# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001193125-26-259093
**Filing Date:** 2026-6
**Character Count:** 387014
**Document Hash:** 3ba6f1c367aa31bddfdc4a28939c4d62
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-259093.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-259093

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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:** 261068162

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0000842790

**LEI of Registrant:** G61U5I6LJJEX0O3SU057

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

**LEI of Series:** 549300FZWHBQKHBZX613

**EDGAR Series Identifier:** S000000253

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 20 days

- **WAL:** 116 days

- **Total Value of Portfolio Securities:** $6376815327.08

- **Amortized Cost of Portfolio Securities:** $6376548222.86

- **Cash:** $79.34

- **Total Other Assets:** $40673500.70

- **Total Liabilities:** $55517277.98

- **Net Assets of Series:** $6361704524.92

- **Number of Shares Outstanding (Series):** 6362176653.1600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $2838708623.22            | $4312585248.22             | 45.9100%                  | 69.7500%                   |
| 2026-05-04 | $2886189981.42            | $4360066606.42             | 46.3200%                  | 69.9700%                   |
| 2026-05-05 | $3078402121.99            | $4357402121.99             | 49.2600%                  | 69.7200%                   |
| 2026-05-06 | $2908657842.79            | $4360658536.54             | 46.5200%                  | 69.7400%                   |
| 2026-05-07 | $2878907091.13            | $4350907784.88             | 45.9600%                  | 69.4600%                   |
| 2026-05-08 | $2841416605.92            | $4313417299.67             | 45.6300%                  | 69.2800%                   |
| 2026-05-11 | $2863881981.82            | $4335882675.57             | 45.8200%                  | 69.3700%                   |
| 2026-05-12 | $3094341522.70            | $4458341522.70             | 49.2100%                  | 70.9100%                   |
| 2026-05-13 | $2898884250.41            | $4435886062.91             | 46.2700%                  | 70.8000%                   |
| 2026-05-14 | $2912987218.62            | $4469989031.12             | 46.1700%                  | 70.8400%                   |
| 2026-05-15 | $2899986151.66            | $4418987964.16             | 46.3300%                  | 70.6000%                   |
| 2026-05-18 | $3115348324.12            | $4582350136.62             | 48.5000%                  | 71.3400%                   |
| 2026-05-19 | $3220334906.99            | $4494334906.99             | 49.7700%                  | 69.4600%                   |
| 2026-05-20 | $3055970825.96            | $4503096325.96             | 47.1700%                  | 69.5000%                   |
| 2026-05-21 | $3040228648.44            | $4487354148.44             | 47.0400%                  | 69.4300%                   |
| 2026-05-22 | $3011397186.36            | $4458522686.36             | 46.8000%                  | 69.2900%                   |
| 2026-05-26 | $3003748947.05            | $4457748947.05             | 46.6800%                  | 69.2700%                   |
| 2026-05-27 | $2880264472.58            | $4432391285.08             | 44.7600%                  | 68.8800%                   |
| 2026-05-28 | $2762128057.76            | $4419254870.26             | 43.0200%                  | 68.8400%                   |
| 2026-05-29 | $2757755490.89            | $4414882303.39             | 42.9800%                  | 68.8100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7400%             |
| 2026-05-04 | 3.7300%             |
| 2026-05-05 | 3.7300%             |
| 2026-05-06 | 3.7300%             |
| 2026-05-07 | 3.7200%             |
| 2026-05-08 | 3.7200%             |
| 2026-05-11 | 3.7000%             |
| 2026-05-12 | 3.7000%             |
| 2026-05-13 | 3.7000%             |
| 2026-05-14 | 3.7000%             |
| 2026-05-15 | 3.7000%             |
| 2026-05-18 | 3.6800%             |
| 2026-05-19 | 3.6800%             |
| 2026-05-20 | 3.6700%             |
| 2026-05-21 | 3.6600%             |
| 2026-05-22 | 3.6600%             |
| 2026-05-26 | 3.6600%             |
| 2026-05-27 | 3.6700%             |
| 2026-05-28 | 3.6800%             |
| 2026-05-29 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 1.0000                      |
|  |  |
| 2026-05-18 | 1.0000                      |
|  |  |
| 2026-05-19 | 1.0000                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 1.0000                      |
|  |  |
| 2026-05-22 | 1.0000                      |
|  |  |
| 2026-05-26 | 1.0000                      |
|  |  |
| 2026-05-27 | 1.0000                      |
|  |  |
| 2026-05-28 | 1.0000                      |
|  |  |
| 2026-05-29 | 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   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

### Class: C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $105379632.32

- **Number of Shares Outstanding:** 105387452.9770

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $256536.14                | $255429.91              |
| 2026-05-04 | $99247.37                 | $132015.70              |
| 2026-05-05 | $2766801.31               | $215106.91              |
| 2026-05-06 | $13752.35                 | $138609.21              |
| 2026-05-07 | $32858.29                 | $163684.35              |
| 2026-05-08 | $264117.17                | $110327.22              |
| 2026-05-11 | $29892.67                 | $125869.86              |
| 2026-05-12 | $23367.79                 | $32522.35               |
| 2026-05-13 | $564967.58                | $619793.50              |
| 2026-05-14 | $27781.65                 | $69661.86               |
| 2026-05-15 | $108716.24                | $419016.21              |
| 2026-05-18 | $33810.17                 | $2845685.75             |
| 2026-05-19 | $293211.09                | $449158.75              |
| 2026-05-20 | $82891.71                 | $192697.34              |
| 2026-05-21 | $89825.43                 | $499391.06              |
| 2026-05-22 | $367450.96                | $191776.62              |
| 2026-05-26 | $101925.46                | $102318.30              |
| 2026-05-27 | $347354.53                | $595930.62              |
| 2026-05-28 | $52201.58                 | $41122.15               |
| 2026-05-29 | $26659.72                 | $349258.37              |

**Total Gross Subscriptions (Month):** $5583369.21

**Total Gross Redemptions (Month):** $7549376.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.6700%           |
| 2026-05-04 | 2.6600%           |
| 2026-05-05 | 2.6600%           |
| 2026-05-06 | 2.6500%           |
| 2026-05-07 | 2.6500%           |
| 2026-05-08 | 2.6400%           |
| 2026-05-11 | 2.6300%           |
| 2026-05-12 | 2.6300%           |
| 2026-05-13 | 2.6300%           |
| 2026-05-14 | 2.6300%           |
| 2026-05-15 | 2.6200%           |
| 2026-05-18 | 2.6100%           |
| 2026-05-19 | 2.6000%           |
| 2026-05-20 | 2.5900%           |
| 2026-05-21 | 2.5900%           |
| 2026-05-22 | 2.5800%           |
| 2026-05-26 | 2.5800%           |
| 2026-05-27 | 2.6000%           |
| 2026-05-28 | 2.6100%           |
| 2026-05-29 | 2.6200%           |

### Class: R

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $192256716.09

- **Number of Shares Outstanding:** 192270984.2640

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $583432.13                | $42035.50               |
| 2026-05-04 | $217785.78                | $355767.31              |
| 2026-05-05 | $59614.26                 | $606069.99              |
| 2026-05-06 | $316627.95                | $137344.05              |
| 2026-05-07 | $458529.98                | $407064.14              |
| 2026-05-08 | $206722.31                | $677312.41              |
| 2026-05-11 | $391703.72                | $292863.02              |
| 2026-05-12 | $410465.48                | $336989.08              |
| 2026-05-13 | $289026.17                | $344951.89              |
| 2026-05-14 | $151603.56                | $176020.26              |
| 2026-05-15 | $3402759.25               | $502244.24              |
| 2026-05-18 | $520538.00                | $443930.80              |
| 2026-05-19 | $266450.86                | $13918.66               |
| 2026-05-20 | $83517.91                 | $538787.39              |
| 2026-05-21 | $99628.93                 | $70368.09               |
| 2026-05-22 | $103132.80                | $6218.65                |
| 2026-05-26 | $103382.94                | $139388.36              |
| 2026-05-27 | $76923.44                 | $428534.60              |
| 2026-05-28 | $139104.75                | $496534.71              |
| 2026-05-29 | $85047.88                 | $82783.37               |

**Total Gross Subscriptions (Month):** $7965998.10

**Total Gross Redemptions (Month):** $6099126.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0200%           |
| 2026-05-04 | 3.0100%           |
| 2026-05-05 | 3.0100%           |
| 2026-05-06 | 3.0000%           |
| 2026-05-07 | 3.0000%           |
| 2026-05-08 | 2.9900%           |
| 2026-05-11 | 2.9800%           |
| 2026-05-12 | 2.9800%           |
| 2026-05-13 | 2.9800%           |
| 2026-05-14 | 2.9800%           |
| 2026-05-15 | 2.9700%           |
| 2026-05-18 | 2.9600%           |
| 2026-05-19 | 2.9500%           |
| 2026-05-20 | 2.9400%           |
| 2026-05-21 | 2.9400%           |
| 2026-05-22 | 2.9300%           |
| 2026-05-26 | 2.9300%           |
| 2026-05-27 | 2.9500%           |
| 2026-05-28 | 2.9600%           |
| 2026-05-29 | 2.9700%           |

### Class: Cash Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $5063666657.60

- **Number of Shares Outstanding:** 5064042453.0960

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $49784521.77              | $14987815.91            |
| 2026-05-04 | $58228287.11              | $12147006.32            |
| 2026-05-05 | $13743032.01              | $18494656.01            |
| 2026-05-06 | $13660011.33              | $11226909.30            |
| 2026-05-07 | $10472231.29              | $18100051.36            |
| 2026-05-08 | $15181983.68              | $31324009.08            |
| 2026-05-11 | $30907442.45              | $9633666.77             |
| 2026-05-12 | $11842380.62              | $12139552.63            |
| 2026-05-13 | $14184284.92              | $37404665.79            |
| 2026-05-14 | $34598538.65              | $10693602.32            |
| 2026-05-15 | $9421905.64               | $12587165.93            |
| 2026-05-18 | $209141852.64             | $41698947.47            |
| 2026-05-19 | $10047615.29              | $13928079.72            |
| 2026-05-20 | $13456201.61              | $14312315.89            |
| 2026-05-21 | $41957949.39              | $10692821.24            |
| 2026-05-22 | $12766067.66              | $13328437.16            |
| 2026-05-26 | $9754127.89               | $13275649.36            |
| 2026-05-27 | $11754390.10              | $38942733.38            |
| 2026-05-28 | $11233430.39              | $25221355.41            |
| 2026-05-29 | $9771568.28               | $13637704.60            |

**Total Gross Subscriptions (Month):** $591907822.72

**Total Gross Redemptions (Month):** $373777145.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2700%           |
| 2026-05-04 | 3.2600%           |
| 2026-05-05 | 3.2600%           |
| 2026-05-06 | 3.2500%           |
| 2026-05-07 | 3.2500%           |
| 2026-05-08 | 3.2400%           |
| 2026-05-11 | 3.2300%           |
| 2026-05-12 | 3.2300%           |
| 2026-05-13 | 3.2300%           |
| 2026-05-14 | 3.2300%           |
| 2026-05-15 | 3.2200%           |
| 2026-05-18 | 3.2100%           |
| 2026-05-19 | 3.2000%           |
| 2026-05-20 | 3.1900%           |
| 2026-05-21 | 3.1900%           |
| 2026-05-22 | 3.1800%           |
| 2026-05-26 | 3.1800%           |
| 2026-05-27 | 3.2000%           |
| 2026-05-28 | 3.2100%           |
| 2026-05-29 | 3.2200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 42.1400%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $189187356.90

- **Number of Shares Outstanding:** 189201397.2750

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $820892.12                | $356891.74              |
| 2026-05-04 | $124348.32                | $285247.71              |
| 2026-05-05 | $161439.42                | $243765.40              |
| 2026-05-06 | $59884.20                 | $513503.58              |
| 2026-05-07 | $79937.26                 | $204394.38              |
| 2026-05-08 | $333624.57                | $1532485.01             |
| 2026-05-11 | $145159.49                | $127902.48              |
| 2026-05-12 | $111658.12                | $143987.79              |
| 2026-05-13 | $55035.57                 | $114179.36              |
| 2026-05-14 | $0.00                     | $276116.52              |
| 2026-05-15 | $446694.25                | $144413.22              |
| 2026-05-18 | $386582.43                | $420361.11              |
| 2026-05-19 | $674387.45                | $283389.02              |
| 2026-05-20 | $284164.32                | $184032.80              |
| 2026-05-21 | $89365.09                 | $307878.47              |
| 2026-05-22 | $409207.82                | $257097.07              |
| 2026-05-26 | $419976.12                | $136313.08              |
| 2026-05-27 | $152357.32                | $392614.20              |
| 2026-05-28 | $51262.84                 | $151290.21              |
| 2026-05-29 | $285759.07                | $36917.87               |

**Total Gross Subscriptions (Month):** $5091735.78

**Total Gross Redemptions (Month):** $6112781.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4200%           |
| 2026-05-04 | 3.4100%           |
| 2026-05-05 | 3.4100%           |
| 2026-05-06 | 3.4000%           |
| 2026-05-07 | 3.4000%           |
| 2026-05-08 | 3.3900%           |
| 2026-05-11 | 3.3800%           |
| 2026-05-12 | 3.3800%           |
| 2026-05-13 | 3.3800%           |
| 2026-05-14 | 3.3800%           |
| 2026-05-15 | 3.3700%           |
| 2026-05-18 | 3.3600%           |
| 2026-05-19 | 3.3500%           |
| 2026-05-20 | 3.3400%           |
| 2026-05-21 | 3.3400%           |
| 2026-05-22 | 3.3300%           |
| 2026-05-26 | 3.3300%           |
| 2026-05-27 | 3.3500%           |
| 2026-05-28 | 3.3600%           |
| 2026-05-29 | 3.3700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 35.1800%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

### Class: Y

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $430675325.27

- **Number of Shares Outstanding:** 430707287.4520

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1758481.70               | $1355942.30             |
| 2026-05-04 | $750926.04                | $546389.37              |
| 2026-05-05 | $727304.56                | $507546.08              |
| 2026-05-06 | $1811276.11               | $792736.99              |
| 2026-05-07 | $1203019.62               | $3243968.22             |
| 2026-05-08 | $1877466.22               | $1029993.80             |
| 2026-05-11 | $1984535.77               | $1156734.66             |
| 2026-05-12 | $3310289.60               | $1785917.40             |
| 2026-05-13 | $1291724.77               | $1184709.37             |
| 2026-05-14 | $114878.62                | $1953532.14             |
| 2026-05-15 | $416995.65                | $1249417.58             |
| 2026-05-18 | $1145824.95               | $3207453.12             |
| 2026-05-19 | $1512416.05               | $1272289.29             |
| 2026-05-20 | $9487144.39               | $1322098.50             |
| 2026-05-21 | $4562473.22               | $1108782.58             |
| 2026-05-22 | $3100981.92               | $2378591.76             |
| 2026-05-26 | $2632423.23               | $1568628.01             |
| 2026-05-27 | $294379.25                | $8174524.88             |
| 2026-05-28 | $427950.40                | $1912589.26             |
| 2026-05-29 | $1563900.59               | $2189448.28             |

**Total Gross Subscriptions (Month):** $39974392.66

**Total Gross Redemptions (Month):** $37941293.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4200%           |
| 2026-05-04 | 3.4100%           |
| 2026-05-05 | 3.4100%           |
| 2026-05-06 | 3.4000%           |
| 2026-05-07 | 3.4000%           |
| 2026-05-08 | 3.3900%           |
| 2026-05-11 | 3.3800%           |
| 2026-05-12 | 3.3800%           |
| 2026-05-13 | 3.3800%           |
| 2026-05-14 | 3.3800%           |
| 2026-05-15 | 3.3700%           |
| 2026-05-18 | 3.3600%           |
| 2026-05-19 | 3.3500%           |
| 2026-05-20 | 3.3400%           |
| 2026-05-21 | 3.3400%           |
| 2026-05-22 | 3.3300%           |
| 2026-05-26 | 3.3300%           |
| 2026-05-27 | 3.3500%           |
| 2026-05-28 | 3.3600%           |
| 2026-05-29 | 3.3700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 69.3600%         | 0.0000%              |

### Class: AX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $56788150.80

- **Number of Shares Outstanding:** 56792365.2800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $157017.27                | $9046.41                |
| 2026-05-04 | $37227.71                 | $40574.06               |
| 2026-05-05 | $31674.68                 | $24579.18               |
| 2026-05-06 | $34563.24                 | $12815.05               |
| 2026-05-07 | $37072.47                 | $7355.69                |
| 2026-05-08 | $4390.51                  | $11399.38               |
| 2026-05-11 | $4366.98                  | $11908.24               |
| 2026-05-12 | $30822.60                 | $52620.36               |
| 2026-05-13 | $6543.32                  | $25464.24               |
| 2026-05-14 | $3252.12                  | $13157.28               |
| 2026-05-15 | $3405.16                  | $37795.83               |
| 2026-05-18 | $68616.70                 | $19283.29               |
| 2026-05-19 | $31203.15                 | $61283.71               |
| 2026-05-20 | $5382.52                  | $41546.72               |
| 2026-05-21 | $17816.87                 | $12008.26               |
| 2026-05-22 | $3540.00                  | $21032.72               |
| 2026-05-26 | $5243.73                  | $9294.69                |
| 2026-05-27 | $26259.30                 | $65739.36               |
| 2026-05-28 | $9441.35                  | $13373.30               |
| 2026-05-29 | $22379.31                 | $37938.52               |

**Total Gross Subscriptions (Month):** $540218.99

**Total Gross Redemptions (Month):** $528216.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2700%           |
| 2026-05-04 | 3.2600%           |
| 2026-05-05 | 3.2600%           |
| 2026-05-06 | 3.2500%           |
| 2026-05-07 | 3.2500%           |
| 2026-05-08 | 3.2400%           |
| 2026-05-11 | 3.2300%           |
| 2026-05-12 | 3.2300%           |
| 2026-05-13 | 3.2300%           |
| 2026-05-14 | 3.2300%           |
| 2026-05-15 | 3.2200%           |
| 2026-05-18 | 3.2100%           |
| 2026-05-19 | 3.2000%           |
| 2026-05-20 | 3.1900%           |
| 2026-05-21 | 3.1900%           |
| 2026-05-22 | 3.1800%           |
| 2026-05-26 | 3.1800%           |
| 2026-05-27 | 3.2000%           |
| 2026-05-28 | 3.2100%           |
| 2026-05-29 | 3.2200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.0600%          | 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   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

### Class: CX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $72832.55

- **Number of Shares Outstanding:** 72837.9600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $153.80                   | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $59.20                    | $0.00                   |
| 2026-05-11 | $92.38                    | $0.00                   |
| 2026-05-12 | $50.00                    | $0.00                   |
| 2026-05-13 | $9.60                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $186.21                   | $0.00                   |
| 2026-05-19 | $9.60                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $100.00                   | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $84.60                    | $1606.29                |
| 2026-05-28 | $29.45                    | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $774.84

**Total Gross Redemptions (Month):** $1606.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.5300%           |
| 2026-05-04 | 2.5200%           |
| 2026-05-05 | 2.5200%           |
| 2026-05-06 | 2.5100%           |
| 2026-05-07 | 2.5100%           |
| 2026-05-08 | 2.5000%           |
| 2026-05-11 | 2.4900%           |
| 2026-05-12 | 2.4900%           |
| 2026-05-13 | 2.4900%           |
| 2026-05-14 | 2.4900%           |
| 2026-05-15 | 2.4800%           |
| 2026-05-18 | 2.4700%           |
| 2026-05-19 | 2.4600%           |
| 2026-05-20 | 2.4600%           |
| 2026-05-21 | 2.4500%           |
| 2026-05-22 | 2.4500%           |
| 2026-05-26 | 2.4400%           |
| 2026-05-27 | 2.4600%           |
| 2026-05-28 | 2.4700%           |
| 2026-05-29 | 2.4800%           |

### Class: R6

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $10899847.84

- **Number of Shares Outstanding:** 10900656.7610

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $37004.32                 | $118.07                 |
| 2026-05-04 | $32718.05                 | $476.86                 |
| 2026-05-05 | $6480.09                  | $121.03                 |
| 2026-05-06 | $15828.80                 | $36883.07               |
| 2026-05-07 | $14854.59                 | $1735.75                |
| 2026-05-08 | $77491.80                 | $183966.55              |
| 2026-05-11 | $481908.30                | $69781.78               |
| 2026-05-12 | $1943.67                  | $553.43                 |
| 2026-05-13 | $27097.14                 | $276259.04              |
| 2026-05-14 | $0.00                     | $9811.47                |
| 2026-05-15 | $0.00                     | $262.55                 |
| 2026-05-18 | $195179.09                | $306704.32              |
| 2026-05-19 | $5156.14                  | $189226.70              |
| 2026-05-20 | $202610.13                | $4.48                   |
| 2026-05-21 | $4301.23                  | $384399.62              |
| 2026-05-22 | $1159.82                  | $84.23                  |
| 2026-05-26 | $252497.66                | $1.93                   |
| 2026-05-27 | $18709.88                 | $191811.67              |
| 2026-05-28 | $13992.88                 | $0.43                   |
| 2026-05-29 | $125.27                   | $0.00                   |

**Total Gross Subscriptions (Month):** $1389058.86

**Total Gross Redemptions (Month):** $1652202.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5000%           |
| 2026-05-04 | 3.4900%           |
| 2026-05-05 | 3.4900%           |
| 2026-05-06 | 3.4900%           |
| 2026-05-07 | 3.4800%           |
| 2026-05-08 | 3.4800%           |
| 2026-05-11 | 3.4700%           |
| 2026-05-12 | 3.4600%           |
| 2026-05-13 | 3.4600%           |
| 2026-05-14 | 3.4600%           |
| 2026-05-15 | 3.4600%           |
| 2026-05-18 | 3.4400%           |
| 2026-05-19 | 3.4400%           |
| 2026-05-20 | 3.4300%           |
| 2026-05-21 | 3.4200%           |
| 2026-05-22 | 3.4200%           |
| 2026-05-26 | 3.4200%           |
| 2026-05-27 | 3.4300%           |
| 2026-05-28 | 3.4400%           |
| 2026-05-29 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 20.9300%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.6100%          | 0.0000%              |
| Pension plan                                        |  | 8.9300%          | 0.0000%              |
| Retail investor                                     |  | 20.6800%         | 0.0000%              |

### Class: A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $312778005.55

- **Number of Shares Outstanding:** 312801218.0910

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $915299.65                | $635896.30              |
| 2026-05-04 | $145758.63                | $186812.03              |
| 2026-05-05 | $37877.04                 | $432252.44              |
| 2026-05-06 | $193357.92                | $520358.63              |
| 2026-05-07 | $284477.79                | $370362.08              |
| 2026-05-08 | $677665.47                | $529145.08              |
| 2026-05-11 | $90696.13                 | $1033926.61             |
| 2026-05-12 | $89689.45                 | $731756.97              |
| 2026-05-13 | $1043223.09               | $362911.70              |
| 2026-05-14 | $56625.43                 | $134146.61              |
| 2026-05-15 | $56292.01                 | $199594.51              |
| 2026-05-18 | $725047.54                | $244254.09              |
| 2026-05-19 | $121096.75                | $591432.42              |
| 2026-05-20 | $2035930.93               | $713639.68              |
| 2026-05-21 | $64581.81                 | $246071.07              |
| 2026-05-22 | $427667.51                | $122988.17              |
| 2026-05-26 | $66684.26                 | $78441.69               |
| 2026-05-27 | $147267.60                | $207418.38              |
| 2026-05-28 | $609581.50                | $164500.39              |
| 2026-05-29 | $161279.63                | $228544.05              |

**Total Gross Subscriptions (Month):** $7950100.14

**Total Gross Redemptions (Month):** $7734452.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2200%           |
| 2026-05-04 | 3.2100%           |
| 2026-05-05 | 3.2100%           |
| 2026-05-06 | 3.2000%           |
| 2026-05-07 | 3.2000%           |
| 2026-05-08 | 3.1900%           |
| 2026-05-11 | 3.1800%           |
| 2026-05-12 | 3.1800%           |
| 2026-05-13 | 3.1800%           |
| 2026-05-14 | 3.1800%           |
| 2026-05-15 | 3.1700%           |
| 2026-05-18 | 3.1600%           |
| 2026-05-19 | 3.1500%           |
| 2026-05-20 | 3.1400%           |
| 2026-05-21 | 3.1400%           |
| 2026-05-22 | 3.1300%           |
| 2026-05-26 | 3.1300%           |
| 2026-05-27 | 3.1500%           |
| 2026-05-28 | 3.1600%           |
| 2026-05-29 | 3.1700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 21.5100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.760000%
- **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):** $10002037.40
- **C.18.a - Value (excl. sponsor support):** $10002037.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.730000%
- **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):** $30015886.20
- **C.18.a - Value (excl. sponsor support):** $30015886.20
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4, C.4 - ISIN: US3130B9FS41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44999594.10
- **C.18.a - Value (excl. sponsor support):** $44999594.10
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BART6, C.4 - ISIN: US3130BART67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999687.50
- **C.18.a - Value (excl. sponsor support):** $49999687.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 5: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15006665.40
- **C.18.a - Value (excl. sponsor support):** $15006665.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **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):** $10001290.40
- **C.18.a - Value (excl. sponsor support):** $10001290.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4001969.04
- **C.18.a - Value (excl. sponsor support):** $4001969.04
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25005938.75
- **C.18.a - Value (excl. sponsor support):** $25005938.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **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):** $4997625.30
- **C.18.a - Value (excl. sponsor support):** $4997625.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30016247.10
- **C.18.a - Value (excl. sponsor support):** $30016247.10
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **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):** $10000040.10
- **C.18.a - Value (excl. sponsor support):** $10000040.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14004558.40
- **C.18.a - Value (excl. sponsor support):** $14004558.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **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):** $7000176.05
- **C.18.a - Value (excl. sponsor support):** $7000176.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **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):** $25001367.50
- **C.18.a - Value (excl. sponsor support):** $25001367.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002490.60
- **C.18.a - Value (excl. sponsor support):** $10002490.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20506771.15
- **C.18.a - Value (excl. sponsor support):** $20506771.15
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000925.76
- **C.18.a - Value (excl. sponsor support):** $2000925.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15002715.60
- **C.18.a - Value (excl. sponsor support):** $15002715.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45009402.75
- **C.18.a - Value (excl. sponsor support):** $45009402.75
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15006562.50
- **C.18.a - Value (excl. sponsor support):** $15006562.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99032203.71
- **C.18.a - Value (excl. sponsor support):** $99032203.71
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11004734.40
- **C.18.a - Value (excl. sponsor support):** $11004734.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004591.00
- **C.18.a - Value (excl. sponsor support):** $10004591.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002241.40
- **C.18.a - Value (excl. sponsor support):** $10002241.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20003738.20
- **C.18.a - Value (excl. sponsor support):** $20003738.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005627.55
- **C.18.a - Value (excl. sponsor support):** $15005627.55
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74987931.75
- **C.18.a - Value (excl. sponsor support):** $74987931.75
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3D7, C.4 - ISIN: US3133ET3D71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29998554.60
- **C.18.a - Value (excl. sponsor support):** $29998554.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999014.05
- **C.18.a - Value (excl. sponsor support):** $34999014.05
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20006780.00
- **C.18.a - Value (excl. sponsor support):** $20006780.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.670000%
- **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):** $46999404.51
- **C.18.a - Value (excl. sponsor support):** $46999404.51
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $41021689.82
- **C.18.a - Value (excl. sponsor support):** $41021689.82
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.685000%
- **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):** $45021918.60
- **C.18.a - Value (excl. sponsor support):** $45021918.60
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999325.00
- **C.18.a - Value (excl. sponsor support):** $1999325.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.695000%
- **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):** $5001208.05
- **C.18.a - Value (excl. sponsor support):** $5001208.05
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **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):** $25001044.00
- **C.18.a - Value (excl. sponsor support):** $25001044.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFX0, C.4 - ISIN: US3133ETFX01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15004650.00
- **C.18.a - Value (excl. sponsor support):** $15004650.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **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):** $20003359.60
- **C.18.a - Value (excl. sponsor support):** $20003359.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25010758.50
- **C.18.a - Value (excl. sponsor support):** $25010758.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **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):** $8003231.12
- **C.18.a - Value (excl. sponsor support):** $8003231.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11007852.90
- **C.18.a - Value (excl. sponsor support):** $11007852.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **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):** $29993433.60
- **C.18.a - Value (excl. sponsor support):** $29993433.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **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):** $40010930.40
- **C.18.a - Value (excl. sponsor support):** $40010930.40
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75040902.00
- **C.18.a - Value (excl. sponsor support):** $75040902.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25005644.50
- **C.18.a - Value (excl. sponsor support):** $25005644.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9998968.20
- **C.18.a - Value (excl. sponsor support):** $9998968.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39997754.80
- **C.18.a - Value (excl. sponsor support):** $39997754.80
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001092.70
- **C.18.a - Value (excl. sponsor support):** $10001092.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4001393.88
- **C.18.a - Value (excl. sponsor support):** $4001393.88
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25023864.50
- **C.18.a - Value (excl. sponsor support):** $25023864.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **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 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLY4, C.4 - ISIN: US3133EWLY49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000626.26
- **C.18.a - Value (excl. sponsor support):** $2000626.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMW7, C.4 - ISIN: US3133EWMW73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21999624.24
- **C.18.a - Value (excl. sponsor support):** $21999624.24
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2028-04-28
- **C.13 - Final Legal Maturity Date:** 2028-04-28
- **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 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPJ3, C.4 - ISIN: US3133EWPJ36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19999935.00
- **C.18.a - Value (excl. sponsor support):** $19999935.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-12
- **C.13 - Final Legal Maturity Date:** 2028-05-12
- **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 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQH6, C.4 - ISIN: US3133EWQH60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999952.90
- **C.18.a - Value (excl. sponsor support):** $29999952.90
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **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 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQU7, C.4 - ISIN: US3133EWQU71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999837.50
- **C.18.a - Value (excl. sponsor support):** $49999837.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-19
- **C.13 - Final Legal Maturity Date:** 2028-05-19
- **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 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWRT9, C.4 - ISIN: US3133EWRT99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999946.45
- **C.18.a - Value (excl. sponsor support):** $34999946.45
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2028-06-02
- **C.13 - Final Legal Maturity Date:** 2028-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $40008016.40
- **C.18.a - Value (excl. sponsor support):** $40008016.40
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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. 3.760000%
- **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):** $20004812.80
- **C.18.a - Value (excl. sponsor support):** $20004812.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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. 3.760000%
- **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):** $10003084.20
- **C.18.a - Value (excl. sponsor support):** $10003084.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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. 3.745000%
- **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):** $25004897.25
- **C.18.a - Value (excl. sponsor support):** $25004897.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $9003836.70
- **C.18.a - Value (excl. sponsor support):** $9003836.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $44039883.80
- **C.18.a - Value (excl. sponsor support):** $44039883.80
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25023097.00
- **C.18.a - Value (excl. sponsor support):** $25023097.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **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):** $25000951.25
- **C.18.a - Value (excl. sponsor support):** $25000951.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.755000%
- **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):** $23009690.36
- **C.18.a - Value (excl. sponsor support):** $23009690.36
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $6001274.70
- **C.18.a - Value (excl. sponsor support):** $6001274.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $16005663.36
- **C.18.a - Value (excl. sponsor support):** $16005663.36
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $20006874.60
- **C.18.a - Value (excl. sponsor support):** $20006874.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $38004151.88
- **C.18.a - Value (excl. sponsor support):** $38004151.88
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $25004887.25
- **C.18.a - Value (excl. sponsor support):** $25004887.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $20999818.35
- **C.18.a - Value (excl. sponsor support):** $20999818.35
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $69731967.90
- **C.18.a - Value (excl. sponsor support):** $69731967.90
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39734584.80
- **C.18.a - Value (excl. sponsor support):** $39734584.80
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199656930.00
- **C.18.a - Value (excl. sponsor support):** $199656930.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $41881223.42
- **C.18.a - Value (excl. sponsor support):** $41881223.42
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $143944440.60
- **C.18.a - Value (excl. sponsor support):** $143944440.60
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49600648.00
- **C.18.a - Value (excl. sponsor support):** $49600648.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49888961.00
- **C.18.a - Value (excl. sponsor support):** $49888961.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19422013.80
- **C.18.a - Value (excl. sponsor support):** $19422013.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $158966129.60
- **C.18.a - Value (excl. sponsor support):** $158966129.60
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $36673330.32
- **C.18.a - Value (excl. sponsor support):** $36673330.32
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65043902.30
- **C.18.a - Value (excl. sponsor support):** $65043902.30
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50102539.00
- **C.18.a - Value (excl. sponsor support):** $50102539.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.788000%
- **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):** $35033228.65
- **C.18.a - Value (excl. sponsor support):** $35033228.65
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 85: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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                        | 2032-08-01      | 8.0000%  | 0.0000% | $4958875.00        | $153993.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 3.5000%  | 0.0000% | $1001.00           | $142.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 3.5000%  | 0.0000% | $1957.00           | $538.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $602.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $505.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1002.00           | $659.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $688.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $604.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $837.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.0000%  | 0.0000% | $1009.00           | $794.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-01-01      | 2.5000%  | 0.0000% | $1201.00           | $278.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $913.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $735.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $731.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $618.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $599.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 5.5000%  | 0.0000% | $2024.00           | $1586.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-04-01      | 2.5000%  | 0.0000% | $1001.00           | $489.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.5000%  | 0.0000% | $88298.00          | $66762.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $967.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $557.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 5.5000%  | 0.0000% | $5570.00           | $3939.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $784.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.5000%  | 0.0000% | $146287.00         | $77568.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $320681.00         | $219037.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 5.5000%  | 0.0000% | $1009.00           | $808.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-12-01      | 6.5000%  | 0.0000% | $1019.00           | $445.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $680.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 3.0000%  | 0.0000% | $1001.00           | $391.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 3.0000%  | 0.0000% | $8000970.00        | $3500859.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $535.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $1023.00           | $620.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $856.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $747.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $1243941.00        | $939776.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-25      | 4.7621%  | 0.0000% | $2861193.00        | $1487462.49        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $835.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-04-25      | 3.0000%  | 0.0000% | $268904.00         | $216721.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-08-25      | 4.1184%  | 0.0000% | $1024.00           | $63.88             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2053-10-25      | 4.9121%  | 0.0000% | $137494.00         | $70096.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-03-25      | 5.5000%  | 0.0000% | $491653.00         | $216117.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-11-25      | 4.8621%  | 0.0000% | $653719.00         | $476724.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2052-10-25      | 5.0000%  | 0.0000% | $1000.00           | $654.76            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2036-04-25      | 5.5000%  | 0.0000% | $7712.00           | $7324.55           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2056-04-25      | 4.6121%  | 0.0000% | $4882274.00        | $4736213.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2042-04-01      | 4.5000%  | 0.0000% | $104594.00         | $1459.71           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2026-08-25      | 2.7240%  | 0.0000% | $487061.00         | $485845.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2047-02-15      | 3.5000%  | 0.0000% | $952254.00         | $681215.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2027-04-25      | 3.2430%  | 0.0000% | $1000.00           | $994.64            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2027-12-25      | 3.3640%  | 0.0000% | $2007.00           | $1984.77           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2033-04-25      | 3.7500%  | 0.0000% | $30655.00          | $29132.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2030-12-25      | 3.9000%  | 0.0000% | $1000.00           | $981.21            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2029-12-25      | 3.9500%  | 0.0000% | $1000.00           | $160.04            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2034-03-25      | 3.5420%  | 0.0000% | $2000.00           | $1862.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2034-04-25      | 3.0590%  | 0.0000% | $1000.00           | $897.02            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-095       A-2    20290625 2.78500 | 2029-06-25      | 2.7850%  | 0.0000% | $1000.00           | $959.37            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2029-08-25      | 2.4250%  | 0.0000% | $1000.00           | $945.01            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2030-01-25      | 2.0690%  | 0.0000% | $1000.00           | $924.57            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2051-05-25      | 1.4719%  | 0.0000% | $3585520.00        | $3009940.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2047-02-25      | 3.0000%  | 0.0000% | $221454.00         | $129493.20         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2032-08-25      | 3.1230%  | 0.0000% | $1000.00           | $926.78            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2032-07-25      | 3.5000%  | 0.0000% | $1000.00           | $948.12            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2032-11-25      | 4.1180%  | 0.0000% | $1000.00           | $981.17            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 4.6600%  | 0.0000% | $1000.00           | $1006.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-09-25      | 4.8000%  | 0.0000% | $306370.00         | $309778.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2054-11-25      | 4.5521%  | 0.0000% | $186700.00         | $123630.48         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2052-11-25      | 5.0000%  | 0.0000% | $16831.00          | $11502.72          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-07-25      | 5.1121%  | 0.0000% | $1000.00           | $460.60            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-11-25      | 4.9121%  | 0.0000% | $1785088.00        | $1473049.34        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2042-10-01      | 3.5000%  | 0.0000% | $1002.00           | $138.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-01-01      | 3.0000%  | 0.0000% | $1002.00           | $196.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-02-01      | 4.5000%  | 0.0000% | $1005.00           | $81.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-04-01      | 3.5000%  | 0.0000% | $43175.00          | $7265.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1047.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $809.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1004.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $519.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $1018.00           | $190.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $565.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 7.0000%  | 0.0000% | $1775.00           | $1906.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $971.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $779.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $932.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $1046.00           | $936.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 7.0000%  | 0.0000% | $1824140.00        | $1976654.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $967.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 5.5000%  | 0.0000% | $68668.00          | $66873.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $860.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 7.5000%  | 0.0000% | $34954.00          | $38031.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 7.5000%  | 0.0000% | $1002.00           | $1078.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $958.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1007.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $983.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $671.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-11-01      | 5.5000%  | 0.0000% | $42265.00          | $39989.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-10-01      | 7.0000%  | 0.0000% | $1006.00           | $941.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-11-01      | 5.0000%  | 0.0000% | $1462.00           | $1446.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $979.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 3.3700%  | 0.0000% | $59966.00          | $55385.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $175.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $268.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-05-01      | 4.8560%  | 0.0000% | $500188.00         | $498498.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $523040.00         | $378113.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $696.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $612.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $1005.00           | $615.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $660.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $733.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-10-01      | 3.5000%  | 0.0000% | $1857013.00        | $567417.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 3.0000%  | 0.0000% | $28709715.00       | $4748915.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 3.0000%  | 0.0000% | $1034.00           | $213.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-10-01      | 2.0000%  | 0.0000% | $43237.00          | $21583.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $103592.00         | $55446.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $514.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-07-01      | 2.0000%  | 0.0000% | $1000.00           | $480.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.0000%  | 0.0000% | $1298.00           | $805.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $606.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $1014.00           | $666.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 4.0000%  | 0.0000% | $1664339.00        | $1174540.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $1001.00           | $680.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $725.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.0000%  | 0.0000% | $8000.00           | $6329.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $762.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-12-01      | 6.0000%  | 0.0000% | $3302867.00        | $3410472.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $952.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $891.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $999.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 5.5000%  | 0.0000% | $29865.00          | $26439.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-01-01      | 6.0000%  | 0.0000% | $137528.00         | $135963.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-03-01      | 5.5000%  | 0.0000% | $5100992.00        | $5125781.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-10-01      | 6.0000%  | 0.0000% | $2228451.00        | $2315999.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $561.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $17644.00          | $10884.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $605.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $35872.00          | $21485.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $676.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 4.0000%  | 0.0000% | $2045.00           | $1397.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $735.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-12-01      | 5.0000%  | 0.0000% | $1008.00           | $621.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.5000%  | 0.0000% | $1300.00           | $660.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $764.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $671.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $729.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $771.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $783.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $1188.00           | $948.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $740.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $793.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $798.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $783.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $854.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1071.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-03-01      | 5.5000%  | 0.0000% | $1040.00           | $1035.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-04-01      | 6.0000%  | 0.0000% | $5233287.00        | $5550951.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-02-01      | 4.5000%  | 0.0000% | $1026.00           | $67.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-12-01      | 4.5000%  | 0.0000% | $1044.00           | $71.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $2237468.00        | $1240697.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $587.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $410.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $288.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.5000%  | 0.0000% | $1010.00           | $389.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-02-01      | 2.0000%  | 0.0000% | $1006239.00        | $429057.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $725.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $616.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $1036.00           | $654.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $23609.00          | $16957.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.0000%  | 0.0000% | $1023.00           | $544.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $11822.00          | $8047.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $785.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-05-01      | 7.0000%  | 0.0000% | $1000.00           | $75.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $844.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $820.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $934.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $918.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $513.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $837.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $926.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $903.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $825.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $950.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $778.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-08-01      | 6.0000%  | 0.0000% | $1006150.00        | $843702.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $861.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-10-01      | 5.0000%  | 0.0000% | $1004.00           | $938.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $982.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $968.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-12-01      | 5.5000%  | 0.0000% | $1080.00           | $1094.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.0000%  | 0.0000% | $6434.00           | $5846.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $969.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $870.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $804.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-03-01      | 6.0000%  | 0.0000% | $1956.00           | $1942.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 5.0000%  | 0.0000% | $22012.00          | $21902.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $864.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.0000%  | 0.0000% | $13754.00          | $12528.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $858.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-12-01      | 6.0000%  | 0.0000% | $50249.00          | $51420.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-03-01      | 5.5000%  | 0.0000% | $1017.00           | $1015.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-01-01      | 5.0000%  | 0.0000% | $4281.00           | $4111.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-05-01      | 5.0000%  | 0.0000% | $2083281.00        | $2056089.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-03-01      | 6.0000%  | 0.0000% | $1060.00           | $1084.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-03-20      | 3.5000%  | 0.0000% | $1014.00           | $92.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-01-20      | 4.0000%  | 0.0000% | $1023.00           | $81.28             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1050.00           | $98.04             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 3.5000%  | 0.0000% | $2047.00           | $229.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-12-20      | 3.5000%  | 0.0000% | $2120.00           | $245.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 3.5000%  | 0.0000% | $18244.00          | $2026.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 3.5000%  | 0.0000% | $1008.00           | $112.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-11-20      | 4.0000%  | 0.0000% | $1024.00           | $88.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-12-20      | 4.0000%  | 0.0000% | $14527892.00       | $1256610.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.0000%  | 0.0000% | $101887.00         | $24066.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $275.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-08-20      | 3.0000%  | 0.0000% | $389488.00         | $120935.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 3.5000%  | 0.0000% | $2281.00           | $1487.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $1138.00           | $768.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.0000%  | 0.0000% | $1002.00           | $678.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $479.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $636.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $677.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 4.5000%  | 0.0000% | $2048.00           | $1427.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-08-20      | 5.0000%  | 0.0000% | $3039.00           | $2100.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.0000%  | 0.0000% | $2624.00           | $1851.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 6.0000%  | 0.0000% | $3024.00           | $1405.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $713.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-12-20      | 5.5000%  | 0.0000% | $2429544.00        | $1475308.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-02-20      | 5.5000%  | 0.0000% | $1016.00           | $615.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $1000.00           | $619.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 6.0000%  | 0.0000% | $2008.00           | $894.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $3088.00           | $2273.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $726.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-02-20      | 6.0000%  | 0.0000% | $2008.00           | $1023.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $414.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 4.0000%  | 0.0000% | $1001.00           | $164.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $668.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 2.5000%  | 0.0000% | $2046.00           | $1216.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-10-20      | 5.5000%  | 0.0000% | $3000.00           | $2202.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 7.5000%  | 0.0000% | $2000.00           | $1189.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $784.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $937.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-04-20      | 7.5000%  | 0.0000% | $1035.00           | $800.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $976.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $590.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $576.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1073.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-03-20      | 6.5000%  | 0.0000% | $1025.00           | $1079.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-04-20      | 6.5000%  | 0.0000% | $74345.00          | $78392.78          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-01-20      | 4.5000%  | 0.0000% | $1000.00           | $955.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $998.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.0000%  | 0.0000% | $27395.00          | $24258.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $16094.00          | $12683.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-12-20      | 5.0000%  | 0.0000% | $39703.00          | $35227.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $1025.00           | $755.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $761.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.0000%  | 0.0000% | $48640.00          | $44254.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $823.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-07-20      | 5.5000%  | 0.0000% | $3048.00           | $2575.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $951.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 5.5000%  | 0.0000% | $1024.00           | $911.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $949.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $960.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $948.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $974.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-03-20      | 4.5000%  | 0.0000% | $1000.00           | $961.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $987.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1013.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-05-20      | 6.5000%  | 0.0000% | $1001.00           | $775.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1041.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2066-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 3.5000%  | 0.0000% | $2060372.00        | $135968.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $553.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 4.8851%  | 0.0000% | $6307281.00        | $5951667.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-07-20      | 4.9451%  | 0.0000% | $697566.00         | $601797.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-07-20      | 4.6751%  | 0.0000% | $1000.00           | $763.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-09-20      | 4.6251%  | 0.0000% | $46282.00          | $27192.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-07-20      | 4.1171%  | 0.0000% | $1024.00           | $154.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $513.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-05-20      | 5.5000%  | 0.0000% | $1000.00           | $572.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-04-20      | 1.7500%  | 0.0000% | $2616888.00        | $1014354.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-08-20      | 2.5000%  | 0.0000% | $453451.00         | $265887.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-12-20      | 2.5000%  | 0.0000% | $27587515.00       | $16994602.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-01-20      | 3.0000%  | 0.0000% | $2202.00           | $1256.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 4.5251%  | 0.0000% | $2003.00           | $1186.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-10-20      | 4.7251%  | 0.0000% | $1000.00           | $697.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-01-20      | 4.5351%  | 0.0000% | $1000.00           | $626.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 4.5251%  | 0.0000% | $1000.00           | $654.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 4.6251%  | 0.0000% | $1008.00           | $480.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 4.6251%  | 0.0000% | $11623.00          | $7669.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 4.7751%  | 0.0000% | $498023.00         | $311874.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 6.0000%  | 0.0000% | $195498.00         | $187741.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-09-20      | 4.9251%  | 0.0000% | $1001.00           | $275.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-09-20      | 5.0251%  | 0.0000% | $2144.00           | $568.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 4.9251%  | 0.0000% | $1000.00           | $257.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 4.9251%  | 0.0000% | $1000.00           | $266.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 4.6851%  | 0.0000% | $1000.00           | $332.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $1000.00           | $998.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-02-20      | 4.8251%  | 0.0000% | $4749.00           | $1585.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $11139440.00       | $11290388.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-07-20      | 4.9251%  | 0.0000% | $11075.00          | $5007.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 4.7251%  | 0.0000% | $1000.00           | $534.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 4.6251%  | 0.0000% | $47837.00          | $36028.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 4.7251%  | 0.0000% | $1001.00           | $554.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 5.2251%  | 0.0000% | $91519.00          | $50212.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 4.6751%  | 0.0000% | $1000.00           | $630.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 4.6451%  | 0.0000% | $2027.00           | $1539.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-12-20      | 4.8251%  | 0.0000% | $1024.00           | $516.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 4.9251%  | 0.0000% | $1000.00           | $587.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-05-20      | 5.3751%  | 0.0000% | $1000.00           | $645.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-08-20      | 5.0000%  | 0.0000% | $1000.00           | $793.35            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-06-20      | 4.7751%  | 0.0000% | $424231.00         | $365100.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-06-20      | 5.4251%  | 0.0000% | $106752.00         | $72481.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-11-20      | 5.0251%  | 0.0000% | $164565.00         | $161430.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-12-20      | 4.6251%  | 0.0000% | $678696.00         | $660990.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-12-20      | 4.6251%  | 0.0000% | $1572130.00        | $1557288.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2056-02-20      | 4.4251%  | 0.0000% | $1000.00           | $939.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2056-02-20      | 4.7251%  | 0.0000% | $1000.00           | $986.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2056-02-20      | 4.7251%  | 0.0000% | $2511.00           | $2477.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2056-03-20      | 4.8251%  | 0.0000% | $1000.00           | $913.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2056-03-20      | 4.8751%  | 0.0000% | $1024.00           | $889.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2056-03-20      | 5.0151%  | 0.0000% | $1024.00           | $949.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2056-05-20      | 4.5000%  | 0.0000% | $10159800.00       | $9672586.79        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                                          | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $100.57            | U.S. Treasuries (including strips)        |

### Security 86: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $17389400.00       | $17365230.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $16587500.00       | $16915876.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $27271000.00       | $26918933.48       | U.S. Treasuries (including strips) |

### Security 87: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.720000%
- **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:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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          | 2053-04-01      | 4.3970%  | 0.0000% | $2421835.00        | $1894727.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $142.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 4.0000%  | 0.0000% | $1001.00           | $222.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $235.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $24980891.00       | $2409173.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $41275.00          | $11359.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $602.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $1016.00           | $513.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $503.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $729.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1023.00           | $770.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $662.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1023.00           | $792.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1023.00           | $912.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $898.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1410.00           | $1037.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $531.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $606.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $731.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $614.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $599.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $111.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-11-01      | 4.3000%  | 0.0000% | $464371.00         | $449805.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $531.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $5220797.00        | $3246316.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $756.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $755378.00         | $534295.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 6.0000%  | 0.0000% | $1194836.00        | $1195040.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $784.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $614.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $129168.00         | $103319.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $680.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 3.0000%  | 0.0000% | $1000.00           | $342.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $244498.00         | $95588.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $46264.00          | $28595.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1097.00           | $665.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $4996.00           | $3734.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $668.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1494.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $716.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $9667.00           | $7303.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.7621%  | 0.0000% | $144169.00         | $74949.85          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $2446.00           | $2152.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $962.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-25      | 4.1184%  | 0.0000% | $10136.00          | $632.30            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.1684%  | 0.0000% | $1121.00           | $93.66             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $221989.00         | $28909.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 3.7500%  | 0.0000% | $285000.00         | $270950.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $753769.00         | $331336.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.8621%  | 0.0000% | $244262.00         | $178128.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-25      | 5.0000%  | 0.0000% | $554500.00         | $363063.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 5.5000%  | 0.0000% | $3840.00           | $3647.08           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 4.6121%  | 0.0000% | $1000.00           | $970.08            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.0500%  | 0.0000% | $308226.00         | $306951.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $944.79            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $453480.00         | $422246.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-08-25      | 1.6130%  | 0.0000% | $594897.00         | $508124.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-25      | 3.0000%  | 0.0000% | $328368.00         | $192010.19         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.8000%  | 0.0000% | $119397.00         | $120725.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.9121%  | 0.0000% | $3651.00           | $1811.54           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.8621%  | 0.0000% | $3972776.00        | $3018762.86        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $2032352.00        | $1388958.88        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 5.1121%  | 0.0000% | $1024.00           | $471.65            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-06-25      | 4.4000%  | 0.0000% | $1000.00           | $996.67            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-11-25      | 4.7621%  | 0.0000% | $1000.00           | $922.08            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-05-25      | 4.5000%  | 0.0000% | $1472400.00        | $1383182.45        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1096.00           | $1071.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $904.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $567.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $895.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $860.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $108858.00         | $118440.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1079.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $983.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $935.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1001.00           | $836.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $979.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1024.00           | $135.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $567.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $911.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $1024.00           | $178.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 3.5000%  | 0.0000% | $1000.00           | $305.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $2023.00           | $972.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $6735770.00        | $4704325.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $725.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $721.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $996.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $840.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $824.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $277745.00         | $250003.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1011.00           | $895.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $7191552.00        | $7155322.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $284.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1008.00           | $369.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $676.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $735.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $729.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $744.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $802.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $182896.00         | $179234.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $982.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1040.00           | $1035.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $1014.00           | $60.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $609.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1061.00           | $85.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $1120.00           | $477.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $725.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1001.00           | $616.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $538.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $657.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $762620.00         | $335565.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1364750.00        | $1379655.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $125333.00         | $105864.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $759.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $878.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1009.00           | $828.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1536.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $11475.00          | $9862.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $452380.00         | $453208.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $875.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $861.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $933.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $934.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $948.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $7000.00           | $6878.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $987.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1120.00           | $938.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $804.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $993.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $995.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $876.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 6.0000%  | 0.0000% | $1009400.00        | $1067874.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $142724.00         | $143934.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $10818641.00       | $10711489.21       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1022.00           | $93.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $236.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $5858368.00        | $3958423.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1025.00           | $694.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1447560.00        | $1005559.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $464.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1000.00           | $619.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $2027.00           | $903.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1000.00           | $519.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $736.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $9115.00           | $6468.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1008.00           | $513.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $1000.00           | $134.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $207.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $668.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $594.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $324310.00         | $192834.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $976.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1001.00           | $1078.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1117.00           | $1201.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1006.00           | $1088.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $75767.00          | $78915.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $214743.00         | $226988.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0251%  | 0.0000% | $250831.00         | $194775.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.9451%  | 0.0000% | $600320.00         | $517902.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7051%  | 0.0000% | $10841095.00       | $9877992.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7751%  | 0.0000% | $136059.00         | $128579.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6251%  | 0.0000% | $1366.00           | $802.57            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7751%  | 0.0000% | $298612.00         | $285232.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $7321.00           | $3759.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $4472115.00        | $1733475.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1000.00           | $445.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.5251%  | 0.0000% | $8995752.00        | $5327184.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.5251%  | 0.0000% | $23990144.00       | $15501022.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.7251%  | 0.0000% | $45270561.00       | $31561428.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.9251%  | 0.0000% | $6445796.00        | $4513093.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5051%  | 0.0000% | $4299328.00        | $2639449.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5251%  | 0.0000% | $2298856.00        | $1505354.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5351%  | 0.0000% | $2706110.00        | $1781133.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $42502.00          | $14037.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $638558.00         | $304129.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $1726198.00        | $1139112.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.5751%  | 0.0000% | $2038272.00        | $1768582.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7751%  | 0.0000% | $3343008.00        | $2093478.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7751%  | 0.0000% | $22690920.00       | $7643645.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6251%  | 0.0000% | $12964942.00       | $4549379.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6451%  | 0.0000% | $450818.00         | $324898.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.6251%  | 0.0000% | $17818.00          | $8929.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.7351%  | 0.0000% | $8004760.00        | $3037100.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5251%  | 0.0000% | $28770511.00       | $7754006.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1251%  | 0.0000% | $2119490.00        | $567074.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1001.00           | $961.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.0251%  | 0.0000% | $998224.00         | $265639.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.6751%  | 0.0000% | $4581250.00        | $3841483.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9251%  | 0.0000% | $1736498.00        | $478525.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8251%  | 0.0000% | $1696.00           | $566.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $7524704.00        | $7592698.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $2458272.00        | $2490868.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8251%  | 0.0000% | $1001727.00        | $404999.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9251%  | 0.0000% | $78751.00          | $35608.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7251%  | 0.0000% | $451721.00         | $310796.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7351%  | 0.0000% | $229056.00         | $123439.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7251%  | 0.0000% | $4501657.00        | $2493919.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6451%  | 0.0000% | $1959488.00        | $1488553.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7751%  | 0.0000% | $257070.00         | $221238.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0251%  | 0.0000% | $1322341.00        | $1297152.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6251%  | 0.0000% | $1280.00           | $1246.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6251%  | 0.0000% | $1409402.00        | $1396097.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $537900.00         | $521309.78         | Agency Collateralized Mortgage Obligation |

### Security 88: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.740000%
- **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:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2051-09-25      | 5.0000%  | 0.0000% | $2865000.00        | $2346851.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 1.5000%  | 0.0000% | $3000000.00        | $1165731.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 4.4051%  | 0.0000% | $1199987.00        | $76184.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-20      | 4.4634%  | 0.0000% | $12689488.00       | $787430.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.7251%  | 0.0000% | $83542300.00       | $56449879.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 4.6751%  | 0.0000% | $386465.00         | $373922.16         | Agency Collateralized Mortgage Obligation |

### Security 89: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $186615300.00      | $183600073.08      | U.S. Treasuries (including strips) |

### Security 90: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $1009200.00        | $1013476.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $2470700.00        | $1869841.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $129700.00         | $171297.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $20954000.00       | $19505549.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $623900.00         | $617211.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $400.00            | $401.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $174900.00         | $180857.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $714100.00         | $708612.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $30300.00          | $30445.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $18048000.00       | $17921540.41       | U.S. Treasuries (including strips) |

### Security 91: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $4100.00           | $4117.37           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $123.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $32865000.00       | $27640842.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $1600000.00        | $1286409.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $1260000.00        | $1126365.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $600.00            | $792.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $12100.00          | $12123.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $31000.00          | $31593.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $900.00            | $906.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $5599600.00        | $5730367.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $202.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $9299100.00        | $9323180.86        | U.S. Treasuries (including strips) |

### Security 92: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $61000000.00
- **C.18.a - Value (excl. sponsor support):** $61000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-08-27      | 0.0000%  | 0.0000% | $1000.00           | $991.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 6.2500%  | 0.0000% | $214600.00         | $231754.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $27350000.00       | $20040491.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $756200.00         | $554002.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $2285200.00        | $1837315.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $500.00            | $660.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $186.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $16013300.00       | $16103310.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $19220000.00       | $19257730.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $1836400.00        | $1851783.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $55900.00          | $56969.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $4101300.00        | $4136410.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $1000.00           | $989.80            | U.S. Treasuries (including strips) |

### Security 93: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $59288600.00       | $59594083.87       | U.S. Treasuries (including strips) |

### Security 94: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $191.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $24200700.00       | $19054120.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $19492000.00       | $13319742.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $12073100.00       | $8924668.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $79762700.00       | $53545839.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $40361600.00       | $28737213.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $1078200.00        | $1039650.59        | U.S. Treasuries (including strips) |

### Security 95: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9B9Y73, C.3 - LEI: N/A, C.5 - Other ID: BIV9B9Y73
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-02-15      | 3.5000%  | 0.0000% | $30719300.00       | $30600034.27       | U.S. Treasuries (including strips) |

### Security 96: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9BRXZ2, C.3 - LEI: N/A, C.5 - Other ID: BIV9BRXZ2
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 6.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-02-15      | 3.5000%  | 0.0000% | $16022300.00       | $15960094.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.8750%  | 0.0000% | $19658000.00       | $19739906.72       | U.S. Treasuries (including strips) |

### Security 97: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9GL5L2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9GL5L2
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp | 2054-11-25      | 5.0621%  | 0.0000% | $30000000.00       | $21165421.95       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp | 2055-09-25      | 4.3121%  | 0.0000% | $23753055.00       | $19634578.32       | Agency Debentures and Agency Strips |

### Security 98: Natixis

- **C.1 - Title:** Natixis 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9LFLY3, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9LFLY3
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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? 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    | 2035-05-01      | 4.6700%  | 0.0000% | $136275.00         | $136592.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $982.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $992.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2068-04-20      | 4.1684%  | 0.0000% | $1000.00           | $377.81            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $17947600.00       | $10453590.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $197400.00         | $257650.83         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 1.5000%  | 0.0000% | $900.00            | $890.51            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $55000.00          | $52482.08          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $752900.00         | $658814.58         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $108600.00         | $107709.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 1.1250%  | 0.0000% | $357500.00         | $353785.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $400.00            | $396.02            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $3021900.00        | $2973073.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $700.00            | $706.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $18944100.00       | $18917769.27       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $300.00            | $321.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $691300.00         | $705641.08         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.67             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $169400.00         | $167433.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $1430000.00        | $1422285.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $8100.00           | $8126.96           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $4597300.00        | $4579086.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.3750%  | 0.0000% | $1000.00           | $1007.75           | U.S. Treasuries (including strips)        |

### Security 99: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9NNWH9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9NNWH9
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-01-01      | 2.5000%  | 0.0000% | $10863639.19       | $4188494.47        | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2030-01-01      | 2.5000%  | 0.0000% | $9154759.86        | $2955393.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 3.5000%  | 0.0000% | $3571428.57        | $2889673.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 3.5000%  | 0.0000% | $8632210.86        | $7780353.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 5.0000%  | 0.0000% | $4031751.00        | $2455094.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2030-01-01      | 2.5000%  | 0.0000% | $7750000.00        | $2288514.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 5.0000%  | 0.0000% | $2049151.90        | $1277166.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-07-01      | 2.5000%  | 0.0000% | $5024453.81        | $2569057.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-08-01      | 3.5000%  | 0.0000% | $5985322.81        | $3200751.53        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $4847619.05        | $2119274.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-05-20      | 6.8980%  | 0.0000% | $700877.05         | $149485.20         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-05-20      | 6.9670%  | 0.0000% | $716841.57         | $107728.62         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 6.9900%  | 0.0000% | $953392.67         | $127936.61         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.0620%  | 0.0000% | $1843765.90        | $238845.57         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.0360%  | 0.0000% | $1190778.00        | $317343.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 6.8240%  | 0.0000% | $312232.05         | $11708.77          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8730%  | 0.0000% | $1215690.24        | $366427.38         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 7.0040%  | 0.0000% | $882799.48         | $174894.00         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8470%  | 0.0000% | $955417.14         | $360042.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0630%  | 0.0000% | $715104.29         | $226512.74         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 7.1330%  | 0.0000% | $1193900.19        | $286656.58         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0760%  | 0.0000% | $958053.95         | $206598.85         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 7.0420%  | 0.0000% | $2151102.71        | $483081.83         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 6.9580%  | 0.0000% | $1856274.52        | $458590.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.1010%  | 0.0000% | $717336.95         | $160483.43         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0530%  | 0.0000% | $275065.71         | $80072.87          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.1530%  | 0.0000% | $458487.38         | $25650.20          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.7970%  | 0.0000% | $955593.14         | $333571.37         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.8290%  | 0.0000% | $718563.48         | $126630.68         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.9550%  | 0.0000% | $955220.19         | $272995.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 7.1300%  | 0.0000% | $953115.86         | $140208.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.9830%  | 0.0000% | $952380.95         | $266417.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.5510%  | 0.0000% | $62288.86          | $25842.38          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 6.9630%  | 0.0000% | $1865003.10        | $355852.63         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 7.0280%  | 0.0000% | $1131989.81        | $262349.42         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.8840%  | 0.0000% | $718269.57         | $203051.09         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.7050%  | 0.0000% | $1543123.24        | $467114.85         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.8600%  | 0.0000% | $1671935.43        | $544712.22         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.7890%  | 0.0000% | $1172021.95        | $254769.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8560%  | 0.0000% | $1910299.67        | $552523.45         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8250%  | 0.0000% | $1901611.90        | $430222.42         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.0810%  | 0.0000% | $740476.19         | $787553.11         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.3370%  | 0.0000% | $523809.52         | $565608.83         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2068-02-20      | 6.3540%  | 0.0000% | $470689.57         | $156361.07         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2068-01-20      | 6.6480%  | 0.0000% | $134315.14         | $32285.60          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2071-08-20      | 6.7810%  | 0.0000% | $942403.86         | $607241.83         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.2050%  | 0.0000% | $495238.10         | $590011.32         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.2330%  | 0.0000% | $930952.38         | $1018666.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.4030%  | 0.0000% | $476190.48         | $534387.85         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-06-20      | 5.3820%  | 0.0000% | $952380.95         | $1035055.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-04-20      | 5.1970%  | 0.0000% | $714285.71         | $768989.96         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-04-20      | 5.1630%  | 0.0000% | $516989.38         | $530247.14         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-04-20      | 5.1610%  | 0.0000% | $714285.71         | $707327.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.1460%  | 0.0000% | $661904.76         | $724046.60         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-03-20      | 5.3120%  | 0.0000% | $419870.14         | $358041.23         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-12-20      | 6.6240%  | 0.0000% | $140274.52         | $34278.58          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.5700%  | 0.0000% | $64067.10          | $22193.27          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.6100%  | 0.0000% | $311365.48         | $95414.81          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.3190%  | 0.0000% | $321244.43         | $112081.75         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 6.9510%  | 0.0000% | $2052986.71        | $296284.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0300%  | 0.0000% | $929664.10         | $255748.12         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 7.0090%  | 0.0000% | $409185.33         | $48016.24          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 7.0260%  | 0.0000% | $918217.00         | $203668.57         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.0400%  | 0.0000% | $731453.86         | $64292.32          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 6.9900%  | 0.0000% | $864334.81         | $153029.61         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 6.9860%  | 0.0000% | $184489.52         | $31367.01          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 6.9110%  | 0.0000% | $272198.57         | $67428.83          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-03-20      | 3.5000%  | 0.0000% | $22797217.14       | $1458274.27        | Agency Mortgage-Backed Securities |

### Security 100: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9PB542, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV9PB542
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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? 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 | 2055-03-25      | 4.7621%  | 0.0000% | $1000.00           | $646.78            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 4.6121%  | 0.0000% | $988684.00         | $668375.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-03-25      | 4.5221%  | 0.0000% | $17640.00          | $13104.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 4.8121%  | 0.0000% | $32233310.00       | $26431119.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 4.6121%  | 0.0000% | $37914348.00       | $34086753.46       | Agency Collateralized Mortgage Obligation |

### Security 101: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RW2G0, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9RW2G0
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $735.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $50313300.00       | $50999175.08       | U.S. Treasuries (including strips) |

### Security 102: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9UDCC6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9UDCC6
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2045-08-15      | 2.8750%  | 0.0000% | $1002518.57        | $747363.81         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $4071428.57        | $2958689.84        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-08-15      | 3.0000%  | 0.0000% | $4328571.43        | $3187672.16        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-05-15      | 2.2500%  | 0.0000% | $3355037.14        | $2436800.31        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-02-15      | 2.2500%  | 0.0000% | $4477697.14        | $2700767.51        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $3246857.14        | $3268709.06        | U.S. Treasuries (including strips) |

### Security 103: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9UDGH1, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9UDGH1
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-07-30      | 0.0000%  | 0.0000% | $429433.20         | $426882.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $754916.40         | $763114.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $3.60              | $5.29              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $3.60              | $3.10              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $1778065.20        | $1162847.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $445982.40         | $330032.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $3.60              | $3.48              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $1066046.40        | $621802.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $510544.80         | $436953.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $54986.40          | $50163.92          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $3.60              | $3.47              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $4834944.00        | $4574183.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $19220.40          | $19210.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $3.60              | $3.44              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $3.60              | $4.49              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $3.60              | $3.57              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $143992.80         | $131923.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $36.00             | $34.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $2030216.40        | $1929957.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $4080837.60        | $3576139.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $7.20              | $7.87              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $679118.40         | $726746.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $1490356.80        | $1591147.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $399081.60         | $442073.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $36.00             | $36.30             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $3.60              | $3.64              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $463068.00         | $468734.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $36.00             | $36.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $860335.20         | $838962.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.5000%  | 0.0000% | $14.40             | $14.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-04-30      | 4.1250%  | 0.0000% | $18698.40          | $18590.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 3.8750%  | 0.0000% | $251172.00         | $250376.08         | U.S. Treasuries (including strips) |

### Security 104: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9UJNP2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9UJNP2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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? 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 Farm Credit Bank | 2028-01-12      | 3.7100%  | 0.0000% | $62795000.00       | $63118847.75       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank | 2028-05-15      | 3.7200%  | 0.0000% | $23548000.00       | $23581346.59       | Agency Debentures and Agency Strips |

### Security 105: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9VHQJ6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9VHQJ6
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2032-02-01      | 2.5000%  | 0.0000% | $13333333.33       | $2028667.41        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2031-11-01      | 2.5000%  | 0.0000% | $12478282.00       | $1594662.96        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2032-02-01      | 2.5000%  | 0.0000% | $7045634.67        | $1091132.42        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2031-12-01      | 2.0000%  | 0.0000% | $6447353.47        | $863926.28         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2032-01-01      | 2.0000%  | 0.0000% | $6725458.40        | $996043.11         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2033-01-01      | 3.0000%  | 0.0000% | $10615502.53       | $1865889.58        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2035-04-01      | 2.5000%  | 0.0000% | $5507893.60        | $1535754.10        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2028-11-01      | 4.1700%  | 0.0000% | $6576533.33        | $6568801.52        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2031-06-25      | 4.4000%  | 0.0000% | $2133333.33        | $2126325.81        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2031-03-25      | 4.0000%  | 0.0000% | $3333333.33        | $3136726.91        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2031-04-25      | 4.0000%  | 0.0000% | $2666666.67        | $2541629.16        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2027-04-25      | 4.0000%  | 0.0000% | $666666.67         | $647337.53         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2029-05-25      | 4.1500%  | 0.0000% | $2133333.33        | $2083796.24        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2032-01-01      | 2.0000%  | 0.0000% | $11329295.47       | $1821839.73        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-09-01      | 2.7100%  | 0.0000% | $6035333.33        | $5761321.82        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2032-03-01      | 2.5000%  | 0.0000% | $5639442.93        | $831037.91         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2032-03-01      | 2.5000%  | 0.0000% | $10374340.67       | $1503042.18        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2031-03-01      | 2.5000%  | 0.0000% | $14116048.67       | $1026084.91        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2028-12-01      | 5.1800%  | 0.0000% | $12854666.67       | $13131747.58       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2028-12-01      | 5.3000%  | 0.0000% | $8000000.00        | $8200097.78        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-04-01      | 4.5500%  | 0.0000% | $6080000.00        | $6134285.95        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-04-01      | 4.8200%  | 0.0000% | $13333333.33       | $13549745.19       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-06-01      | 4.7100%  | 0.0000% | $6305200.00        | $6391179.81        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-06-01      | 4.6700%  | 0.0000% | $5826666.67        | $5899291.53        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-07-01      | 4.7200%  | 0.0000% | $2332736.00        | $2363505.05        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-10-01      | 4.2700%  | 0.0000% | $6283066.67        | $6281320.67        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-11-01      | 4.0600%  | 0.0000% | $8883333.33        | $8824594.76        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-05-01      | 4.3800%  | 0.0000% | $10400000.00       | $10439027.74       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-01-01      | 4.5400%  | 0.0000% | $7568666.67        | $7641818.67        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-04-01      | 4.2500%  | 0.0000% | $6183600.00        | $6178112.40        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-07-01      | 4.2900%  | 0.0000% | $10000000.00       | $9982826.67        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-11-01      | 3.9700%  | 0.0000% | $5886000.00        | $5805978.52        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-12-01      | 4.0550%  | 0.0000% | $17602933.33       | $17355328.52       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-12-01      | 4.0300%  | 0.0000% | $8233333.33        | $8118827.79        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2034-11-01      | 2.5000%  | 0.0000% | $18705218.13       | $4288118.21        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2034-11-01      | 2.5000%  | 0.0000% | $6029568.40        | $1312684.55        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2035-02-01      | 2.5000%  | 0.0000% | $1628784.67        | $1156439.82        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2034-08-01      | 2.5000%  | 0.0000% | $14217112.53       | $4529633.24        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2035-02-01      | 2.5000%  | 0.0000% | $3373305.07        | $953388.67         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2047-07-01      | 5.0000%  | 0.0000% | $4496525.33        | $2516208.54        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2048-08-01      | 5.0000%  | 0.0000% | $2439858.40        | $1520680.78        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2031-10-01      | 4.0000%  | 0.0000% | $7842004.27        | $3562765.38        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2032-01-01      | 2.0000%  | 0.0000% | $10704986.27       | $1761417.94        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2029-01-01      | 4.6200%  | 0.0000% | $8000000.00        | $8076954.66        | Agency Mortgage-Backed Securities   |

### Security 106: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.650000%
- **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: BIV9VMGL1, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9VMGL1
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $43750000.00       | $26157819.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7951%  | 0.0000% | $3219187.13        | $2400215.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9751%  | 0.0000% | $18823999.25       | $17211333.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.4251%  | 0.0000% | $28042734.13       | $25630631.99       | Agency Collateralized Mortgage Obligation |

### Security 107: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VMS53, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9VMS53
- **C.18 - Value (incl. sponsor support):** $98125000.00
- **C.18.a - Value (excl. sponsor support):** $98125000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.75 30-APR-2027 | 2027-04-30      | 3.7500%  | 0.0000% | $98125000.00       | $100194657.00      | U.S. Treasuries (including strips) |

### Security 108: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VMSN4, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9VMSN4
- **C.18 - Value (incl. sponsor support):** $25001812.50
- **C.18.a - Value (excl. sponsor support):** $25001812.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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? 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 (INT) CSTRIP 15-NOV-2038 | 2038-11-15      | 0.0000%  | 0.0000% | $254000.00         | $140226.00         | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2038 | 2038-11-15      | 0.0000%  | 0.0000% | $25001813.00       | $25679536.00       | U.S. Treasuries (including strips) |

### Security 109: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.740000%
- **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: BIV9VTMN5, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9VTMN5
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $3387.00           | $704.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-01      | 3.5000%  | 0.0000% | $1007.00           | $361.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $2002.00           | $403.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 7.0000%  | 0.0000% | $63629.00          | $44506.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1280.00           | $882.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-25      | 6.5000%  | 0.0000% | $1000.00           | $665.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-25      | 4.6121%  | 0.0000% | $47416820.00       | $41744151.91       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-11-01      | 3.5000%  | 0.0000% | $1047.00           | $67.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $8074584.00        | $1327525.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $470257.00         | $299056.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $16000.00          | $16257.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $79000.00          | $40817.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $143263.00         | $100129.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $37553.00          | $35252.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $647183.00         | $665740.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $843.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $3396.00           | $813.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $753.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $745827.00         | $458439.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1120.00           | $639.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 7.0000%  | 0.0000% | $2006843.00        | $1632400.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $306151.00         | $305608.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1270208.00        | $944280.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 4.5000%  | 0.0000% | $1848590.00        | $1710538.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $647.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $6002.00           | $5365.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $16384.00          | $16035.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1475064.00        | $1000632.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $1648103.00        | $102934.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $1000.00           | $80.21             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $1220.00           | $100.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $83.71             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $67028.00          | $6103.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $158988.00         | $11853.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $1024.00           | $73.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $86.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $1147.00           | $108.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1000.00           | $358.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $269.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $691.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $25979.00          | $12547.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $1008.00           | $625.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $14726.00          | $10178.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $13953161.00       | $9645339.03        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $8790019.00        | $6217376.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $799.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $1024.00           | $864.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1008.00           | $678.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $807.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $1616.00           | $1368.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $2008.00           | $1560.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1250.00           | $903.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $3170.00           | $2476.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1100.00           | $1020.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-11-15      | 6.2100%  | 0.0000% | $376857.00         | $402216.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1430506.00        | $1259939.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $557.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $988735.00         | $980850.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $5838231.00        | $6107756.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-20      | 3.5000%  | 0.0000% | $14990.00          | $362.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $94002.00          | $40681.59          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-20      | 6.1000%  | 0.0000% | $1759493.00        | $173356.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.8251%  | 0.0000% | $7009354.00        | $5729927.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7251%  | 0.0000% | $245549.00         | $215434.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.6251%  | 0.0000% | $25296247.00       | $23312717.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $54038.00          | $30730.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $939001.00         | $582113.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8251%  | 0.0000% | $1068372.00        | $749024.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.6751%  | 0.0000% | $1024.00           | $797.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6751%  | 0.0000% | $7936.00           | $4664.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.8251%  | 0.0000% | $500469.00         | $440199.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8251%  | 0.0000% | $74558.00          | $67722.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0751%  | 0.0000% | $706040.00         | $594233.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0251%  | 0.0000% | $38689.00          | $31860.56          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2040-05-15      | 4.3750%  | 0.0000% | $1000.00           | $965.40            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $44000.00          | $43551.12          | U.S. Treasuries (including strips)        |

### Security 110: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.620000%
- **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: BIV9VYWQ6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9VYWQ6
- **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:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-06-20      | 5.5000%  | 0.0000% | $1283720.90        | $101181.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $15943947.30       | $2482462.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $7528110.30        | $1258255.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 2.0000%  | 0.0000% | $32662.50          | $4852.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.5000%  | 0.0000% | $7500.00           | $1513.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $1508645.00        | $358235.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $640600.10         | $140521.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $87411685.80       | $59062946.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $4778571.90        | $2546312.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-20      | 6.5000%  | 0.0000% | $11494.30          | $1589.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $131857.80         | $41896.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $3000.00           | $1998.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $9065.40           | $7324.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $440913.20         | $331433.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $153338.00         | $78968.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $108132.20         | $64105.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $150944.40         | $124175.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $215461.90         | $152506.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $220015.10         | $201511.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $379817.90         | $221910.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $132776.70         | $136270.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $116333.70         | $118240.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1079517.80        | $1097155.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $28108090.30       | $27611068.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $5209144.00        | $4774241.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $139893.20         | $146636.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $30084.00          | $31220.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $778783.80         | $793055.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $108735.00         | $108268.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $17810.20          | $141.82            | Agency Mortgage-Backed Securities |

### Security 111: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.620000%
- **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: BIV9VYWT0, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9VYWT0
- **C.18 - Value (incl. sponsor support):** $273111958.00
- **C.18.a - Value (excl. sponsor support):** $273111958.00
- **C.19 - Percentage of Net Assets:** 4.2900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2053-02-01      | 5.5000%  | 0.0000% | $53414359.85       | $35788583.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $2787267.30        | $1935935.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $11119603.02       | $796080.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $93919134.97       | $18003069.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $2555275.01        | $1048636.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $204833968.50      | $18663367.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $7141001.01        | $652516.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $56656119.80       | $35393877.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $22176215.64       | $15448565.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $46335516.18       | $34148597.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $8522447.72        | $6205718.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $34138980.41       | $26904064.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $34138993.11       | $24131021.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $21908126.69       | $21395842.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $68277989.50       | $41288333.79       | Agency Mortgage-Backed Securities |

### Security 112: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.620000%
- **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: BIV9VYWU7, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9VYWU7
- **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:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 5.3751%  | 0.0000% | $13333333.33       | $9038456.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.1251%  | 0.0000% | $13333333.33       | $9118564.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $20000000.00       | $11128299.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 4.8751%  | 0.0000% | $26666666.67       | $10137035.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7951%  | 0.0000% | $23723409.87       | $17688094.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9251%  | 0.0000% | $6870016.40        | $4036920.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0251%  | 0.0000% | $13333333.33       | $10949245.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.6251%  | 0.0000% | $13333333.33       | $13093904.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 4.4751%  | 0.0000% | $8826333.33        | $8779192.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 7.0000%  | 0.0000% | $7305703.60        | $8030286.53        | Agency Collateralized Mortgage Obligation |

### Security 113: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYWW3, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYWW3
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.7200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Bond 4.75 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $300000000.00      | $306000174.95      | U.S. Treasuries (including strips) |

### Security 114: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.620000%
- **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: BIV9VYWX1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9VYWX1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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      | 4.5000%  | 0.0000% | $3297.45           | $26.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 5.5000%  | 0.0000% | $290.70            | $2.90              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $1993.95           | $34.72             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $1308.45           | $16.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-03-01      | 2.0000%  | 0.0000% | $13124.40          | $486.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $219.30            | $0.66              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $251.55            | $7.31              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 5.0000%  | 0.0000% | $150.00            | $2.83              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-09-01      | 4.5000%  | 0.0000% | $40023.45          | $3832.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 4.0000%  | 0.0000% | $150.00            | $14.13             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $107749.65         | $20536.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $537.30            | $111.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $150.00            | $21.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $150.00            | $34.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $150.00            | $26.44             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $166.65            | $27.39             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $74102.70          | $7219.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-07-01      | 3.0000%  | 0.0000% | $164700.00         | $93090.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 3.5000%  | 0.0000% | $963166.80         | $456393.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-01      | 4.5000%  | 0.0000% | $168123.00         | $146478.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 3.0000%  | 0.0000% | $150.00            | $84.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-01      | 3.5000%  | 0.0000% | $150.90            | $54.13             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $26550.00          | $16214.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1124700.00        | $787884.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $150.00            | $111.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $24150.00          | $17124.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $82200.00          | $56215.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $606300.00         | $448019.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $60000.00          | $36781.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $14100.00          | $11068.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $2966232.15        | $2491784.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $85716.75          | $69946.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 3.5000%  | 0.0000% | $150.00            | $120.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $684283.20         | $589674.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.5000%  | 0.0000% | $14700.00          | $6791.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $30863.55          | $16541.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $44250.00          | $27091.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $284099.10         | $207461.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $17074346.85       | $12335001.14       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.0000%  | 0.0000% | $150.00            | $105.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $177536.10         | $136453.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $6504720.00        | $4581370.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.0000%  | 0.0000% | $875419.20         | $739107.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 4.5000%  | 0.0000% | $6150.00           | $5543.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1131286.80        | $893901.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $65250.00          | $43918.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $1683579.15        | $221879.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1013.25           | $204.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 4.5000%  | 0.0000% | $3538228.80        | $511896.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $63732.00          | $16094.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $163273.80         | $13135.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $7499550.00        | $2421445.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $528900.00         | $277932.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $1290837.60        | $703315.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $81450.00          | $54067.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $2152934.40        | $1767622.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $15000.00          | $10129.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.5000%  | 0.0000% | $157280.10         | $127331.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $150.15            | $109.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $180552.30         | $141437.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $7461772.80        | $5985761.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $150.00            | $110.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $2943129.60        | $2084818.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $8495.40           | $8446.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $353059.20         | $247972.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $1095993.60        | $1062725.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $410401.05         | $125320.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $80235.90          | $51734.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $7566.30           | $4791.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $80700.00          | $53111.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $9242.85           | $6179.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.5000%  | 0.0000% | $919124.70         | $546821.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 1.5000%  | 0.0000% | $207.90            | $104.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-10-01      | 2.0000%  | 0.0000% | $2945.85           | $1709.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 3.5000%  | 0.0000% | $914100.00         | $628773.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-25      | 4.8621%  | 0.0000% | $150.00            | $123.41            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5121%  | 0.0000% | $19524000.60       | $17639591.54       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.6121%  | 0.0000% | $150.00            | $141.19            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-05-25      | 4.5621%  | 0.0000% | $21961574.40       | $21845834.71       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $81600.00          | $6517.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $64618444.80       | $6984751.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $2149350.00        | $447492.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $6206104.80        | $1604086.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $62039034.45       | $8571486.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $4856962.80        | $1020281.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $150.00            | $93.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $78000.00          | $23381.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $10382097.75       | $4974026.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $58350.00          | $30148.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $35700.00          | $25019.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $154989.75         | $87104.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1084353.60        | $757875.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $3252.45           | $1384.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $205174.20         | $207557.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $6489.30           | $6675.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $234345.90         | $232943.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $150.00            | $148.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $17273.25          | $15424.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $14850.00          | $10470.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $153.60            | $154.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $984699.15         | $969890.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $168550.65         | $182274.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $344700.00         | $173589.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $859832.25         | $320846.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $231469.95         | $216185.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $151957.80         | $147770.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $321951.00         | $303478.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $208.20            | $165.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.5000%  | 0.0000% | $463.50            | $428.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.0000%  | 0.0000% | $993600.00         | $960132.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1177439.40        | $987069.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 4.5000%  | 0.0000% | $369174.00         | $310955.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $265806.00         | $227664.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $153.60            | $142.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 4.0000%  | 0.0000% | $991453.20         | $888207.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-03      | 5.5000%  | 0.0000% | $688180.80         | $674950.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $153.60            | $152.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $153.60            | $104.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $520771.20         | $532493.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $154200.00         | $156821.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $153.30            | $85.53             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1352866.05        | $1415321.86        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.7751%  | 0.0000% | $164.25            | $139.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8251%  | 0.0000% | $9621597.45        | $7865354.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $81727.80          | $46477.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $5389064.10        | $3340834.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.8051%  | 0.0000% | $6294478.20        | $2310820.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7251%  | 0.0000% | $15000000.00       | $8170597.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6451%  | 0.0000% | $6828625.95        | $4948498.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.6951%  | 0.0000% | $150.00            | $115.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.6751%  | 0.0000% | $153.60            | $119.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6751%  | 0.0000% | $424082.25         | $335127.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0251%  | 0.0000% | $150.00            | $89.25             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0251%  | 0.0000% | $195.00            | $125.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.8751%  | 0.0000% | $4898850.00        | $4385051.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.8251%  | 0.0000% | $1380477.30        | $1214232.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8251%  | 0.0000% | $727225.20         | $660555.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0751%  | 0.0000% | $1816550.40        | $1528885.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5500%  | 0.0000% | $3904034.85        | $3907281.05        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $15.00             | $11.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $15.00             | $10.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $15.00             | $8.34              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 0.1250%  | 0.0000% | $30.00             | $18.59             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $15.00             | $10.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $15.00             | $12.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 3.8750%  | 0.0000% | $48735.00          | $48580.57          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $40.37             | $28.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $0.11              | $0.08              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 0.0000%  | 0.0000% | $2.50              | $1.70              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)        |

### Security 115: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.620000%
- **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: BIV9VYX10, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9VYX10
- **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:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2056-01-01      | 5.1320%  | 0.0000% | $78.22             | $74.69             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $78.97             | $73.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $91419.30          | $38956.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $5446.35           | $3810.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $4512600.00        | $4411982.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2137428.07        | $2113796.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1187475.22        | $1032765.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $4500000.00        | $4238883.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4759275.00        | $4802853.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $375.00            | $222.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $2248839.30        | $1901323.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $75.00             | $71.64             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1377878.40        | $1353353.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $290392.50         | $270291.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $2587470.00        | $2558600.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $3432714.60        | $3407213.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $90080.47          | $88785.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 7.0000%  | 0.0000% | $486463.35         | $475632.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $5771250.00        | $4577320.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $2418475.13        | $2142357.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $70800.00          | $71264.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $10247.70          | $10116.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $460467.67         | $372433.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $68635.95          | $66100.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $78580.57          | $77653.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $45000.00          | $44477.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $75.00             | $74.23             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $3750000.00        | $260665.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $3997500.00        | $279951.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $3750000.00        | $479462.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $3375000.00        | $502819.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $3750000.00        | $878690.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $3750000.00        | $965328.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $3000000.00        | $887817.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $341925.00         | $222847.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $386775.00         | $255269.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 2.5000%  | 0.0000% | $280929.45         | $189256.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $262013.92         | $164006.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $2147550.00        | $1176970.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $3000000.00        | $1658119.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $654480.97         | $375919.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $810150.00         | $522748.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 3.5000%  | 0.0000% | $1713975.00        | $1160238.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $868134.53         | $575424.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2250000.00        | $939487.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 3.0000%  | 0.0000% | $2215350.00        | $1442903.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 3.5000%  | 0.0000% | $1950900.00        | $1295846.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-15      | 4.5000%  | 0.0000% | $121341.00         | $47885.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $260735.10         | $19098.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $126121.27         | $59365.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $171846.15         | $50826.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $132564.67         | $29380.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $87520.88          | $34869.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $93542.40          | $38187.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $97072.20          | $32243.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $82287.45          | $29217.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $87431.10          | $21902.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $158389.57         | $60677.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $109570.05         | $28675.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $145358.63         | $32600.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $76810.43          | $26816.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $93305.18          | $28129.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $84594.45          | $34242.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $77835.75          | $21485.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $99897.68          | $20178.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $75258.30          | $14018.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $92789.18          | $13154.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $89656.43          | $13877.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $189344.17         | $59639.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $117096.22         | $55935.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $101261.10         | $19746.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $321287.55         | $60186.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $114655.05         | $45969.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $231407.10         | $136586.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $107401.43         | $74705.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $237768.45         | $94297.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $392042.77         | $141153.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $237368.70         | $78811.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $108468.75         | $20976.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $87917.02          | $15668.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $85764.30          | $58299.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $84019.88          | $12323.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $97942.13          | $51322.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $185755.57         | $84089.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 4.0000%  | 0.0000% | $103047.68         | $45975.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $122456.77         | $79731.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $181150.13         | $134006.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $293113.88         | $213952.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $77373.45          | $32855.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $101197.88         | $43861.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $83017.50          | $62244.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $171596.25         | $146556.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $83951.63          | $59718.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $85212.97          | $61603.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $165080.92         | $104352.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $126643.57         | $59257.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.5000%  | 0.0000% | $83260.80          | $72472.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $854133.60         | $724851.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $4153892.77        | $952911.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $237358.20         | $248010.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $174955.65         | $88730.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.5000%  | 0.0000% | $171269.92         | $151946.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.5000%  | 0.0000% | $883855.05         | $855898.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $684301.95         | $488268.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $272574.75         | $111362.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $435524.70         | $398992.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $173168.25         | $181537.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $2363969.63        | $1980542.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $5120828.63        | $4291062.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1069301.70        | $1054473.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $4917273.08        | $4343362.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $28482.00          | $29803.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $379807.65         | $224978.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $288578.25         | $225623.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $198929.17         | $208498.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $171619.73         | $179896.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $95771.55          | $62076.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $75805.05          | $80001.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $86931.15          | $91352.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $117634.88         | $125176.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $1168301.77        | $938729.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $81338.70          | $85650.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $84136.50          | $88149.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $761886.30         | $818470.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 7.5000%  | 0.0000% | $179041.13         | $194024.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $750000.00         | $796798.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $201196.88         | $211956.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $581494.05         | $619760.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $130199.55         | $138356.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $194605.73         | $206882.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $298934.33         | $317786.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $242483.40         | $257730.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $353594.25         | $375950.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $61215.67          | $33250.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $536286.22         | $409168.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $101287.57         | $37507.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $893796.22         | $665507.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $199331.48         | $207320.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $436780.27         | $322117.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $93786.75          | $97737.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $301287.22         | $196825.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-15      | 5.0000%  | 0.0000% | $439488.08         | $61416.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $172500.00         | $48300.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1145025.00        | $1193849.22        | Agency Mortgage-Backed Securities |

### Security 116: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYX85, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYX85
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 6.2900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2040-05-15      | 1.1250%  | 0.0000% | $144310000.00      | $90583096.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $101181600.00      | $90767842.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $94250000.00       | $88573419.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $89700000.00       | $88712153.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $49386200.00       | $49363541.45       | U.S. Treasuries (including strips) |

### Security 117: Fixed Income Clearing Corp. - ING Financial Markets, LLC

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYXE2, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYXE2
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2040-08-15      | 3.8750%  | 0.0000% | $19500000.00       | $17938782.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $18213100.00       | $13228374.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $7999700.00        | $6809478.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $15000000.00       | $13023244.72       | U.S. Treasuries (including strips) |

### Security 118: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYXN2, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYXN2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 5.5000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2029-11-30      | 4.1250%  | 0.0000% | $349372800.00      | $357000080.45      | U.S. Treasuries (including strips) |

### Security 119: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.660000%
- **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: BIV9VZV19, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9VZV19
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp | 2051-07-01      | 2.0000%  | 0.0000% | $7664970.00        | $4470659.97        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                   | 2043-08-15      | 3.6250%  | 0.0000% | $31187400.00       | $26739272.95       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2046-05-15      | 2.5000%  | 0.0000% | $14572000.00       | $9940946.81        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2050-02-15      | 2.0000%  | 0.0000% | $43168300.00       | $25143402.57       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2052-11-15      | 4.0000%  | 0.0000% | $18000500.00       | $15305784.45       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Invesco Investment Securities Funds

**Date:** 2026-06-05

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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