# EDGAR Filing Document

**Accession Number:** 0000896435
**File Stem:** 0001145549-25-046036
**Filing Date:** 2025-7
**Character Count:** 324752
**Document Hash:** 02707f8c40e76a4a08b62479a0916dd8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046036.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046036

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM VARIABLE INSURANCE FUNDS (INVESCO VARIABLE INSURANCE FUNDS)
- **CENTRAL INDEX KEY:** 0000896435

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07452
- **FILM NUMBER:** 251110070

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM VARIABLE INSURANCE FUNDS
- **DATE OF NAME CHANGE:** 20000719

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM VARIABLE INSURANCE FUNDS INC
- **DATE OF NAME CHANGE:** 19930714

## Series and Classes Contracts Data

### INVESCO V.I. Government Money Market Fund (Series ID: S000000185)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000416 | Series I     |  |
| C000000417 | Series II    |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000896435

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** Invesco Variable Insurance Funds

**CIK Number of Registrant:** 0000896435

**LEI of Registrant:** FC4UULIMJMGKBDUARB13

**Name of Series:** Invesco V.I. Government Money Market Fund

**LEI of Series:** 549300BTSK7KTYK5O237

**EDGAR Series Identifier:** S000000185

**Total number of share classes in the series:** 2

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-57340

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

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

- **Is this series for insurance company separate accounts?:** Yes

- **Money Market Fund Category:** Government

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

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

- **WAM:** 12 days

- **WAL:** 110 days

- **Total Value of Portfolio Securities:** $926675603.26

- **Amortized Cost of Portfolio Securities:** $926588467.81

- **Cash:** $0.00

- **Total Other Assets:** $4050940.66

- **Total Liabilities:** $3504461.25

- **Net Assets of Series:** $927134947.22

- **Number of Shares Outstanding (Series):** 927371202.5600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $410969892.77             | $729985337.29              | 41.7000%                  | 74.0700%                   |
| 2025-06-03 | $457993228.64             | $728234248.16              | 46.5500%                  | 74.0200%                   |
| 2025-06-04 | $448384490.40             | $686587234.92              | 47.5900%                  | 72.8800%                   |
| 2025-06-05 | $352879918.98             | $686084213.50              | 37.4800%                  | 72.8600%                   |
| 2025-06-06 | $388169766.61             | $736374636.13              | 40.1400%                  | 76.1600%                   |
| 2025-06-09 | $383237970.85             | $727444565.37              | 40.0000%                  | 75.9200%                   |
| 2025-06-10 | $435499463.62             | $730744133.14              | 45.2900%                  | 76.0000%                   |
| 2025-06-11 | $440109326.54             | $703091096.06              | 47.1400%                  | 75.3000%                   |
| 2025-06-12 | $432731077.47             | $715715071.99              | 45.7300%                  | 75.6300%                   |
| 2025-06-13 | $440973248.10             | $688808967.62              | 47.2000%                  | 73.7200%                   |
| 2025-06-16 | $431256196.48             | $695091916.00              | 45.8400%                  | 73.8900%                   |
| 2025-06-17 | $484171212.07             | $684267781.59              | 52.0700%                  | 73.5900%                   |
| 2025-06-18 | $416882947.22             | $695186741.74              | 44.3100%                  | 73.8900%                   |
| 2025-06-20 | $433260418.38             | $681564212.90              | 46.7200%                  | 73.5000%                   |
| 2025-06-23 | $410980180.91             | $655283975.43              | 45.6000%                  | 72.7100%                   |
| 2025-06-24 | $529704214.67             | $695800784.19              | 56.2500%                  | 73.8900%                   |
| 2025-06-25 | $429344911.17             | $687874061.94              | 45.7400%                  | 73.2800%                   |
| 2025-06-26 | $431444245.47             | $689973396.24              | 45.8600%                  | 73.3500%                   |
| 2025-06-27 | $424364687.82             | $672893838.59              | 45.9400%                  | 72.8500%                   |
| 2025-06-30 | $421259874.46             | $679789025.23              | 45.2700%                  | 73.0500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.4200%             |
| 2025-06-03 | 4.4200%             |
| 2025-06-04 | 4.4100%             |
| 2025-06-05 | 4.4000%             |
| 2025-06-06 | 4.3900%             |
| 2025-06-09 | 4.3700%             |
| 2025-06-10 | 4.3600%             |
| 2025-06-11 | 4.3600%             |
| 2025-06-12 | 4.3600%             |
| 2025-06-13 | 4.3600%             |
| 2025-06-16 | 4.3600%             |
| 2025-06-17 | 4.3700%             |
| 2025-06-18 | 4.3700%             |
| 2025-06-20 | 4.3700%             |
| 2025-06-23 | 4.3700%             |
| 2025-06-24 | 4.3700%             |
| 2025-06-25 | 4.3700%             |
| 2025-06-26 | 4.3800%             |
| 2025-06-27 | 4.4000%             |
| 2025-06-30 | 4.4300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.9998                      |
|  |  |
| 2025-06-03 | 0.9998                      |
|  |  |
| 2025-06-04 | 0.9998                      |
|  |  |
| 2025-06-05 | 0.9998                      |
|  |  |
| 2025-06-06 | 0.9998                      |
|  |  |
| 2025-06-09 | 0.9998                      |
|  |  |
| 2025-06-10 | 0.9998                      |
|  |  |
| 2025-06-11 | 0.9998                      |
|  |  |
| 2025-06-12 | 0.9998                      |
|  |  |
| 2025-06-13 | 0.9998                      |
|  |  |
| 2025-06-16 | 0.9998                      |
|  |  |
| 2025-06-17 | 0.9998                      |
|  |  |
| 2025-06-18 | 0.9998                      |
|  |  |
| 2025-06-20 | 0.9998                      |
|  |  |
| 2025-06-23 | 0.9998                      |
|  |  |
| 2025-06-24 | 0.9998                      |
|  |  |
| 2025-06-25 | 0.9998                      |
|  |  |
| 2025-06-26 | 0.9998                      |
|  |  |
| 2025-06-27 | 0.9999                      |
|  |  |
| 2025-06-30 | 0.9998                      |
|  |  |

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

### Class: Series I

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $775232492.22

- **Number of Shares Outstanding:** 775430039.3200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9998          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $25001802.45              | $133807.49              |
| 2025-06-03 | $2291831.54               | $4098621.33             |
| 2025-06-04 | $1385119.27               | $43163366.90            |
| 2025-06-05 | $423459.18                | $841848.55              |
| 2025-06-06 | $25267145.12              | $349687.69              |
| 2025-06-09 | $78677.37                 | $9225906.85             |
| 2025-06-10 | $4762359.10               | $1477187.10             |
| 2025-06-11 | $276248.83                | $28112986.28            |
| 2025-06-12 | $12736661.98              | $65790.97               |
| 2025-06-13 | $220703.77                | $12334555.67            |
| 2025-06-16 | $6251936.77               | $57130.10               |
| 2025-06-17 | $237175.59                | $11363390.05            |
| 2025-06-18 | $11697900.88              | $1058424.34             |
| 2025-06-20 | $16140.59                 | $13619048.64            |
| 2025-06-23 | $97342.10                 | $26501961.97            |
| 2025-06-24 | $40125329.18              | $31462.06               |
| 2025-06-25 | $773.03                   | $7840934.47             |
| 2025-06-26 | $2496710.53               | $491184.52              |
| 2025-06-27 | $22150.37                 | $16960545.87            |
| 2025-06-30 | $12622720.63              | $1981243.02             |

**Total Gross Subscriptions (Month):** $146012188.28

**Total Gross Redemptions (Month):** $179709083.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0200%           |
| 2025-06-03 | 4.0200%           |
| 2025-06-04 | 4.0200%           |
| 2025-06-05 | 4.0100%           |
| 2025-06-06 | 4.0000%           |
| 2025-06-09 | 3.9800%           |
| 2025-06-10 | 3.9700%           |
| 2025-06-11 | 3.9700%           |
| 2025-06-12 | 3.9700%           |
| 2025-06-13 | 3.9700%           |
| 2025-06-16 | 3.9700%           |
| 2025-06-17 | 3.9700%           |
| 2025-06-18 | 3.9800%           |
| 2025-06-20 | 3.9800%           |
| 2025-06-23 | 3.9800%           |
| 2025-06-24 | 3.9800%           |
| 2025-06-25 | 3.9800%           |
| 2025-06-26 | 3.9900%           |
| 2025-06-27 | 4.0000%           |
| 2025-06-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 58.6300%         | 0.0000%              |

### Class: Series II

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $151902455.00

- **Number of Shares Outstanding:** 151941163.2400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9998          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $495047.73                | $55723.32               |
| 2025-06-03 | $169922.42                | $202478.55              |
| 2025-06-04 | $12892.97                 | $40716.89               |
| 2025-06-05 | $12441.17                 | $221050.77              |
| 2025-06-06 | $308422.59                | $13322.73               |
| 2025-06-09 | $11281.04                 | $17779.30               |
| 2025-06-10 | $90499.99                 | $96541.84               |
| 2025-06-11 | $438.41                   | $40546.55               |
| 2025-06-12 | $5321.48                  | $14107.01               |
| 2025-06-13 | $29721.03                 | $52130.85               |
| 2025-06-16 | $0.00                     | $77576.92               |
| 2025-06-17 | $263453.41                | $113693.67              |
| 2025-06-18 | $177581.96                | $11006.38               |
| 2025-06-20 | $0.00                     | $121188.45              |
| 2025-06-23 | $17415.91                 | $65681.36               |
| 2025-06-24 | $444173.28                | $182728.97              |
| 2025-06-25 | $0.00                     | $247491.13              |
| 2025-06-26 | $257.44                   | $82254.53               |
| 2025-06-27 | $35.97                    | $194740.06              |
| 2025-06-30 | $1005711.04               | $17133.79               |

**Total Gross Subscriptions (Month):** $3044617.84

**Total Gross Redemptions (Month):** $1867893.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.7800%           |
| 2025-06-03 | 3.7700%           |
| 2025-06-04 | 3.7700%           |
| 2025-06-05 | 3.7600%           |
| 2025-06-06 | 3.7500%           |
| 2025-06-09 | 3.7300%           |
| 2025-06-10 | 3.7200%           |
| 2025-06-11 | 3.7200%           |
| 2025-06-12 | 3.7200%           |
| 2025-06-13 | 3.7200%           |
| 2025-06-16 | 3.7200%           |
| 2025-06-17 | 3.7200%           |
| 2025-06-18 | 3.7300%           |
| 2025-06-20 | 3.7300%           |
| 2025-06-23 | 3.7300%           |
| 2025-06-24 | 3.7300%           |
| 2025-06-25 | 3.7300%           |
| 2025-06-26 | 3.7400%           |
| 2025-06-27 | 3.7500%           |
| 2025-06-30 | 3.7900%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTG5, C.4 - ISIN: US3130AWTG57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3295528.29
- **C.18.a - Value (excl. sponsor support):** $3295528.29
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXTA6, C.4 - ISIN: US3130AXTA60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15008885.40
- **C.18.a - Value (excl. sponsor support):** $15008885.40
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXW95, C.4 - ISIN: US3130AXW953, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000156.28
- **C.18.a - Value (excl. sponsor support):** $2000156.28
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10005024.20
- **C.18.a - Value (excl. sponsor support):** $10005024.20
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9001699.47
- **C.18.a - Value (excl. sponsor support):** $9001699.47
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4R3, C.4 - ISIN: US3133EP4R31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3001760.28
- **C.18.a - Value (excl. sponsor support):** $3001760.28
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000746.76
- **C.18.a - Value (excl. sponsor support):** $3000746.76
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4002980.80
- **C.18.a - Value (excl. sponsor support):** $4002980.80
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPX42, C.4 - ISIN: US3133EPX425, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000080.40
- **C.18.a - Value (excl. sponsor support):** $1000080.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4000706.32
- **C.18.a - Value (excl. sponsor support):** $4000706.32
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000375.94
- **C.18.a - Value (excl. sponsor support):** $2000375.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000606.21
- **C.18.a - Value (excl. sponsor support):** $3000606.21
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4001938.32
- **C.18.a - Value (excl. sponsor support):** $4001938.32
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREL1, C.4 - ISIN: US3133EREL16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15003519.00
- **C.18.a - Value (excl. sponsor support):** $15003519.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $5005180.45
- **C.18.a - Value (excl. sponsor support):** $5005180.45
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000601.42
- **C.18.a - Value (excl. sponsor support):** $2000601.42
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002616.80
- **C.18.a - Value (excl. sponsor support):** $5002616.80
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **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):** $3001344.12
- **C.18.a - Value (excl. sponsor support):** $3001344.12
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $4999865.95
- **C.18.a - Value (excl. sponsor support):** $4999865.95
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $1501513.02
- **C.18.a - Value (excl. sponsor support):** $1501513.02
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003739.25
- **C.18.a - Value (excl. sponsor support):** $5003739.25
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $1000976.94
- **C.18.a - Value (excl. sponsor support):** $1000976.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **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):** $5000058.30
- **C.18.a - Value (excl. sponsor support):** $5000058.30
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $5005166.90
- **C.18.a - Value (excl. sponsor support):** $5005166.90
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.540000%
- **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):** $4004213.96
- **C.18.a - Value (excl. sponsor support):** $4004213.96
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **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):** $3002654.25
- **C.18.a - Value (excl. sponsor support):** $3002654.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **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):** $3002546.94
- **C.18.a - Value (excl. sponsor support):** $3002546.94
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7996056.24
- **C.18.a - Value (excl. sponsor support):** $7996056.24
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4002113.48
- **C.18.a - Value (excl. sponsor support):** $4002113.48
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999978.67
- **C.18.a - Value (excl. sponsor support):** $2999978.67
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000506.15
- **C.18.a - Value (excl. sponsor support):** $5000506.15
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999804.05
- **C.18.a - Value (excl. sponsor support):** $4999804.05
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000166.85
- **C.18.a - Value (excl. sponsor support):** $5000166.85
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.505000%
- **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):** $5001340.95
- **C.18.a - Value (excl. sponsor support):** $5001340.95
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000491.34
- **C.18.a - Value (excl. sponsor support):** $1000491.34
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **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):** $5002419.00
- **C.18.a - Value (excl. sponsor support):** $5002419.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 37: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $15004667.25
- **C.18.a - Value (excl. sponsor support):** $15004667.25
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **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):** $4003907.76
- **C.18.a - Value (excl. sponsor support):** $4003907.76
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 39: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **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):** $3002850.33
- **C.18.a - Value (excl. sponsor support):** $3002850.33
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 40: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **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):** $2001941.86
- **C.18.a - Value (excl. sponsor support):** $2001941.86
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 41: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.515000%
- **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):** $14011296.18
- **C.18.a - Value (excl. sponsor support):** $14011296.18
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 42: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.525000%
- **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):** $4003750.20
- **C.18.a - Value (excl. sponsor support):** $4003750.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 43: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **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):** $4003680.24
- **C.18.a - Value (excl. sponsor support):** $4003680.24
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 44: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $2002004.40
- **C.18.a - Value (excl. sponsor support):** $2002004.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **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):** $5005807.60
- **C.18.a - Value (excl. sponsor support):** $5005807.60
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 46: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6083625.00
- **C.18.a - Value (excl. sponsor support):** $6083625.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XQ5, C.4 - ISIN: US690353XQ53, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12944.52
- **C.18.a - Value (excl. sponsor support):** $12944.52
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2996856.24
- **C.18.a - Value (excl. sponsor support):** $2996856.24
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12858005.42
- **C.18.a - Value (excl. sponsor support):** $12858005.42
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2957818.89
- **C.18.a - Value (excl. sponsor support):** $2957818.89
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4914041.65
- **C.18.a - Value (excl. sponsor support):** $4914041.65
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9717250.00
- **C.18.a - Value (excl. sponsor support):** $9717250.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24787625.00
- **C.18.a - Value (excl. sponsor support):** $24787625.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14813106.60
- **C.18.a - Value (excl. sponsor support):** $14813106.60
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.365000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6999395.48
- **C.18.a - Value (excl. sponsor support):** $6999395.48
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5001815.80
- **C.18.a - Value (excl. sponsor support):** $5001815.80
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.485000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3003322.89
- **C.18.a - Value (excl. sponsor support):** $3003322.89
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-08-25      | 5.7752%  | 0.0000% | $11655996.00       | $10191850.77       | Agency Debentures and Agency Strips |

### Security 59: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV815LZ6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV815LZ6
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 3.2400%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $219644.00         | $55548.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $10368.00          | $7429.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $100000.00         | $58241.58          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-06-25      | 4.9897%  | 0.0000% | $613372.00         | $16395.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-01      | 0.0000%  | 0.0000% | $95992.00          | $96364.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.3700%  | 0.0000% | $104557.00         | $108723.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $595337.00         | $597792.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.3018%  | 0.0000% | $3720347.00        | $2563104.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $632.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3319%  | 0.0000% | $4197359.00        | $3156680.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2019%  | 0.0000% | $8838.00           | $6118.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $24919724.00       | $17943322.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2019%  | 0.0000% | $4969712.00        | $3867015.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2019%  | 0.0000% | $782890.00         | $479960.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $130584.00         | $102047.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $144880.00         | $114449.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4519%  | 0.0000% | $516142.00         | $402117.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 5.4018%  | 0.0000% | $2487.00           | $1007.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8018%  | 0.0000% | $414506.00         | $183717.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7019%  | 0.0000% | $339181.00         | $141343.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5019%  | 0.0000% | $6715.00           | $3662.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5518%  | 0.0000% | $7578.00           | $4215.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4018%  | 0.0000% | $363850.00         | $319405.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.3618%  | 0.0000% | $421031.00         | $370703.11         | Agency Collateralized Mortgage Obligation |

### Security 60: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV81CUT5, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV81CUT5
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 3.2400%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $2100.00           | $2147.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $31190400.00       | $30597927.09       | U.S. Treasuries (including strips) |

### Security 61: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND               | 2054-11-15      | 4.5000%  | 0.0000% | $6300.00           | $5983.02           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-05-15      | 5.0000%  | 0.0000% | $1200.00           | $1230.75           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-08-15      | 2.8750%  | 0.0000% | $1003800.00        | $988921.36         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.92             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-03-31      | 2.5000%  | 0.0000% | $2804800.00        | $2761212.98        | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2034-01-15      | 1.7500%  | 0.0000% | $6197000.00        | $6442382.60        | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE      | 2026-07-31      | 4.4220%  | 0.0000% | $200.00            | $201.68            | U.S. Treasuries (including strips) |

### Security 62: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $978900.00         | $982505.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $8136000.00        | $8314494.65        | U.S. Treasuries (including strips) |

### Security 63: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $14075400.00       | $9297869.80        | U.S. Treasuries (including strips) |

### Security 64: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2038-05-25      | 3.4400%  | 0.0000% | $8500000.00        | $3981758.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-25      | 1.7500%  | 0.0000% | $1137924.00        | $44965.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 3.0000%  | 0.0000% | $5350000.00        | $509392.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-01-25      | 4.5500%  | 0.0000% | $5504800.00        | $5572934.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-08-20      | 6.0000%  | 0.0000% | $11000.00          | $2119.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-20      | 4.9460%  | 0.0000% | $799999.00         | $62313.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 5.2460%  | 0.0000% | $2000000.00        | $328684.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 4.8460%  | 0.0000% | $15642144.00       | $7825965.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 5.0518%  | 0.0000% | $90214.00          | $31868.09          | Agency Collateralized Mortgage Obligation |

### Security 65: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2065-02-20      | 5.0860%  | 0.0000% | $4284946.00        | $1001497.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 5.5000%  | 0.0000% | $20730300.00       | $8178504.16        | Agency Collateralized Mortgage Obligation |

### Security 66: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 5.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $103.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $1000.00           | $848.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $600.00            | $598.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $11778600.00       | $12061069.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $1800.00           | $1837.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $172600.00         | $175327.88         | U.S. Treasuries (including strips) |

### Security 67: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8MHDB9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8MHDB9
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $518636.40         | $499091.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $519997.60         | $520091.72         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $2471170.00        | $2477946.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $2446804.80        | $2525160.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $742898.00         | $771213.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $1326401.60        | $1329733.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $800575.60         | $810042.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $571756.40         | $576511.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $678363.20         | $690208.20         | U.S. Treasuries (including strips) |

### Security 68: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8N7Z00, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8N7Z00
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $15435213.00       | $15300000.60       | Agency Mortgage-Backed Securities |

### Security 69: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PEAH3, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8PEAH3
- **C.18 - Value (incl. sponsor support):** $15001331.25
- **C.18.a - Value (excl. sponsor support):** $15001331.25
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2043 | 2043-08-15      | 0.0000%  | 0.0000% | $15001331.25       | $15312476.86       | U.S. Treasuries (including strips) |

### Security 70: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PEAU4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8PEAU4
- **C.18 - Value (incl. sponsor support):** $14000000.00
- **C.18.a - Value (excl. sponsor support):** $14000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? 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 | 2029-02-01      | 6.0000%  | 0.0000% | $7366.26           | $9.56              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $68444.44          | $162.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.5000%  | 0.0000% | $5085.30           | $18.85             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $37500.74          | $110.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 6.5000%  | 0.0000% | $9377.71           | $79.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $8219.62           | $107.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 5.5000%  | 0.0000% | $2193.33           | $9.98              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 5.5000%  | 0.0000% | $49482.08          | $148.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.0000%  | 0.0000% | $2737.78           | $8.24              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $74970.58          | $813.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $3935.56           | $27.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $3111.11           | $396.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.0000%  | 0.0000% | $5123.14           | $389.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $47.26             | $12.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $177.33            | $21.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $29081.76          | $1874.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $40397.78          | $8780.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $1633.33           | $131.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $124.44            | $16.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 2.5000%  | 0.0000% | $1068387.21        | $39099.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $1038.33           | $209.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $155.56            | $31.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $3406.67           | $578.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $21777.78          | $3397.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $40761.23          | $2071.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5000%  | 0.0000% | $28161.48          | $184.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $5117.86           | $75.76             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 4.5000%  | 0.0000% | $27006.58          | $195.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $19146.56          | $15626.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $27133.07          | $24226.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $18168.89          | $18403.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $16451.99          | $16206.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $10708.74          | $10690.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $15741.82          | $13621.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $437671.11         | $415030.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $16413.63          | $16672.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $2520.00           | $2330.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $82052.13          | $74648.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $411724.44         | $384058.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $40983.91          | $40948.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $59120.07          | $57835.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $55821.89          | $55903.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $19011.38          | $19066.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $86202.92          | $80714.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $85039.30          | $84836.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $26171.12          | $25786.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $139372.85         | $144394.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $58908.89          | $53268.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $38325.50          | $38451.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $15699.90          | $15493.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $85308.02          | $87915.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $17392.43          | $18182.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $16439.69          | $16724.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $16224.37          | $17093.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $15555.56          | $15663.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $153003.99         | $150194.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $69399.07          | $70843.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $22817.01          | $23111.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $21206.20          | $21326.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $31476.98          | $31654.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $46705.42          | $47207.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $16383.11          | $16989.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $17141.13          | $18091.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $33018.21          | $34117.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $53139.41          | $54796.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $15557.89          | $15628.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $185157.76         | $189051.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $62858.55          | $64644.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 4.0000%  | 0.0000% | $15555.56          | $15239.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $25498.60          | $26240.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $27742.71          | $28070.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $57044.96          | $57473.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $100479.24         | $103395.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $29446.87          | $29690.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $159679.58         | $163857.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $29536.83          | $29124.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $92249.61          | $94978.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $19701.13          | $19763.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $26131.14          | $26321.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.0000%  | 0.0000% | $19288.89          | $3701.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.5000%  | 0.0000% | $6066.67           | $1189.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 5.0000%  | 0.0000% | $10303.75          | $1238.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 5.5000%  | 0.0000% | $695.26            | $13.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $49441.92          | $5295.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $77.78             | $14.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $15353.33          | $3931.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $9084.24           | $1576.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $77777.78          | $18298.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $10500.00          | $3036.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $3888.89           | $1957.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $4044.44           | $2489.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $4969.98           | $2985.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $637.78            | $421.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $2981.78           | $1749.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $3078.88           | $2354.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $1944.44           | $1264.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $49911.56          | $38700.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $3111.11           | $2075.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $15589.58          | $15636.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $10888.89          | $7354.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 3.5000%  | 0.0000% | $1526.53           | $1186.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1555.56           | $1271.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $57487.92          | $10332.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $280.00            | $28.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $64891.31          | $33827.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $24888.89          | $14116.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 3.0000%  | 0.0000% | $134458.07         | $85005.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $99728.21          | $67815.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $799719.03         | $545878.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $14338.77          | $9192.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $46.67             | $32.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $29866.67          | $24623.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $5086.64           | $3993.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $101266.67         | $84940.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $134378.55         | $115679.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $90480.94          | $87064.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $575987.38         | $512301.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $474251.84         | $451489.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $979290.73         | $958445.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $229648.55         | $235802.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1266354.02        | $1239930.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 5.0000%  | 0.0000% | $12444.44          | $15.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $3111.11           | $1727.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $7000.00           | $3410.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $657.22            | $326.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1555.56           | $812.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $171.11            | $56.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $1555.56           | $888.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $4666.67           | $2733.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $26864.44          | $17415.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1555.56           | $1030.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $5782.40           | $4430.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $3111.11           | $2333.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $4666.67           | $3437.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $26288.89          | $20486.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $123369.38         | $85848.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $2520.00           | $1787.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $62966.90          | $48441.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $50555.56          | $43152.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $17111.11          | $10303.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $10997.78          | $10538.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $15946.64          | $12546.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $140.00            | $110.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $322225.07         | $306704.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $402656.47         | $339876.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $383630.75         | $359926.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $89398.24          | $71791.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $6377.78           | $6409.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $533155.79         | $506407.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $191486.57         | $202264.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $26136.93          | $21686.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $2317.78           | $28.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $13144.44          | $116.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $16333.33          | $114.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 5.0000%  | 0.0000% | $61092.00          | $2424.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $9651.48           | $42.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $13144.44          | $1727.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $1466.62           | $69.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $3468.87           | $247.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $258.58            | $20.89             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $37333.33          | $4004.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $74666.67          | $5673.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $6300.00           | $1084.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $3500.00           | $564.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $6222.22           | $1096.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $23333.33          | $4254.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $2408.78           | $480.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $995.56            | $85.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $2793.93           | $489.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $78959.38          | $8508.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $1308.74           | $63.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.5000%  | 0.0000% | $26522.22          | $3449.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $6486.67           | $4172.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $20455.56          | $1600.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $155.56            | $14.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $790.07            | $209.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $14675.34          | $13323.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 1.5000%  | 0.0000% | $28156.35          | $18668.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $466.67            | $314.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $2411.11           | $1867.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $4666.67           | $3569.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $3008.79           | $2502.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $663989.51         | $564585.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 5.5000%  | 0.0000% | $2916.67           | $2213.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $254528.20         | $232329.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $46.67             | $40.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $673352.07         | $672326.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2518710.80        | $2570997.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $309847.69         | $316840.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $7777.09           | $161.39            | Agency Mortgage-Backed Securities |

### Security 71: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PEC57, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8PEC57
- **C.18 - Value (incl. sponsor support):** $63431250.00
- **C.18.a - Value (excl. sponsor support):** $63431250.00
- **C.19 - Percentage of Net Assets:** 6.8400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $18600000.00       | $18985754.70       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $44831250.00       | $45761027.71       | U.S. Treasuries (including strips) |

### Security 72: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXNX2, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXNX2
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 BOND | 2037-05-15      | 5.0000%  | 0.0000% | $106000.00         | $112995.47         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-08-15      | 2.2500%  | 0.0000% | $1846100.00        | $1219489.14        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.75             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-11-15      | 3.3750%  | 0.0000% | $1200.00           | $950.31            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-02-15      | 2.0000%  | 0.0000% | $121500.00         | $71903.77          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.73             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.72             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $175.17            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-02-15      | 3.6250%  | 0.0000% | $16600.00          | $13715.23          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-05-15      | 3.6250%  | 0.0000% | $353500.00         | $288697.18         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-08-15      | 4.1250%  | 0.0000% | $300.00            | $271.43            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $700600.00         | $682022.36         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-11-15      | 4.6250%  | 0.0000% | $22000.00          | $21594.13          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-01-31      | 1.5000%  | 0.0000% | $400.00            | $388.19            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-04-30      | 2.8750%  | 0.0000% | $10300.00          | $10027.03          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-08-31      | 3.1250%  | 0.0000% | $19000.00          | $18719.54          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2025-07-31      | 4.7500%  | 0.0000% | $200.00            | $203.96            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-08-31      | 4.3750%  | 0.0000% | $700.00            | $723.55            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-11-30      | 4.3750%  | 0.0000% | $16339500.00       | $16797578.96       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $204.45            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.47            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $199.54            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-01-31      | 4.2500%  | 0.0000% | $1118900.00        | $1159531.17        | U.S. Treasuries (including strips) |

### Security 73: Societe Generale

- **C.1 - Title:** Societe Generale 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXP36, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8PXP36
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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? 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 | 2036-09-01      | 2.0000%  | 0.0000% | $2876963.60        | $1643162.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $1538145.14        | $1494775.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-02-01      | 2.0000%  | 0.0000% | $1336618.70        | $755933.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-09-01      | 2.0000%  | 0.0000% | $2819281.92        | $1716355.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-09-01      | 5.5000%  | 0.0000% | $1951424.06        | $1384155.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 5.5000%  | 0.0000% | $1681385.98        | $1681600.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2040-09-01      | 1.5000%  | 0.0000% | $3049407.32        | $1524017.30        | Agency Mortgage-Backed Securities |

### Security 74: Banco Santander

- **C.1 - Title:** Banco Santander 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXP93, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8PXP93
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 4.8500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $22740.75          | $240.96            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-08-01      | 3.5000%  | 0.0000% | $11025.00          | $1216.79           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2027-01-01      | 3.0000%  | 0.0000% | $45.00             | $0.87              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-11-01      | 9.0000%  | 0.0000% | $45.00             | $1.41              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-06-01      | 5.0000%  | 0.0000% | $113411.70         | $4517.39           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $45.09             | $1.27              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $45.00             | $1.44              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2030-01-01      | 3.0000%  | 0.0000% | $49275.00          | $4187.81           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-04-01      | 3.5000%  | 0.0000% | $467828.64         | $88787.18          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2034-01-01      | 4.5000%  | 0.0000% | $105487.74         | $22112.28          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-11-01      | 3.5000%  | 0.0000% | $1825260.52        | $245703.59         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 3.0000%  | 0.0000% | $565148.84         | $164560.11         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-08-01      | 6.0000%  | 0.0000% | $558945.00         | $2973.03           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $4500.00           | $842.79            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $268016.13         | $59294.31          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2036-04-01      | 1.5000%  | 0.0000% | $5296.00           | $2416.70           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-04-01      | 1.5000%  | 0.0000% | $255735.90         | $186124.27         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-02-01      | 1.5000%  | 0.0000% | $15951.10          | $13724.34          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-01-01      | 3.0000%  | 0.0000% | $455004.72         | $229080.81         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $92858.44          | $66590.22          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.0000%  | 0.0000% | $117938.70         | $89924.57          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $31624.88          | $25195.30          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $485601.39         | $432544.46         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 3.5000%  | 0.0000% | $202297.32         | $161350.72         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.0000%  | 0.0000% | $450849.69         | $349322.78         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $597.51            | $542.18            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $306207.72         | $269233.37         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $1548976.32        | $1425236.62        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $105888.06         | $92373.43          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $314293.46         | $300702.06         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $123538.95         | $73218.51          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 5.0000%  | 0.0000% | $375677.28         | $311730.63         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $1212580.48        | $1191431.13        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $230198.18         | $171988.48         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.0000%  | 0.0000% | $244736.64         | $164286.08         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.5000%  | 0.0000% | $139958.42         | $97911.74          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $7283880.94        | $5246844.74        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.0000%  | 0.0000% | $5445.00           | $4511.69           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $1622242.94        | $1323308.43        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $1963915.92        | $1621979.37        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.5000%  | 0.0000% | $166771.35         | $138014.36         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.0000%  | 0.0000% | $373004.96         | $271029.81         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $329338.80         | $267788.57         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 5.5000%  | 0.0000% | $5589644.04        | $5129338.22        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.0000%  | 0.0000% | $70113.15          | $66269.39          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-02-01      | 2.0000%  | 0.0000% | $58500.00          | $41502.26          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $304893.45         | $220602.51         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $45.00             | $5.62              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $89670.42          | $7525.82           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $46.08             | $8.94              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $367743.69         | $63956.71          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $442127.25         | $84144.67          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $131888.88         | $32268.65          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-05-01      | 4.0000%  | 0.0000% | $131458.32         | $55422.70          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $680798.16         | $175622.40         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-05-01      | 3.0000%  | 0.0000% | $47171.07          | $29838.03          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $320768.01         | $225095.38         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $20800.84          | $13381.30          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.0000%  | 0.0000% | $45403.52          | $29719.81          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $339010.20         | $220502.30         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $227126.12         | $183584.09         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 3.5000%  | 0.0000% | $5670.00           | $4401.24           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $50142.64          | $39934.30          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.5000%  | 0.0000% | $46994.54          | $32256.40          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 6.0000%  | 0.0000% | $53437.50          | $21118.83          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $58799.97          | $43194.91          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $47317.00          | $37662.14          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.0000%  | 0.0000% | $3068.46           | $2941.10           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.0000%  | 0.0000% | $171635.76         | $161360.03         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $3073690.66        | $2407268.91        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.5000%  | 0.0000% | $2949384.78        | $2753620.32        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $255694.68         | $63249.81          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $1637.64           | $269.98            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.5000%  | 0.0000% | $247000.59         | $66019.34          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $2933347.23        | $1090377.59        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $265421.52         | $85062.20          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $724455.00         | $544493.18         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $139793.22         | $90572.39          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $224833.59         | $162626.74         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $104303.25         | $5705.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $437978.88         | $356785.51         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $1723017.60        | $1422037.16        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT STRIPPED MORT-BACK | 2052-07-01      | 3.0000%  | 0.0000% | $2385976.00        | $367655.71         | Agency Debentures and Agency Strips |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $72.81             | $3.05              | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-12-15      | 3.5000%  | 0.0000% | $56.97             | $1.88              | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $9000.00           | $1171.61           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $2918.84           | $234.69            | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-10-15      | 3.0000%  | 0.0000% | $120510.00         | $12917.97          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-05-20      | 4.0000%  | 0.0000% | $3015500.76        | $177260.27         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-12-20      | 4.5000%  | 0.0000% | $1682861.80        | $108303.61         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.0000%  | 0.0000% | $89951.98          | $9389.26           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.5000%  | 0.0000% | $50850.00          | $5478.68           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-05-20      | 4.0000%  | 0.0000% | $1331279.37        | $118441.47         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-08-20      | 4.0000%  | 0.0000% | $19350.00          | $1375.62           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-10-20      | 3.5000%  | 0.0000% | $3201965.82        | $303943.85         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.5000%  | 0.0000% | $240766.38         | $25421.34          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $5802892.52        | $525834.05         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $42970.14          | $3853.22           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-06-20      | 4.5000%  | 0.0000% | $69152.58          | $5189.67           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-12-20      | 3.0000%  | 0.0000% | $1046925.00        | $146450.90         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $17055.00          | $1694.02           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $2823412.95        | $257030.91         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-09-20      | 3.5000%  | 0.0000% | $68220.00          | $8124.49           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $984878.19         | $121452.62         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-02-20      | 4.0000%  | 0.0000% | $157384.44         | $15936.44          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-02-20      | 3.0000%  | 0.0000% | $42705.00          | $16256.49          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 3.0000%  | 0.0000% | $298201.50         | $120747.51         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $2025.00           | $1176.79           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $954111.02         | $808126.52         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $2283799.59        | $1530961.66        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.5000%  | 0.0000% | $1244089.62        | $961000.23         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 5.5000%  | 0.0000% | $9201121.92        | $7518110.41        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.0000%  | 0.0000% | $64.44             | $63.45             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $189681.48         | $195913.61         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $218341.04         | $230218.13         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $145695.06         | $150486.03         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $116894.20         | $121225.16         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $227471.44         | $236897.41         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $178975.71         | $184649.01         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3700%  | 0.0000% | $278553.64         | $285450.03         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $97861.64          | $103305.02         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 7.5000%  | 0.0000% | $65822.00          | $70666.54          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $45.00             | $46.10             | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.5100%  | 0.0000% | $53245.71          | $55321.63          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $5122.76           | $5204.90           | Agency Mortgage-Backed Securities   |

### Security 75: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPH5, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV8PXPH5
- **C.18 - Value (incl. sponsor support):** $23199946.00
- **C.18.a - Value (excl. sponsor support):** $23199946.00
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $8702.02           | $7004.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $1016427.91        | $830858.24         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-10-20      | 3.0000%  | 0.0000% | $347229.40         | $37950.01          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $994892.54         | $776149.43         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 5.0000%  | 0.0000% | $585502.32         | $465813.41         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-02-20      | 5.0000%  | 0.0000% | $548130.44         | $440219.92         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-08-20      | 6.0000%  | 0.0000% | $104974.93         | $73070.43          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-09-20      | 6.0000%  | 0.0000% | $6986196.59        | $4958742.77        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-10-20      | 6.5000%  | 0.0000% | $32602.57          | $18153.63          | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 5.5000%  | 0.0000% | $3280039.08        | $3062119.18        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 5.5000%  | 0.0000% | $6901404.42        | $6479556.83        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 6.0000%  | 0.0000% | $2757397.00        | $2352454.36        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 5.5000%  | 0.0000% | $395586.03         | $389254.26         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $1291369.72        | $1281481.02        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $2386352.32        | $2382674.90        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2053-02-20      | 5.5000%  | 0.0000% | $620941.69         | $458949.83         | Agency Mortgage-Backed Securities |

### Security 76: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPJ1, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8PXPJ1
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 4.8500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-01-01      | 4.0000%  | 0.0000% | $62.26             | $5.38              | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-09-01      | 3.0000%  | 0.0000% | $423.67            | $72.78             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $1855262.59        | $401082.07         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $581.08            | $129.72            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2043-01-01      | 3.5000%  | 0.0000% | $2482244.42        | $1000382.53        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2043-01-01      | 3.5000%  | 0.0000% | $713287.78         | $289379.37         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-08-01      | 3.0000%  | 0.0000% | $22303.94          | $10331.84          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-08-01      | 3.5000%  | 0.0000% | $320817.40         | $50195.40          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-08-01      | 4.0000%  | 0.0000% | $2432.34           | $296.59            | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-03-01      | 3.5000%  | 0.0000% | $108.00            | $22.40             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.0000%  | 0.0000% | $350207.77         | $258424.01         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 6.5000%  | 0.0000% | $89.96             | $73.90             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-09-01      | 2.0000%  | 0.0000% | $602.71            | $406.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-01-01      | 3.5000%  | 0.0000% | $863460.23         | $170325.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $20.43             | $21.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-11-01      | 3.0000%  | 0.0000% | $72.02             | $15.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $81.31             | $15.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-01-01      | 3.5000%  | 0.0000% | $18.00             | $5.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 3.5000%  | 0.0000% | $3089496.71        | $791618.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 2.5000%  | 0.0000% | $90.04             | $50.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $787668.71         | $492019.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 3.0000%  | 0.0000% | $489.55            | $378.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 4.0000%  | 0.0000% | $1661425.02        | $350058.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-07-01      | 3.5000%  | 0.0000% | $2536082.48        | $606047.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-09-01      | 3.5000%  | 0.0000% | $704536.20         | $269786.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 2.5000%  | 0.0000% | $1367980.16        | $843004.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $7507.85           | $5219.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 7.0000%  | 0.0000% | $93.38             | $85.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.5000%  | 0.0000% | $126.14            | $115.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.0000%  | 0.0000% | $32.33             | $32.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-02-01      | 3.5000%  | 0.0000% | $1643490.95        | $239668.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-12-01      | 3.5000%  | 0.0000% | $23.67             | $2.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-01-01      | 3.5000%  | 0.0000% | $1478241.74        | $192573.40         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 3.5000%  | 0.0000% | $1816489.62        | $261135.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-12-01      | 3.5000%  | 0.0000% | $1353910.48        | $243528.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $1178755.36        | $856159.70         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.0000%  | 0.0000% | $293673.06         | $288010.27         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.5000%  | 0.0000% | $26088.98          | $24146.23          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-12-20      | 4.5000%  | 0.0000% | $3500848.84        | $244211.49         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 2.0000%  | 0.0000% | $18.00             | $8.52              | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 4.0000%  | 0.0000% | $18.02             | $12.95             | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 4.5000%  | 0.0000% | $61603.83          | $57729.46          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $123.71            | $122.35            | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $250866.63         | $248931.25         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-07-20      | 5.0000%  | 0.0000% | $221478.10         | $217374.10         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $198000.00         | $198573.58         | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-01-20      | 5.4519%  | 0.0000% | $900000.00         | $646748.77         | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-02-20      | 5.5000%  | 0.0000% | $900000.00         | $629466.87         | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-01-20      | 5.3018%  | 0.0000% | $900000.00         | $720955.93         | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-07-20      | 5.3518%  | 0.0000% | $893892.65         | $348589.90         | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $360000.00         | $360198.57         | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7519%  | 0.0000% | $180000.00         | $180251.50         | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BILL                       | 2025-07-10      | 0.0000%  | 0.0000% | $718201.80         | $717455.59         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-07      | 0.0000%  | 0.0000% | $2813.40           | $2801.09           | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-04      | 0.0000%  | 0.0000% | $5279.40           | $5238.77           | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-10-30      | 0.0000%  | 0.0000% | $87278.40          | $86052.57          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-17      | 0.0000%  | 0.0000% | $5797.80           | $5787.14           | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-31      | 0.0000%  | 0.0000% | $720.00            | $717.52            | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-21      | 0.0000%  | 0.0000% | $56368.80          | $56025.74          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-11      | 0.0000%  | 0.0000% | $15814.80          | $15681.09          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-25      | 0.0000%  | 0.0000% | $49257.00          | $48762.21          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-29      | 0.0000%  | 0.0000% | $51966.00          | $51799.50          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-10-16      | 0.0000%  | 0.0000% | $1800.00           | $1777.60           | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-05      | 0.0000%  | 0.0000% | $559125.00         | $556809.10         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-11-13      | 0.0000%  | 0.0000% | $15525.00          | $15283.97          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-16      | 0.0000%  | 0.0000% | $1566.00           | $1551.78           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2027-11-15      | 6.1250%  | 0.0000% | $10.80             | $11.47             | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND                  | 2026-01-15      | 2.0000%  | 0.0000% | $183.60            | $299.78            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2036-02-15      | 4.5000%  | 0.0000% | $1.80              | $1.87              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2039-08-15      | 4.5000%  | 0.0000% | $3.60              | $3.63              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-02-15      | 4.6250%  | 0.0000% | $1.80              | $1.83              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-11-15      | 4.2500%  | 0.0000% | $43210.80          | $41471.59          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-11-15      | 3.1250%  | 0.0000% | $531.00            | $435.51            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.0000%  | 0.0000% | $286941.60         | $229131.76         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-02-15      | 3.1250%  | 0.0000% | $329.40            | $267.47            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-05-15      | 2.8750%  | 0.0000% | $3.60              | $2.78              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-08-15      | 3.6250%  | 0.0000% | $1.80              | $1.57              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-11-15      | 3.7500%  | 0.0000% | $345245.40         | $301976.31         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-02-15      | 2.5000%  | 0.0000% | $5360.40           | $3807.12           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-05-15      | 3.0000%  | 0.0000% | $3.60              | $2.76              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-11-15      | 3.0000%  | 0.0000% | $3.60              | $2.74              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-05-15      | 2.5000%  | 0.0000% | $950.40            | $656.12            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-08-15      | 2.2500%  | 0.0000% | $3711.60           | $2451.79           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-11-15      | 2.8750%  | 0.0000% | $30.60             | $22.54             | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND                  | 2047-02-15      | 0.8750%  | 0.0000% | $98508.60          | $94922.72          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2047-11-15      | 2.7500%  | 0.0000% | $3072.60           | $2185.42           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-02-15      | 3.0000%  | 0.0000% | $154.80            | $116.26            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-05-15      | 3.1250%  | 0.0000% | $1.80              | $1.37              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-08-15      | 3.0000%  | 0.0000% | $1.80              | $1.35              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-11-15      | 3.3750%  | 0.0000% | $1.80              | $1.43              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-02-15      | 3.0000%  | 0.0000% | $332222.40         | $247421.58         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-05-15      | 2.8750%  | 0.0000% | $216000.00         | $155153.18         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-08-15      | 2.2500%  | 0.0000% | $59.40             | $37.58             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-05-15      | 1.2500%  | 0.0000% | $1277348.40        | $612320.59         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-08-15      | 1.3750%  | 0.0000% | $284536.80         | $140973.69         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-05-15      | 1.1250%  | 0.0000% | $46.80             | $29.01             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-11-15      | 1.6250%  | 0.0000% | $3.60              | $1.89              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-11-15      | 1.3750%  | 0.0000% | $11827.80          | $7519.92           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-05-15      | 2.3750%  | 0.0000% | $61.20             | $38.79             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-05-15      | 2.2500%  | 0.0000% | $57.60             | $41.81             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-08-15      | 2.0000%  | 0.0000% | $3.60              | $2.09              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-08-15      | 1.7500%  | 0.0000% | $51949.80          | $34667.36          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-11-15      | 1.8750%  | 0.0000% | $2982.60           | $1657.57           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2052-02-15      | 2.2500%  | 0.0000% | $134040.60         | $82591.78          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-02-15      | 2.3750%  | 0.0000% | $7.20              | $5.28              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.2500%  | 0.0000% | $395987.40         | $327922.51         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2052-11-15      | 4.0000%  | 0.0000% | $1.80              | $1.58              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-11-15      | 4.0000%  | 0.0000% | $3268.80           | $2987.86           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-02-15      | 3.6250%  | 0.0000% | $312953.40         | $258567.93         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-02-15      | 3.8750%  | 0.0000% | $32.40             | $29.37             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-05-15      | 3.6250%  | 0.0000% | $1.80              | $1.47              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-05-15      | 3.8750%  | 0.0000% | $3.60              | $3.22              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $3.60              | $3.26              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-08-15      | 4.3750%  | 0.0000% | $21.60             | $20.87             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-11-15      | 4.7500%  | 0.0000% | $3.60              | $3.57              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-11-15      | 4.7500%  | 0.0000% | $1164.60           | $1166.04           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2054-02-15      | 4.2500%  | 0.0000% | $71173.80          | $65797.43          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2054-05-15      | 4.6250%  | 0.0000% | $7.20              | $7.01              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2044-08-15      | 4.1250%  | 0.0000% | $2392.20           | $2221.48           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2044-11-15      | 4.6250%  | 0.0000% | $5.40              | $5.30              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2055-02-15      | 4.6250%  | 0.0000% | $234633.60         | $231605.64         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-02-15      | 4.7500%  | 0.0000% | $84281.40          | $85063.20          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2055-05-15      | 4.7500%  | 0.0000% | $569415.60         | $567279.44         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-05-15      | 5.0000%  | 0.0000% | $10026.00          | $10328.62          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-15      | 1.5000%  | 0.0000% | $5.40              | $5.28              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-08-15      | 2.2500%  | 0.0000% | $194.40            | $190.11            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-11-15      | 2.2500%  | 0.0000% | $187.20            | $181.45            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2028-01-15      | 0.5000%  | 0.0000% | $16.20             | $20.70             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-15      | 2.7500%  | 0.0000% | $1.80              | $1.77              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-15      | 2.8750%  | 0.0000% | $5.40              | $5.29              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-08-15      | 2.8750%  | 0.0000% | $288.00            | $283.80            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-10-31      | 3.0000%  | 0.0000% | $1.80              | $1.80              | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2029-01-15      | 0.8750%  | 0.0000% | $34.20             | $42.91             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-02-15      | 2.6250%  | 0.0000% | $97.20             | $94.48             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-15      | 2.3750%  | 0.0000% | $7945.20           | $7574.75           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-15      | 2.0000%  | 0.0000% | $66.60             | $66.88             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-07-15      | 0.1250%  | 0.0000% | $10.80             | $14.32             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-01-15      | 0.3750%  | 0.0000% | $1.80              | $2.36              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-15      | 2.3750%  | 0.0000% | $1.80              | $1.76              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-31      | 1.8750%  | 0.0000% | $7.20              | $7.10              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-11-30      | 1.6250%  | 0.0000% | $1380.60           | $1340.09           | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2030-01-15      | 0.1250%  | 0.0000% | $655207.20         | $770257.00         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-31      | 1.5000%  | 0.0000% | $69156.00          | $67114.13          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $18.00             | $16.37             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.1250%  | 0.0000% | $3187.80           | $3062.22           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 0.5000%  | 0.0000% | $14.40             | $13.58             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-15      | 0.6250%  | 0.0000% | $3.60              | $3.10              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-06-30      | 0.5000%  | 0.0000% | $320.40            | $300.49            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-07-31      | 0.2500%  | 0.0000% | $1.80              | $1.80              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-31      | 0.3750%  | 0.0000% | $360.00            | $336.35            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-08-15      | 0.6250%  | 0.0000% | $151711.20         | $129544.65         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-31      | 0.2500%  | 0.0000% | $7.20              | $7.15              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-11-15      | 0.8750%  | 0.0000% | $3.60              | $3.09              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-11-30      | 0.3750%  | 0.0000% | $45.00             | $44.29             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-12-31      | 0.6250%  | 0.0000% | $388.80            | $360.23            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-12-31      | 0.3750%  | 0.0000% | $3.60              | $3.53              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-01-31      | 0.3750%  | 0.0000% | $3.60              | $3.53              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-01-31      | 0.7500%  | 0.0000% | $8857.80           | $8239.28           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-29      | 1.1250%  | 0.0000% | $450176.40         | $422357.13         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-03-31      | 1.2500%  | 0.0000% | $844529.40         | $792859.34         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-30      | 1.2500%  | 0.0000% | $203.40            | $190.38            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-04-15      | 0.1250%  | 0.0000% | $1885699.80        | $2279959.86        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-05-15      | 1.6250%  | 0.0000% | $1.80              | $1.59              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-05-31      | 0.7500%  | 0.0000% | $16.20             | $15.73             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-06-30      | 0.8750%  | 0.0000% | $89852.40          | $87103.90          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-08-15      | 1.2500%  | 0.0000% | $1.80              | $1.55              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-31      | 0.7500%  | 0.0000% | $1.80              | $1.74              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-09-30      | 1.2500%  | 0.0000% | $127.80            | $118.53            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-09-30      | 0.8750%  | 0.0000% | $1.80              | $1.74              | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-10-15      | 0.1250%  | 0.0000% | $5.40              | $6.26              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-10-31      | 1.3750%  | 0.0000% | $7.20              | $6.69              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-10-31      | 1.1250%  | 0.0000% | $14639.40          | $14141.31          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-11-15      | 1.3750%  | 0.0000% | $91.80             | $78.57             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-11-30      | 1.5000%  | 0.0000% | $7.20              | $6.70              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-31      | 1.2500%  | 0.0000% | $6917.40           | $6656.72           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-01-31      | 1.7500%  | 0.0000% | $1.80              | $1.69              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-02-15      | 1.8750%  | 0.0000% | $400012.20         | $353533.74         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.8750%  | 0.0000% | $964139.40         | $940169.00         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-03-31      | 2.3750%  | 0.0000% | $3.60              | $3.45              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-31      | 2.5000%  | 0.0000% | $5.40              | $5.32              | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-04-15      | 0.1250%  | 0.0000% | $3.60              | $4.00              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-04-30      | 2.8750%  | 0.0000% | $1132209.00        | $1102202.77        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 2.7500%  | 0.0000% | $93448.80          | $92179.62          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-05-15      | 2.8750%  | 0.0000% | $7.20              | $6.73              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-31      | 2.7500%  | 0.0000% | $3.60              | $3.48              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-31      | 2.6250%  | 0.0000% | $1583782.20        | $1553851.31        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-06-30      | 3.2500%  | 0.0000% | $3.60              | $3.53              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-31      | 2.7500%  | 0.0000% | $5.40              | $5.35              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-15      | 3.1250%  | 0.0000% | $1.80              | $1.82              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.1250%  | 0.0000% | $3.60              | $3.55              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-09-30      | 4.1250%  | 0.0000% | $471666.60         | $480551.93         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-10-31      | 4.1250%  | 0.0000% | $222120.00         | $225518.36         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-11-15      | 4.1250%  | 0.0000% | $1261.80           | $1274.76           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-11-15      | 4.5000%  | 0.0000% | $28315.80          | $28489.83          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-12-31      | 3.8750%  | 0.0000% | $7.20              | $7.22              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-01-31      | 3.5000%  | 0.0000% | $9.00              | $9.02              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-02-15      | 3.5000%  | 0.0000% | $1633435.20        | $1593124.45        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-29      | 4.0000%  | 0.0000% | $63.00             | $64.27             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-02-28      | 4.0000%  | 0.0000% | $7.20              | $7.36              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-04-15      | 3.7500%  | 0.0000% | $88921.80          | $89369.42          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-04-30      | 3.5000%  | 0.0000% | $115.20            | $114.24            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-30      | 3.5000%  | 0.0000% | $19.80             | $19.79             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-05-15      | 3.6250%  | 0.0000% | $3.60              | $3.60              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-05-15      | 3.3750%  | 0.0000% | $3771.00           | $3604.23           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-31      | 3.6250%  | 0.0000% | $3.60              | $3.60              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-31      | 3.7500%  | 0.0000% | $29370.60          | $29359.20          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-06-30      | 4.0000%  | 0.0000% | $181.80            | $183.23            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-15      | 4.5000%  | 0.0000% | $450025.20         | $461613.96         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-07-31      | 4.1250%  | 0.0000% | $5.40              | $5.55              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-07-31      | 4.0000%  | 0.0000% | $14.40             | $14.75             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-08-15      | 3.8750%  | 0.0000% | $1.80              | $1.80              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-08-31      | 4.1250%  | 0.0000% | $1.80              | $1.85              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-08-31      | 4.3750%  | 0.0000% | $899998.20         | $930279.61         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-09-30      | 4.6250%  | 0.0000% | $3.60              | $3.77              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-09-30      | 4.6250%  | 0.0000% | $27.00             | $28.04             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-10-31      | 4.8750%  | 0.0000% | $5389.20           | $5623.40           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-10-31      | 4.8750%  | 0.0000% | $230.40            | $243.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-11-30      | 4.3750%  | 0.0000% | $55359.00          | $56675.05          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-15      | 4.3750%  | 0.0000% | $88.20             | $88.99             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.7500%  | 0.0000% | $18.00             | $17.89             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-12-31      | 3.7500%  | 0.0000% | $523.80            | $523.89            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-15      | 4.0000%  | 0.0000% | $341188.20         | $348172.17         | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE              | 2026-01-31      | 4.4850%  | 0.0000% | $91701.00          | $92501.85          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-01-31      | 4.0000%  | 0.0000% | $5651031.60        | $5791734.30        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-02-15      | 4.0000%  | 0.0000% | $612.00            | $613.68            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-02-28      | 4.2500%  | 0.0000% | $301006.80         | $310646.14         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-15      | 4.2500%  | 0.0000% | $7.20              | $7.34              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-15      | 4.5000%  | 0.0000% | $1.80              | $1.84              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-04-30      | 4.8750%  | 0.0000% | $1.80              | $1.83              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-04-30      | 4.6250%  | 0.0000% | $3.60              | $3.76              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-04-30      | 4.6250%  | 0.0000% | $25830.00          | $26814.52          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $14.40             | $14.68             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-15      | 4.5000%  | 0.0000% | $367.20            | $373.99            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-31      | 4.5000%  | 0.0000% | $12.60             | $12.98             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-05-31      | 4.6250%  | 0.0000% | $485263.80         | $504979.58         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-06-30      | 4.2500%  | 0.0000% | $7.20              | $7.33              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-15      | 4.3750%  | 0.0000% | $12.60             | $13.00             | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE              | 2026-07-31      | 4.4220%  | 0.0000% | $3.60              | $3.63              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-31      | 4.3750%  | 0.0000% | $5.40              | $5.52              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-07-31      | 4.0000%  | 0.0000% | $63.00             | $64.58             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-08-15      | 3.8750%  | 0.0000% | $16.20             | $16.02             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-08-15      | 3.7500%  | 0.0000% | $25.20             | $25.55             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-31      | 3.7500%  | 0.0000% | $5.40              | $5.45              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-08-31      | 3.7500%  | 0.0000% | $71996.40          | $72119.95          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.6250%  | 0.0000% | $32.40             | $32.60             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-09-15      | 3.3750%  | 0.0000% | $1.80              | $1.80              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-09-30      | 3.5000%  | 0.0000% | $3.60              | $3.59              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-09-30      | 3.5000%  | 0.0000% | $2206.80           | $2214.52           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-10-15      | 3.8750%  | 0.0000% | $1.80              | $1.82              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-10-31      | 4.1250%  | 0.0000% | $1.80              | $1.84              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-10-31      | 4.1250%  | 0.0000% | $54997.20          | $55520.20          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-11-15      | 4.2500%  | 0.0000% | $441196.20         | $444135.23         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-11-15      | 4.1250%  | 0.0000% | $3.60              | $3.65              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-11-30      | 4.2500%  | 0.0000% | $2356.20           | $2376.18           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-11-30      | 4.1250%  | 0.0000% | $3762.00           | $3806.49           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $162.00            | $164.77            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-12-31      | 4.3750%  | 0.0000% | $304398.00         | $311629.28         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $19.80             | $19.91             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-01-15      | 4.2500%  | 0.0000% | $19.80             | $20.43             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-31      | 4.1250%  | 0.0000% | $46.80             | $47.81             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-01-31      | 4.3750%  | 0.0000% | $801257.40         | $833581.29         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 4.1250%  | 0.0000% | $369000.00         | $375876.78         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-02-29      | 4.1250%  | 0.0000% | $1800.00           | $1838.17           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-03-15      | 3.8750%  | 0.0000% | $7.20              | $7.31              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-03-31      | 4.1250%  | 0.0000% | $19.80             | $20.15             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-03-31      | 4.0000%  | 0.0000% | $3.60              | $3.67              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-31      | 3.8750%  | 0.0000% | $144369.00         | $145963.64         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-15      | 3.7500%  | 0.0000% | $872991.00         | $880419.18         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 3.7500%  | 0.0000% | $1185667.20        | $1192561.89        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-04-30      | 3.8750%  | 0.0000% | $1.80              | $1.82              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2035-05-15      | 4.2500%  | 0.0000% | $106995.60         | $107492.65         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-15      | 3.7500%  | 0.0000% | $102600.00         | $103176.87         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $680.40            | $683.91            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-05-31      | 4.1250%  | 0.0000% | $3322213.20        | $3356170.03        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-31      | 4.0000%  | 0.0000% | $1800001.80        | $1821181.86        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $37.80             | $38.04             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-06-30      | 3.7500%  | 0.0000% | $18.00             | $18.00             | U.S. Treasuries (including strips) |

### Security 77: Natixis

- **C.1 - Title:** Natixis 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPN2, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8PXPN2
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 4.8500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2036-01-01      | 3.0000%  | 0.0000% | $136817.78         | $19140.75          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2047-10-01      | 3.5000%  | 0.0000% | $6197.13           | $1012.90           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2037-11-01      | 2.4000%  | 0.0000% | $7604.28           | $5879.11           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2038-01-01      | 2.9200%  | 0.0000% | $13607.01          | $10956.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $90.00             | $91.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-07-01      | 6.0000%  | 0.0000% | $34691.40          | $35410.67          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-07-01      | 6.5000%  | 0.0000% | $60801.93          | $63354.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $90.00             | $91.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $90.00             | $91.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $90.18             | $92.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $90.00             | $91.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $45.00             | $46.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $90.00             | $91.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $45.00             | $46.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.5000%  | 0.0000% | $90.00             | $94.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $90.00             | $91.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 6.0000%  | 0.0000% | $45.00             | $45.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 6.0000%  | 0.0000% | $137.16            | $140.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 7.0000%  | 0.0000% | $61440.30          | $65386.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.5000%  | 0.0000% | $90.00             | $94.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2051-02-01      | 3.0000%  | 0.0000% | $54.00             | $32.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2054-01-01      | 6.5000%  | 0.0000% | $3001887.36        | $2824821.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2054-12-01      | 5.5000%  | 0.0000% | $3708783.36        | $3558986.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 5.0000%  | 0.0000% | $169861.10         | $167170.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2046-11-01      | 3.0000%  | 0.0000% | $7092135.00        | $2256833.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-07-01      | 2.0000%  | 0.0000% | $3628759.68        | $2058216.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-09-01      | 2.0000%  | 0.0000% | $3688359.98        | $2156197.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2037-01-01      | 2.0000%  | 0.0000% | $3010129.92        | $1846597.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2053-01-01      | 6.0000%  | 0.0000% | $2250000.00        | $1814460.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-03-01      | 5.5000%  | 0.0000% | $4663877.98        | $4620083.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-11-01      | 2.5000%  | 0.0000% | $13198927.77       | $2067684.44        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-02-01      | 7.0000%  | 0.0000% | $108178.38         | $101649.59         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.5000%  | 0.0000% | $58540.32          | $60773.68          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $206447.04         | $205965.10         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $45.00             | $44.73             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $45.00             | $45.32             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $46.08             | $47.09             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $90.09             | $91.89             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $45.00             | $46.01             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $90.00             | $93.70             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $45.00             | $46.78             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $45.32             | $46.34             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $94564.62          | $98854.74          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $171673.20         | $175533.63         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $45.00             | $46.02             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $45.00             | $45.93             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $62305.02          | $64870.28          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $74920.82          | $76786.33          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $45.00             | $46.06             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.5000%  | 0.0000% | $91.35             | $95.54             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $90.00             | $92.31             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $90.00             | $92.50             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-07-01      | 6.0000%  | 0.0000% | $1037669.76        | $1059231.84        | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BILL                      | 2025-09-04      | 0.0000%  | 0.0000% | $49.50             | $49.11             | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                      | 2025-07-31      | 0.0000%  | 0.0000% | $58.50             | $58.29             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2026-02-15      | 6.0000%  | 0.0000% | $810000.00         | $836920.91         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2028-08-15      | 5.5000%  | 0.0000% | $22500.00          | $24156.02          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2031-02-15      | 5.3750%  | 0.0000% | $675000.00         | $737888.33         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2038-02-15      | 4.3750%  | 0.0000% | $225000.00         | $226961.01         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2039-08-15      | 4.5000%  | 0.0000% | $1348110.00        | $1355661.80        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-11-15      | 4.2500%  | 0.0000% | $472500.00         | $451737.17         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2043-05-15      | 2.8750%  | 0.0000% | $45000.00          | $34530.87          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-05-15      | 3.3750%  | 0.0000% | $765000.00         | $626902.77         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-11-15      | 3.0000%  | 0.0000% | $103500.00         | $79376.63          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2045-02-15      | 2.5000%  | 0.0000% | $160065.00         | $113144.06         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2046-08-15      | 2.2500%  | 0.0000% | $34078.50          | $22394.41          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2047-05-15      | 3.0000%  | 0.0000% | $944991.00         | $704582.45         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2048-11-15      | 3.3750%  | 0.0000% | $38610.00          | $30411.43          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2050-05-15      | 1.2500%  | 0.0000% | $4.50              | $2.14              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-08-15      | 1.1250%  | 0.0000% | $3546000.00        | $2174656.99        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-11-15      | 1.3750%  | 0.0000% | $1861380.00        | $1178109.75        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2041-02-15      | 1.8750%  | 0.0000% | $135000.00         | $92945.80          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2051-05-15      | 2.3750%  | 0.0000% | $22540.50          | $14211.44          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2051-08-15      | 2.0000%  | 0.0000% | $1124995.50        | $649591.04         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2041-08-15      | 1.7500%  | 0.0000% | $4491.00           | $2983.54           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2041-11-15      | 2.0000%  | 0.0000% | $654750.00         | $447845.73         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2052-02-15      | 2.2500%  | 0.0000% | $450000.00         | $275637.10         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2042-05-15      | 3.2500%  | 0.0000% | $55800.00          | $46017.12          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2052-08-15      | 3.0000%  | 0.0000% | $1759500.00        | $1276583.84        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2042-11-15      | 4.0000%  | 0.0000% | $4.50              | $4.10              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2043-05-15      | 3.8750%  | 0.0000% | $1601982.00        | $1427818.92        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-02-15      | 4.2500%  | 0.0000% | $1647000.00        | $1514099.37        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-05-15      | 4.6250%  | 0.0000% | $162630.00         | $159226.68         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-08-15      | 4.2500%  | 0.0000% | $409500.00         | $376944.52         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-11-15      | 4.5000%  | 0.0000% | $36634.50          | $34791.24          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2055-02-15      | 4.6250%  | 0.0000% | $79785.00          | $78306.42          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2045-02-15      | 4.7500%  | 0.0000% | $99000.00          | $99485.31          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2055-05-15      | 4.7500%  | 0.0000% | $49.50             | $49.04             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-08-15      | 1.5000%  | 0.0000% | $539946.00         | $528342.52         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-06-30      | 1.8750%  | 0.0000% | $9.00              | $8.81              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2027-10-31      | 0.5000%  | 0.0000% | $13.50             | $12.54             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-08-31      | 0.7500%  | 0.0000% | $434317.50         | $419534.81         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-12-31      | 1.3750%  | 0.0000% | $22.50             | $20.76             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2027-03-31      | 2.5000%  | 0.0000% | $109750.50         | $108044.96         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2027-04-30      | 2.7500%  | 0.0000% | $1124923.50        | $1109616.02        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2032-05-15      | 2.8750%  | 0.0000% | $4.50              | $4.20              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2025-07-15      | 3.0000%  | 0.0000% | $297450.00         | $301296.00         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-07-31      | 2.6250%  | 0.0000% | $275355.00         | $266361.37         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-10-31      | 4.0000%  | 0.0000% | $9.00              | $9.13              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-06-30      | 4.0000%  | 0.0000% | $4.50              | $4.53              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2030-07-31      | 4.0000%  | 0.0000% | $694575.00         | $710914.59         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2025-08-31      | 5.0000%  | 0.0000% | $43335.00          | $44085.00          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-02-28      | 4.6250%  | 0.0000% | $17986.50          | $18311.84          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2031-03-31      | 4.1250%  | 0.0000% | $4.50              | $4.59              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-06-30      | 4.2500%  | 0.0000% | $13500.00          | $13732.60          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-07-31      | 4.3750%  | 0.0000% | $22.50             | $23.00             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2034-08-15      | 3.8750%  | 0.0000% | $4.50              | $4.44              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-09-30      | 3.5000%  | 0.0000% | $272250.00         | $271482.85         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-10-31      | 4.1250%  | 0.0000% | $141637.50         | $142965.72         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2031-11-30      | 4.1250%  | 0.0000% | $4.50              | $4.55              | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2035-05-15      | 4.2500%  | 0.0000% | $270.00            | $270.72            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2032-05-31      | 4.1250%  | 0.0000% | $1440000.00        | $1452976.05        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-06-15      | 3.8750%  | 0.0000% | $4.50              | $4.53              | U.S. Treasuries (including strips) |

### Security 78: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPT9, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXPT9
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 BILL          | 2025-07-17      | 0.0000%  | 0.0000% | $200.00            | $199.63            | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL          | 2025-09-16      | 0.0000%  | 0.0000% | $200.00            | $198.18            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2027-11-15      | 6.1250%  | 0.0000% | $200.00            | $212.36            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2028-11-15      | 5.2500%  | 0.0000% | $700.00            | $737.31            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2036-02-15      | 4.5000%  | 0.0000% | $200.00            | $207.81            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2037-02-15      | 4.7500%  | 0.0000% | $54300.00          | $57296.17          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2038-02-15      | 4.3750%  | 0.0000% | $1083200.00        | $1095736.53        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2038-05-15      | 4.5000%  | 0.0000% | $7141700.00        | $7235234.84        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $981.89            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-02-15      | 4.7500%  | 0.0000% | $3600.00           | $3695.46           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-05-15      | 4.3750%  | 0.0000% | $30700.00          | $29791.30          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $362.48            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-02-15      | 3.1250%  | 0.0000% | $7000.00           | $5770.24           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-05-15      | 3.0000%  | 0.0000% | $1200.00           | $958.24            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-11-15      | 2.7500%  | 0.0000% | $219700.00         | $167313.74         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-05-15      | 2.8750%  | 0.0000% | $409100.00         | $315382.04         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-08-15      | 3.6250%  | 0.0000% | $900.00            | $782.65            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $86.60             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-08-15      | 3.1250%  | 0.0000% | $8100.00           | $6453.43           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-11-15      | 3.0000%  | 0.0000% | $214300.00         | $165143.65         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2045-02-15      | 2.5000%  | 0.0000% | $500.00            | $355.12            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2045-05-15      | 3.0000%  | 0.0000% | $203700.00         | $156146.44         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2046-02-15      | 2.5000%  | 0.0000% | $1000.00           | $699.52            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.75             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2050-08-15      | 1.3750%  | 0.0000% | $600.00            | $297.27            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2040-08-15      | 1.1250%  | 0.0000% | $600.00            | $369.65            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2040-05-15      | 1.1250%  | 0.0000% | $552900.00         | $342699.72         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2050-11-15      | 1.6250%  | 0.0000% | $64800.00          | $34090.32          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-02-15      | 1.8750%  | 0.0000% | $865000.00         | $598049.24         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-08-15      | 1.7500%  | 0.0000% | $9100.00           | $6072.65           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-11-15      | 2.0000%  | 0.0000% | $2032800.00        | $1396952.36        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2052-02-15      | 2.2500%  | 0.0000% | $4000.00           | $2464.68           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-05-15      | 3.2500%  | 0.0000% | $5000.00           | $4140.57           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-08-15      | 3.3750%  | 0.0000% | $1000.00           | $848.79            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-11-15      | 4.0000%  | 0.0000% | $3500.00           | $3199.19           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-05-15      | 3.8750%  | 0.0000% | $9300.00           | $8322.29           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2053-08-15      | 4.1250%  | 0.0000% | $2888500.00        | $2613385.65        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2053-11-15      | 4.7500%  | 0.0000% | $1000.00           | $992.66            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-02-15      | 4.5000%  | 0.0000% | $1176200.00        | $1152478.13        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-05-15      | 4.6250%  | 0.0000% | $2000.00           | $1966.52           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $191.03            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-11-15      | 4.6250%  | 0.0000% | $195100.00         | $191500.65         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2045-02-15      | 4.7500%  | 0.0000% | $793300.00         | $800658.72         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-08-15      | 2.8750%  | 0.0000% | $300.00            | $295.62            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-11-15      | 2.0000%  | 0.0000% | $1000.00           | $977.28            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $90.93             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $96.06             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2025-07-31      | 0.2500%  | 0.0000% | $300.00            | $299.27            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-01-31      | 0.7500%  | 0.0000% | $500.00            | $465.09            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.78             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-05-15      | 1.6250%  | 0.0000% | $400.00            | $353.04            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-05-31      | 0.7500%  | 0.0000% | $4200.00           | $4078.55           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $925.33            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $85.87             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-08-31      | 0.7500%  | 0.0000% | $400.00            | $386.46            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-09-30      | 1.2500%  | 0.0000% | $1000.00           | $927.49            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-12-31      | 1.2500%  | 0.0000% | $2000.00           | $1924.63           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.25             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-02-28      | 1.8750%  | 0.0000% | $400.00            | $390.06            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.51             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2025-07-15      | 3.0000%  | 0.0000% | $300.00            | $303.89            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $991.46            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2025-08-15      | 3.1250%  | 0.0000% | $800.00            | $807.82            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2032-08-15      | 2.7500%  | 0.0000% | $3800.00           | $3538.20           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-08-31      | 3.1250%  | 0.0000% | $1800.00           | $1795.58           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $203.77            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1015.30           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-01-31      | 3.5000%  | 0.0000% | $400.00            | $403.55            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-03-31      | 3.6250%  | 0.0000% | $1800.00           | $1801.28           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2033-08-15      | 3.8750%  | 0.0000% | $12800.00          | $12765.95          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-08-31      | 4.3750%  | 0.0000% | $1000.00           | $1033.65           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2025-09-30      | 5.0000%  | 0.0000% | $400.00            | $405.57            | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2025-10-31      | 4.4100%  | 0.0000% | $1500.00           | $1511.87           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2026-01-31      | 4.4850%  | 0.0000% | $8254200.00        | $8326286.01        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.49            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-02-28      | 4.2500%  | 0.0000% | $4200.00           | $4334.50           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-04-30      | 4.8750%  | 0.0000% | $1000.00           | $1014.29           | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2026-04-30      | 4.3900%  | 0.0000% | $600.00            | $604.69            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.47            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-05-31      | 4.6250%  | 0.0000% | $1100.00           | $1144.69           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1017.15           | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2026-07-31      | 4.4220%  | 0.0000% | $8900.00           | $8975.25           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2034-08-15      | 3.8750%  | 0.0000% | $1000.00           | $989.03            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1006.26           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.77             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-10-15      | 3.8750%  | 0.0000% | $4800.00           | $4853.09           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-10-31      | 4.1250%  | 0.0000% | $376000.00         | $383577.77         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1014.00           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-11-30      | 4.2500%  | 0.0000% | $2000.00           | $2016.96           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-11-30      | 4.1250%  | 0.0000% | $400.00            | $404.73            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-12-31      | 4.2500%  | 0.0000% | $2000.00           | $2011.41           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-01-15      | 4.2500%  | 0.0000% | $2900.00           | $2992.69           | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2027-01-31      | 4.3380%  | 0.0000% | $38000.00          | $38256.58          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2035-02-15      | 4.6250%  | 0.0000% | $1300.00           | $1361.19           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-03-31      | 4.0000%  | 0.0000% | $200.00            | $203.63            | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2027-04-30      | 4.4000%  | 0.0000% | $2400.00           | $2417.39           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2035-05-15      | 4.2500%  | 0.0000% | $3200.00           | $3214.87           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-05-31      | 4.0000%  | 0.0000% | $267400.00         | $270546.41         | U.S. Treasuries (including strips) |

### Security 79: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPW2, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXPW2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 9.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 | 2029-10-15      | 1.6250%  | 0.0000% | $83866200.00       | $86700011.79       | U.S. Treasuries (including strips) |

### Security 80: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXV88, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8PXV88
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA FIXED RATE REMIC | 2055-06-20      | 5.0000%  | 0.0000% | $9426.00           | $9259.38           | Agency Mortgage-Backed Securities  |
| GNMA FIXED RATE REMIC | 2055-04-20      | 5.0000%  | 0.0000% | $15561583.00       | $15287649.15       | Agency Mortgage-Backed Securities  |
| U.S. TREASURY NOTE    | 2031-10-31      | 4.1250%  | 0.0000% | $3100.00           | $3145.66           | U.S. Treasuries (including strips) |

### Security 81: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PY668, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8PY668
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 4.8500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2035-01-01      | 5.0000%  | 0.0000% | $61.78             | $1.20              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-12-01      | 7.5000%  | 0.0000% | $857.56            | $20.39             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2037-12-01      | 5.5000%  | 0.0000% | $225.87            | $10.46             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2035-01-01      | 5.0000%  | 0.0000% | $318.33            | $12.27             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2031-03-01      | 8.0000%  | 0.0000% | $21.33             | $0.32              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2034-11-01      | 6.0000%  | 0.0000% | $171.90            | $2.36              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2031-04-01      | 3.5000%  | 0.0000% | $54.24             | $1.52              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $1508.26           | $15.98             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-03-01      | 7.0000%  | 0.0000% | $58.78             | $2.57              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-12-01      | 3.0000%  | 0.0000% | $6786.36           | $1524.84           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-10-01      | 4.0000%  | 0.0000% | $17526.24          | $2698.71           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2027-04-01      | 3.0000%  | 0.0000% | $19485.00          | $389.37            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2048-06-01      | 4.0000%  | 0.0000% | $485951.40         | $164666.20         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-04-01      | 2.5000%  | 0.0000% | $15.00             | $9.24              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2040-04-01      | 6.0000%  | 0.0000% | $463.77            | $445.20            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-10-01      | 3.0000%  | 0.0000% | $73661.76          | $46322.44          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 4.5000%  | 0.0000% | $15.09             | $11.76             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 2.5000%  | 0.0000% | $30.00             | $20.85             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 6.0000%  | 0.0000% | $1500.00           | $1202.52           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.0000%  | 0.0000% | $243620.18         | $189482.70         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $440528.94         | $385264.79         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 4.0000%  | 0.0000% | $15.00             | $12.54             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-10-01      | 3.0000%  | 0.0000% | $473055.38         | $71341.70          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.0000%  | 0.0000% | $51.88             | $50.15             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-11-01      | 2.5000%  | 0.0000% | $53048.70          | $33238.85          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-12-01      | 2.0000%  | 0.0000% | $15.00             | $8.20              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $5055.00           | $2679.69           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 3.0000%  | 0.0000% | $1200.00           | $689.49            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $690.00            | $447.04            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 4.5000%  | 0.0000% | $165.00            | $143.00            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 4.5000%  | 0.0000% | $735.72            | $684.53            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 6.5000%  | 0.0000% | $248068.84         | $211954.93         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $6000.00           | $5191.34           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 5.5000%  | 0.0000% | $32.96             | $29.43             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $1830.00           | $1324.08           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.5000%  | 0.0000% | $21.08             | $14.95             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 7.0000%  | 0.0000% | $201462.00         | $167224.52         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-03-01      | 3.5000%  | 0.0000% | $66.03             | $14.43             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-08-01      | 4.0000%  | 0.0000% | $2720910.03        | $428601.70         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-11-01      | 4.0000%  | 0.0000% | $711572.40         | $115601.28         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-06-01      | 3.5000%  | 0.0000% | $2162895.00        | $352884.68         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-08-01      | 2.5000%  | 0.0000% | $15.00             | $10.06             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 2.5000%  | 0.0000% | $795.00            | $526.13            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-05-01      | 3.0000%  | 0.0000% | $15.00             | $11.55             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.5000%  | 0.0000% | $1950.00           | $1375.09           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.0000%  | 0.0000% | $38070.27          | $31966.48          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.5000%  | 0.0000% | $15.00             | $12.57             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.0000%  | 0.0000% | $15.00             | $12.64             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $15.00             | $13.68             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $15.00             | $12.49             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $15.00             | $14.25             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 6.5000%  | 0.0000% | $15.00             | $15.39             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-09-01      | 5.0000%  | 0.0000% | $3495.68           | $900.09            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-09-01      | 3.5000%  | 0.0000% | $15.36             | $6.34              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $15.00             | $8.50              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 2.5000%  | 0.0000% | $30.00             | $17.99             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.5000%  | 0.0000% | $134158.32         | $123995.84         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-01-01      | 2.0000%  | 0.0000% | $50.00             | $12.55             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $34938.75          | $30880.04          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $85132.32          | $67659.57          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $19330.23          | $18311.96          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 5.5000%  | 0.0000% | $88198.44          | $85769.72          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.5000%  | 0.0000% | $1500.00           | $1559.41           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $15.00             | $13.77             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-12-01      | 6.5000%  | 0.0000% | $507600.00         | $939.12            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-11-25      | 5.4552%  | 0.0000% | $41442.76          | $36213.09          | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.8552%  | 0.0000% | $269235.00         | $261334.91         | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.8552%  | 0.0000% | $1425739.50        | $1395166.94        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-12-01      | 3.5000%  | 0.0000% | $1066546.50        | $56783.43          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 3.5000%  | 0.0000% | $1600058.88        | $132667.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-09-01      | 3.5000%  | 0.0000% | $45750.00          | $6700.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-07-01      | 5.0000%  | 0.0000% | $15.00             | $1.43              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-03-01      | 4.0000%  | 0.0000% | $30.00             | $3.89              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-08-01      | 4.5000%  | 0.0000% | $8250.00           | $1525.92           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-02-01      | 3.5000%  | 0.0000% | $48000.00          | $3771.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-05-01      | 3.5000%  | 0.0000% | $102543.18         | $14792.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-07-01      | 3.5000%  | 0.0000% | $201999.12         | $16506.06          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 3.5000%  | 0.0000% | $3405122.52        | $377893.56         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-12-01      | 4.0000%  | 0.0000% | $2293.80           | $264.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-01-01      | 3.0000%  | 0.0000% | $148118.40         | $28120.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-01-01      | 3.0000%  | 0.0000% | $4395.96           | $1016.73           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-01-01      | 4.5000%  | 0.0000% | $17954.76          | $2869.40           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-07-01      | 3.5000%  | 0.0000% | $15.15             | $1.89              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-09-01      | 3.5000%  | 0.0000% | $299541.60         | $57965.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-04-01      | 3.0000%  | 0.0000% | $28688.01          | $3205.38           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.0000%  | 0.0000% | $9349.80           | $2133.35           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-05-01      | 3.0000%  | 0.0000% | $195047.52         | $25299.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-06-01      | 3.5000%  | 0.0000% | $34298.34          | $2646.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-12-01      | 3.0000%  | 0.0000% | $759043.22         | $207035.90         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2026-12-01      | 2.5000%  | 0.0000% | $33000.00          | $1223.38           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $30394.95          | $6992.82           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2028-06-01      | 2.5000%  | 0.0000% | $30375.00          | $1852.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-05-01      | 3.5000%  | 0.0000% | $17.34             | $2.90              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-09-01      | 4.0000%  | 0.0000% | $20951.86          | $2195.59           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-07-01      | 5.0000%  | 0.0000% | $1229054.52        | $12833.56          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 7.0000%  | 0.0000% | $15.00             | $13.72             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 7.0000%  | 0.0000% | $26865.42          | $22146.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.5000%  | 0.0000% | $956.34            | $723.99            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.0000%  | 0.0000% | $1886.40           | $1573.94           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.5000%  | 0.0000% | $24863.60          | $21396.13          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $15.00             | $15.57             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $18003.92          | $17925.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.5000%  | 0.0000% | $39533.64          | $40861.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 7.0000%  | 0.0000% | $15.00             | $15.78             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $30.30             | $30.11             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $30.00             | $31.70             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $15.00             | $14.52             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $45450.78          | $44659.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $15.00             | $15.53             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $4845.00           | $4734.44           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 4.5000%  | 0.0000% | $15.00             | $14.26             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $370162.08         | $368431.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $1305.00           | $1305.65           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-12-01      | 4.5000%  | 0.0000% | $15.00             | $13.68             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 4.5000%  | 0.0000% | $30.00             | $28.80             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 6.0000%  | 0.0000% | $15.00             | $15.25             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 7.5000%  | 0.0000% | $15897.60          | $8131.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $46134.78          | $47693.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $51060.12          | $51763.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.0000%  | 0.0000% | $15.00             | $14.81             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $15.00             | $15.03             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $15.00             | $15.14             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.0000%  | 0.0000% | $15.00             | $14.79             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $15.00             | $15.10             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $15.00             | $15.42             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $25887.57          | $26177.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $17454.30          | $18245.56          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $15.00             | $15.36             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-01-01      | 3.5000%  | 0.0000% | $15.00             | $2.43              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-02-01      | 4.0000%  | 0.0000% | $45347.42          | $10416.42          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 7.0000%  | 0.0000% | $16497.00          | $17236.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2038-10-01      | 3.0000%  | 0.0000% | $298.06            | $49.73             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.5000%  | 0.0000% | $140.48            | $79.87             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.0000%  | 0.0000% | $345.00            | $180.54            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $17526.60          | $11541.61          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 4.5000%  | 0.0000% | $41541.30          | $39623.53          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $30.00             | $21.79             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.0000%  | 0.0000% | $6736.60           | $4819.60           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $960.00            | $616.69            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 6.0000%  | 0.0000% | $15.00             | $11.05             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $2625.00           | $1856.54           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $15.00             | $13.22             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $21376.14          | $20793.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $137301.04         | $110719.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $2775.00           | $2204.38           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.5000%  | 0.0000% | $382.77            | $275.68            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.5000%  | 0.0000% | $1290.00           | $955.99            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 5.5000%  | 0.0000% | $8789.37           | $7397.95           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-10-01      | 3.5000%  | 0.0000% | $15.00             | $3.42              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-05-01      | 4.0000%  | 0.0000% | $212592.60         | $46081.77          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.0000%  | 0.0000% | $60560.16          | $13762.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-07-01      | 4.5000%  | 0.0000% | $30.72             | $7.71              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 2.5000%  | 0.0000% | $15.00             | $7.50              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $458463.36         | $233388.07         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $15.36             | $8.10              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $15.36             | $8.07              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-11-01      | 2.0000%  | 0.0000% | $323287.68         | $187633.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.0000%  | 0.0000% | $61200.00          | $34813.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.0000%  | 0.0000% | $1275.00           | $744.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-02-01      | 3.0000%  | 0.0000% | $6000.00           | $3845.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-03-01      | 2.0000%  | 0.0000% | $23.06             | $13.35             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 2.0000%  | 0.0000% | $141140.40         | $81085.06          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 1.5000%  | 0.0000% | $662890.58         | $376902.64         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $17.67             | $10.32             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $1121.86           | $650.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $103763.00         | $46343.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-05-01      | 2.5000%  | 0.0000% | $1695.00           | $1098.25           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.5000%  | 0.0000% | $4092.52           | $2462.33           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $2895.02           | $1783.55           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $7284.50           | $4877.32           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.0000%  | 0.0000% | $363989.44         | $230670.11         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $855.00            | $540.61            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $28127.79          | $18945.24          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $2115.00           | $1464.98           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.5000%  | 0.0000% | $1151.67           | $801.36            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.0000%  | 0.0000% | $750.00            | $496.59            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.0000%  | 0.0000% | $15.00             | $10.36             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.0000%  | 0.0000% | $15.00             | $10.81             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $15.00             | $10.56             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 4.0000%  | 0.0000% | $67628.88          | $42916.48          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 4.0000%  | 0.0000% | $7455.00           | $5714.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $1861.23           | $1370.14           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.0000%  | 0.0000% | $15.00             | $10.89             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.5000%  | 0.0000% | $14072.43          | $11262.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 5.0000%  | 0.0000% | $193038.20         | $146797.35         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $171.00            | $136.02            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.5000%  | 0.0000% | $409.50            | $335.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.5000%  | 0.0000% | $63275.08          | $48883.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.0000%  | 0.0000% | $579331.24         | $508305.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 6.5000%  | 0.0000% | $16894.42          | $14677.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 4.0000%  | 0.0000% | $15.00             | $12.45             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $15.00             | $12.78             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 6.0000%  | 0.0000% | $55555.80          | $45114.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $3546.64           | $2774.54           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 6.0000%  | 0.0000% | $15.00             | $11.32             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 4.0000%  | 0.0000% | $15.00             | $12.58             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.5000%  | 0.0000% | $15.00             | $11.60             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $45.00             | $36.91             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $15.00             | $13.09             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $816.38            | $713.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 5.0000%  | 0.0000% | $15.03             | $13.66             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $4368.08           | $3663.85           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 6.0000%  | 0.0000% | $15.00             | $12.66             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 5.5000%  | 0.0000% | $196541.13         | $177441.53         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $15.00             | $14.49             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.0000%  | 0.0000% | $15.00             | $13.79             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $616.53            | $578.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $15.00             | $14.03             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.0000%  | 0.0000% | $15.00             | $14.42             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $15.12             | $13.05             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $15.00             | $13.49             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.5000%  | 0.0000% | $18610.26          | $14030.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $1847.24           | $1459.36           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.0000%  | 0.0000% | $705093.60         | $667504.96         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 4.5000%  | 0.0000% | $1350.00           | $1263.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.0000%  | 0.0000% | $15.00             | $11.60             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $83372.31          | $77308.45          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 4.0000%  | 0.0000% | $15.12             | $13.72             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 5.5000%  | 0.0000% | $154113.60         | $152583.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $369404.62         | $303012.25         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $161332.02         | $159758.84         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.0000%  | 0.0000% | $160074.96         | $157102.17         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-08-01      | 5.0000%  | 0.0000% | $31275.00          | $8525.78           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-03-01      | 3.0000%  | 0.0000% | $38835.00          | $11905.21          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 3.0000%  | 0.0000% | $891009.00         | $169660.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 2.5000%  | 0.0000% | $129421.68         | $60774.90          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 3.0000%  | 0.0000% | $23925.00          | $9265.55           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 3.0000%  | 0.0000% | $1540.29           | $622.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $15.00             | $9.58              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $42667.64          | $27744.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-06-01      | 3.0000%  | 0.0000% | $17730.00          | $9614.96           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $780.00            | $467.54            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-09-01      | 3.0000%  | 0.0000% | $232120.77         | $31604.32          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.5000%  | 0.0000% | $104614.29         | $55619.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 2.5000%  | 0.0000% | $127350.72         | $80511.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 3.0000%  | 0.0000% | $675828.50         | $427880.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $1125.00           | $764.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.0000%  | 0.0000% | $15.00             | $9.39              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $33454.42          | $20199.44          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-01-01      | 3.0000%  | 0.0000% | $2475.00           | $1623.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 2.5000%  | 0.0000% | $257.80            | $166.46            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $675.00            | $447.98            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $1440.00           | $943.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $30.00             | $19.47             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $17.82             | $11.99             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $15.00             | $9.82              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.5000%  | 0.0000% | $8373.92           | $5489.83           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $1500.00           | $983.28            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $570.00            | $404.64            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $15.00             | $10.56             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $15.00             | $10.68             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $1200.00           | $843.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $18000.00          | $11936.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $600.00            | $475.34            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.0000%  | 0.0000% | $2298.75           | $1574.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 4.0000%  | 0.0000% | $1425.00           | $930.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $535336.44         | $350188.68         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 2.5000%  | 0.0000% | $735.00            | $501.24            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.5000%  | 0.0000% | $163.50            | $126.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $990.00            | $721.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $670.11            | $542.43            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $46886.40          | $38275.45          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.5000%  | 0.0000% | $630.00            | $473.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.5000%  | 0.0000% | $975.00            | $762.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-02-01      | 2.5000%  | 0.0000% | $150.00            | $107.38            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $30000.00          | $21268.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $525.00            | $423.64            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $15.00             | $13.51             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $15.36             | $12.30             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $130574.88         | $107689.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $11940.00          | $9533.81           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $17609.14          | $14592.56          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $4113.12           | $3054.96           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.0000%  | 0.0000% | $750.00            | $523.89            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 3.0000%  | 0.0000% | $900.00            | $682.63            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $813.60            | $699.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2226.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $59527.68          | $52783.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $43.68             | $36.70             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $15.00             | $12.04             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.5000%  | 0.0000% | $675.00            | $515.01            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $540.00            | $396.07            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.0000%  | 0.0000% | $435.00            | $334.29            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-12-01      | 3.5000%  | 0.0000% | $10859.76          | $8281.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $799.65            | $710.27            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $12594.30          | $9154.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $5250.00           | $3959.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $15.00             | $13.68             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $615.00            | $497.15            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.5000%  | 0.0000% | $56062.50          | $48082.54          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $15.00             | $13.22             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.5000%  | 0.0000% | $900.00            | $705.68            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 4.5000%  | 0.0000% | $231.08            | $194.19            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.5000%  | 0.0000% | $675.00            | $607.81            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $30.00             | $24.41             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.0000%  | 0.0000% | $15.00             | $11.80             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $682.92            | $544.69            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $540.00            | $456.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.5000%  | 0.0000% | $15.36             | $11.37             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.0000%  | 0.0000% | $16965.36          | $15482.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.5000%  | 0.0000% | $616665.00         | $507336.33         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $6000.00           | $5665.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 5.0000%  | 0.0000% | $1259.31           | $1124.84           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $30.00             | $24.38             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 2.5000%  | 0.0000% | $15.00             | $11.64             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.0000%  | 0.0000% | $367572.54         | $328593.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $233474.88         | $217656.42         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.0000%  | 0.0000% | $720.00            | $532.18            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 3.5000%  | 0.0000% | $31384.02          | $26926.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 4.5000%  | 0.0000% | $45.50             | $40.90             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.5000%  | 0.0000% | $886470.00         | $704717.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 6.5000%  | 0.0000% | $15.02             | $13.87             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $305031.86         | $264043.61         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-10-01      | 5.5000%  | 0.0000% | $15.00             | $14.03             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $77100.76          | $74576.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 4.0000%  | 0.0000% | $181664.40         | $161150.49         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 5.5000%  | 0.0000% | $864.48            | $863.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 6.0000%  | 0.0000% | $30.00             | $30.22             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-04-01      | 4.5000%  | 0.0000% | $142346.48         | $566.16            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-06-01      | 4.0000%  | 0.0000% | $22950.00          | $1959.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 3.5000%  | 0.0000% | $15.12             | $1.86              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-07-01      | 3.5000%  | 0.0000% | $64415.34          | $4367.65           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2027-07-01      | 2.5000%  | 0.0000% | $15.00             | $0.62              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-07-01      | 3.5000%  | 0.0000% | $967658.04         | $106663.84         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-05-01      | 4.0000%  | 0.0000% | $15.06             | $1.38              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.0000%  | 0.0000% | $15.00             | $9.19              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.5000%  | 0.0000% | $240.06            | $141.42            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2036-08-01      | 2.5000%  | 0.0000% | $31694.08          | $17986.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.0000%  | 0.0000% | $1077.64           | $585.78            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2034-09-01      | 3.0000%  | 0.0000% | $26175.00          | $3062.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-09-01      | 3.5000%  | 0.0000% | $3510.00           | $408.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 3.0000%  | 0.0000% | $110686.32         | $43569.90          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-01-01      | 3.5000%  | 0.0000% | $130313.28         | $49863.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 2.0000%  | 0.0000% | $113594.74         | $66314.48          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $7500.00           | $5052.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 2.0000%  | 0.0000% | $6899.24           | $4595.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $1110.00           | $806.22            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $120.00            | $90.87             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-06-01      | 2.5000%  | 0.0000% | $15.00             | $9.97              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $135.00            | $105.65            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $50667.74          | $41332.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $177053.88         | $142521.96         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $450.00            | $383.11            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $86670.96          | $65352.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 6.0000%  | 0.0000% | $26994.74          | $21580.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 5.5000%  | 0.0000% | $678113.13         | $576595.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $645.00            | $511.51            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 5.0000%  | 0.0000% | $555.00            | $507.52            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 4.0000%  | 0.0000% | $15.00             | $12.71             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 5.0000%  | 0.0000% | $30.00             | $27.38             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $447190.86         | $375868.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $4351.17           | $4262.15           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-06-01      | 5.5000%  | 0.0000% | $15434.66          | $15571.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-04-01      | 5.5000%  | 0.0000% | $6341.70           | $375.28            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $1500.00           | $1499.51           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $367622.91         | $353770.02         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $15.00             | $15.07             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $85493.04          | $84200.50          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 5.5000%  | 0.0000% | $26757.70          | $26879.13          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.5000%  | 0.0000% | $5993.07           | $6036.11           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $15.03             | $15.46             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $47584.70          | $48797.99          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $71186.64          | $73131.71          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.5000%  | 0.0000% | $39446.60          | $39962.63          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.5000%  | 0.0000% | $74544.22          | $75019.12          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $15.00             | $15.49             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $24397.56          | $24844.82          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $15.33             | $15.41             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.0000%  | 0.0000% | $15.00             | $14.39             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $892568.67         | $864693.95         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $15.00             | $14.95             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 6.0000%  | 0.0000% | $44.07             | $44.96             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-25      | 2.5000%  | 0.0000% | $19.46             | $16.04             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 7.0000%  | 0.0000% | $192273.75         | $176310.18         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $18454.10          | $15382.07          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 5.5000%  | 0.0000% | $30.00             | $27.33             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $29.76             | $28.24             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-09-20      | 4.0000%  | 0.0000% | $3218008.82        | $217119.31         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.5000%  | 0.0000% | $30.45             | $3.22              | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-10-20      | 3.0000%  | 0.0000% | $3000.48           | $408.51            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-02-20      | 3.0000%  | 0.0000% | $30.36             | $4.74              | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $15.00             | $1.49              | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-12-20      | 3.0000%  | 0.0000% | $9660.09           | $1697.14           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-04-20      | 3.5000%  | 0.0000% | $280697.76         | $57333.49          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 3.5000%  | 0.0000% | $2579558.22        | $1837471.10        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 4.0000%  | 0.0000% | $721779.88         | $518843.89         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 2.5000%  | 0.0000% | $1742865.60        | $1141941.94        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.0000%  | 0.0000% | $691247.86         | $512038.61         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 2.0000%  | 0.0000% | $82620.58          | $42980.60          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.5000%  | 0.0000% | $15.00             | $9.06              | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.0000%  | 0.0000% | $1305.38           | $843.60            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.5000%  | 0.0000% | $352544.18         | $268629.02         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-09-20      | 4.5000%  | 0.0000% | $454453.47         | $354144.87         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.5000%  | 0.0000% | $715712.19         | $524168.70         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $4158.30           | $3244.03           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 4.5000%  | 0.0000% | $13854.75          | $11031.63          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-12-20      | 4.0000%  | 0.0000% | $15.00             | $12.09             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.0000%  | 0.0000% | $339235.53         | $268088.57         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 6.0000%  | 0.0000% | $91760.08          | $56274.00          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.5000%  | 0.0000% | $998358.12         | $771184.30         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $867870.72         | $637442.94         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 4.5000%  | 0.0000% | $1021.50           | $885.88            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 2.5000%  | 0.0000% | $15.00             | $10.67             | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-05-15      | 4.7600%  | 0.0000% | $16710.76          | $16299.23          | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-04-15      | 5.0000%  | 0.0000% | $89344.05          | $87741.58          | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-01-15      | 5.7000%  | 0.0000% | $15868.50          | $16381.82          | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-04-15      | 5.7900%  | 0.0000% | $123508.35         | $129577.21         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-01-15      | 6.2000%  | 0.0000% | $15.02             | $16.23             | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3900%  | 0.0000% | $55346.58          | $56799.04          | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3900%  | 0.0000% | $87109.50          | $89395.51          | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-03-15      | 5.7500%  | 0.0000% | $2364.32           | $2487.88           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $15.00             | $13.96             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $3033.00           | $3116.28           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $22319.88          | $21960.75          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $46.76             | $48.19             | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 5.3018%  | 0.0000% | $300000.00         | $206682.67         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-05-20      | 3.5000%  | 0.0000% | $233663.25         | $137244.81         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-10-20      | 3.5000%  | 0.0000% | $750000.00         | $499951.52         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.0000%  | 0.0000% | $2912931.84        | $1850030.38        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-12-20      | 2.5000%  | 0.0000% | $1048296.82        | $638575.04         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-01-20      | 3.5000%  | 0.0000% | $750000.00         | $515638.84         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-01-20      | 2.5000%  | 0.0000% | $4185.30           | $2635.77           | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.0000%  | 0.0000% | $1997820.00        | $1281940.21        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $1782405.00        | $1189725.18        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.5000%  | 0.0000% | $749963.50         | $382244.85         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $1003549.74        | $671914.38         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-04-20      | 4.0000%  | 0.0000% | $2079542.73        | $1440503.10        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-02-20      | 5.3018%  | 0.0000% | $749970.00         | $440722.76         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-03-20      | 5.2019%  | 0.0000% | $750000.00         | $449495.05         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-04-20      | 5.2019%  | 0.0000% | $4924007.64        | $3018726.95        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.5518%  | 0.0000% | $149969.85         | $81899.57          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-09-20      | 5.5019%  | 0.0000% | $334387.48         | $135051.26         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-01-20      | 5.3018%  | 0.0000% | $348391.50         | $232903.86         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-01-20      | 5.5019%  | 0.0000% | $218745.00         | $115984.45         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-02-20      | 5.3018%  | 0.0000% | $749924.16         | $410765.20         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.5019%  | 0.0000% | $749970.00         | $527634.07         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.3518%  | 0.0000% | $49818.75          | $34889.27          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.4018%  | 0.0000% | $750000.00         | $526278.85         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.6018%  | 0.0000% | $1500000.00        | $865637.55         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.6018%  | 0.0000% | $1500000.00        | $902489.12         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-08-20      | 5.3618%  | 0.0000% | $18523.26          | $16309.08          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 5.4519%  | 0.0000% | $1055273.70        | $998993.29         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 5.5019%  | 0.0000% | $551560.46         | $449996.37         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 5.4119%  | 0.0000% | $6567.00           | $5161.72           | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 5.4018%  | 0.0000% | $171813.60         | $147254.50         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.4519%  | 0.0000% | $20.55             | $18.88             | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.3719%  | 0.0000% | $60696.24          | $56294.12          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.4119%  | 0.0000% | $35175.30          | $34065.63          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-04-20      | 5.6018%  | 0.0000% | $34789.50          | $34702.87          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $34551.00          | $34551.94          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $263453.49         | $263598.81         | Agency Mortgage-Backed Securities   |
| U.S. TREASURY NONCALLABLE STRIP          | 2046-11-15      | 0.0000%  | 0.0000% | $85524.00          | $29688.54          | U.S. Treasuries (including strips)  |
| TREASURY INFLATION BOND                  | 2043-02-15      | 0.6250%  | 0.0000% | $31141.50          | $32274.38          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2046-02-15      | 2.5000%  | 0.0000% | $19863.00          | $13894.49          | U.S. Treasuries (including strips)  |
| TREASURY INFLATION BOND                  | 2053-02-15      | 1.5000%  | 0.0000% | $12.00             | $10.31             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-03-31      | 2.2500%  | 0.0000% | $27.00             | $26.78             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-08-31      | 1.3750%  | 0.0000% | $1.50              | $1.46              | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-08-31      | 1.1250%  | 0.0000% | $255.00            | $236.19            | U.S. Treasuries (including strips)  |
| TREASURY INFLATION ADJUSTED NOTE         | 2033-07-15      | 1.3750%  | 0.0000% | $15.00             | $15.47             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-01-31      | 4.0000%  | 0.0000% | $318496.50         | $325585.78         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-02-15      | 4.0000%  | 0.0000% | $2011920.00        | $2017436.94        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-02-28      | 4.2500%  | 0.0000% | $15.00             | $15.48             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-06-30      | 4.2500%  | 0.0000% | $1.50              | $1.53              | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $363.00            | $369.20            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-15      | 4.2500%  | 0.0000% | $12543.00          | $12905.03          | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $1.50              | $1.51              | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-06-30      | 4.0000%  | 0.0000% | $5899.50           | $5892.60           | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Invesco Variable Insurance Funds

**Date:** 2025-07-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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