           | $3156.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-05-01      | 6.6650%  | 0.0000% | $9375.00           | $3947.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-01-01      | 6.6420%  | 0.0000% | $7500.00           | $3087.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2049-05-01      | 6.7090%  | 0.0000% | $7500.00           | $3734.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2049-01-01      | 6.6700%  | 0.0000% | $5625.00           | $3460.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-08-01      | 2.0390%  | 0.0000% | $2554219.35        | $1075798.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2035-04-01      | 4.5000%  | 0.0000% | $380625.00         | $372960.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2029-12-01      | 4.5000%  | 0.0000% | $750000.00         | $749396.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-06-01      | 5.0000%  | 0.0000% | $1896750.00        | $1876065.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2028-11-01      | 1.8000%  | 0.0000% | $1125000.00        | $1043087.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2028-09-01      | 2.3000%  | 0.0000% | $375000.00         | $354826.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2028-11-01      | 4.3500%  | 0.0000% | $1875000.00        | $1884414.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2030-02-01      | 4.3100%  | 0.0000% | $701400.00         | $699966.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2033-03-01      | 4.7200%  | 0.0000% | $133317.90         | $133880.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2031-12-01      | 4.3000%  | 0.0000% | $1013325.00        | $1002004.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2032-10-01      | 3.8700%  | 0.0000% | $32625.00          | $31007.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2035-03-01      | 4.7000%  | 0.0000% | $852900.00         | $846257.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2030-04-01      | 4.0000%  | 0.0000% | $416100.00         | $409276.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-07-01      | 6.6170%  | 0.0000% | $56250.00          | $3045.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-09-01      | 4.3450%  | 0.0000% | $136650.00         | $21.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 4.1860%  | 0.0000% | $1590000.00        | $3997.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 4.6070%  | 0.0000% | $2981250.00        | $4181.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.4420%  | 0.0000% | $41025.00          | $14.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 4.6690%  | 0.0000% | $465000.00         | $302.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.3690%  | 0.0000% | $60000.00          | $6594.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.8850%  | 0.0000% | $270000.00         | $169.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 3.3100%  | 0.0000% | $13125.00          | $9088.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 3.3100%  | 0.0000% | $7500.00           | $5303.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 3.4800%  | 0.0000% | $18375.00          | $14700.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 2.5350%  | 0.0000% | $5250.00           | $4735.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.3500%  | 0.0000% | $38250.00          | $21069.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.1600%  | 0.0000% | $3375.00           | $3046.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 3.4900%  | 0.0000% | $1875.00           | $1688.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $29250.00          | $28707.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.8400%  | 0.0000% | $22500.00          | $20793.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 2.7100%  | 0.0000% | $1654950.00        | $1560085.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 2.7100%  | 0.0000% | $1299375.00        | $1224892.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 2.7100%  | 0.0000% | $713100.00         | $672223.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 2.3100%  | 0.0000% | $4125.00           | $3782.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-12-01      | 3.1120%  | 0.0000% | $87675.00          | $32924.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.6910%  | 0.0000% | $552777.67         | $120792.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 6.9210%  | 0.0000% | $393058.42         | $148116.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 3.7180%  | 0.0000% | $1970471.10        | $1587780.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 6.5860%  | 0.0000% | $7500.00           | $4382.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.1460%  | 0.0000% | $2879218.27        | $2245160.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 6.6950%  | 0.0000% | $5625.00           | $3660.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 1.8500%  | 0.0000% | $4125.00           | $3595.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 4.3400%  | 0.0000% | $15000.00          | $14927.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 3.8300%  | 0.0000% | $534750.00         | $512767.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 4.7900%  | 0.0000% | $300000.00         | $292935.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 5.2900%  | 0.0000% | $151275.00         | $156888.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 4.9700%  | 0.0000% | $1419000.00        | $1447644.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 4.7600%  | 0.0000% | $746250.00         | $757782.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 4.9400%  | 0.0000% | $1381125.00        | $1394714.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $1291800.00        | $1316335.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $1179000.00        | $1201393.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $1078575.00        | $1099060.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $549900.00         | $560183.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 4.6500%  | 0.0000% | $1563750.00        | $1582968.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 5.2800%  | 0.0000% | $1150875.00        | $1184077.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 4.8600%  | 0.0000% | $1059450.00        | $1081587.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 4.8700%  | 0.0000% | $801000.00         | $816586.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 5.0000%  | 0.0000% | $863550.00         | $881938.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 4.8150%  | 0.0000% | $768000.00         | $783096.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 2.8000%  | 0.0000% | $1875.00           | $1415.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.1600%  | 0.0000% | $1350000.00        | $1384215.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 4.6700%  | 0.0000% | $1125375.00        | $1140512.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 4.7100%  | 0.0000% | $386250.00         | $392520.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.3900%  | 0.0000% | $905700.00         | $911289.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.8900%  | 0.0000% | $717075.00         | $731611.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 5.0400%  | 0.0000% | $750000.00         | $755988.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 4.7500%  | 0.0000% | $1008000.00        | $1024567.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 4.7400%  | 0.0000% | $1084575.00        | $1103565.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 4.6400%  | 0.0000% | $928200.00         | $940834.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 4.6350%  | 0.0000% | $1194750.00        | $1210793.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.7200%  | 0.0000% | $816300.00         | $828703.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.6900%  | 0.0000% | $1337962.50        | $1358778.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.7900%  | 0.0000% | $787875.00         | $803067.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.7900%  | 0.0000% | $1117875.00        | $1139430.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.5700%  | 0.0000% | $1125000.00        | $1139044.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.1900%  | 0.0000% | $2174999.70        | $2172599.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.4100%  | 0.0000% | $1428000.00        | $1438054.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.8100%  | 0.0000% | $2040000.00        | $2001658.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.9800%  | 0.0000% | $1509750.00        | $1493157.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 4.8900%  | 0.0000% | $1183125.00        | $1212368.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 4.7100%  | 0.0000% | $583275.00         | $591641.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 4.6100%  | 0.0000% | $2038500.00        | $2065723.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.7100%  | 0.0000% | $740700.00         | $747001.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 4.3400%  | 0.0000% | $1875000.00        | $1878807.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 4.7100%  | 0.0000% | $1148550.00        | $1168569.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 5.0200%  | 0.0000% | $205950.00         | $209135.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 4.7300%  | 0.0000% | $2193750.00        | $2228568.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 4.6750%  | 0.0000% | $2071875.00        | $2099888.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 4.1700%  | 0.0000% | $1877475.00        | $1867402.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 4.4200%  | 0.0000% | $712500.00         | $706459.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 4.5400%  | 0.0000% | $1832475.00        | $1837663.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 4.1900%  | 0.0000% | $1875000.00        | $1866081.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.3300%  | 0.0000% | $165000.00         | $170272.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $393150.00         | $397581.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 4.8000%  | 0.0000% | $560550.00         | $568193.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2041-05-01      | 4.8500%  | 0.0000% | $64764.97          | $62083.94          | Agency Mortgage-Backed Securities |

### Security 101: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7W7, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT7W7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $377800.00         | $400002.57         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $900.00            | $883.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $1000.00           | $959.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $200300.00         | $194310.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $162.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $1500.00           | $1232.65           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $915700.00         | $657968.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $1121300.00        | $886514.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $1400.00           | $1040.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $688100.00         | $434278.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $648400.00         | $416278.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $749700.00         | $423228.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $1600.00           | $1011.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1253200.00        | $837163.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $41055500.00       | $22743935.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $197700.00         | $163466.72         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $225200.00         | $163807.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $673600.00         | $614979.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $94200.00          | $77637.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1075800.00        | $970368.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $6792200.00        | $6553747.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $503600.00         | $503474.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $1958200.00        | $1804477.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $45000.00          | $44017.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $597300.00         | $586324.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $1200.00           | $1175.45           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $94700.00          | $92806.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $2680000.00        | $2638550.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $1000.00           | $970.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $258100.00         | $250726.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $85.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $500.00            | $467.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $500.00            | $427.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $11155100.00       | $10327848.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $58148600.00       | $54740482.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $800.00            | $765.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $300.00            | $306.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $1000.00           | $1007.13           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $27405200.00       | $28190489.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $1306200.00        | $1335778.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $204000.00         | $204155.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $900.00            | $927.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $800.00            | $830.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $16595600.00       | $16590721.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1009.94           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $136400.00         | $138650.46         | U.S. Treasuries (including strips) |

### Security 102: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT889, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT889
- **C.18 - Value (incl. sponsor support):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 7.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $554563700.00      | $474300056.41      | U.S. Treasuries (including strips) |

### Security 103: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT8B2, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT8B2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 5.4900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $36760200.00       | $27967898.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $2233800.00        | $1472940.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $4360000.00        | $3022574.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $14060300.00       | $11918248.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $36198600.00       | $35842297.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $6000.00           | $6195.48           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $99999800.00       | $102264262.17      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $1000.00           | $1000.76           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4679%  | 0.0000% | $500.00            | $500.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1004.59           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $31451000.00       | $32855147.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $140561000.00      | $141646693.16      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $1000.00           | $1009.89           | U.S. Treasuries (including strips) |

### Security 104: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT8Y2, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8TT8Y2
- **C.18 - Value (incl. sponsor support):** $25000787.50
- **C.18.a - Value (excl. sponsor support):** $25000787.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2046 | 2046-08-15      | 0.0000%  | 0.0000% | $25000787.50       | $25519735.96       | U.S. Treasuries (including strips) |

### Security 105: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TV6M5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TV6M5
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2035-06-01      | 4.4200%  | 0.0000% | $2033.00           | $1981.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 4.6500%  | 0.0000% | $1000.00           | $993.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.6300%  | 0.0000% | $5201662.00        | $5152594.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.6300%  | 0.0000% | $4991437.00        | $4944352.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.6300%  | 0.0000% | $101993.00         | $101030.90         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Invesco Investment Securities Funds

**Date:** 2025-08-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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