# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001145549-25-046032
**Filing Date:** 2025-7
**Character Count:** 537088
**Document Hash:** d55c793c199214d79001a04d68d219e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046032.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046032

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 251110066

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000842790

**LEI of Registrant:** G61U5I6LJJEX0O3SU057

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

**LEI of Series:** 549300FZWHBQKHBZX613

**EDGAR Series Identifier:** S000000253

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 9 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $6197908252.10

- **Amortized Cost of Portfolio Securities:** $6197317471.81

- **Cash:** $1139.35

- **Total Other Assets:** $24254731.09

- **Total Liabilities:** $23348290.23

- **Net Assets of Series:** $6198225052.02

- **Number of Shares Outstanding (Series):** 6198786701.4200

- **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 | $3120588905.37            | $4447787380.37             | 50.2700%                  | 71.6500%                   |
| 2025-06-03 | $3195330453.47            | $4442532953.47             | 51.5100%                  | 71.6200%                   |
| 2025-06-04 | $3311866890.02            | $4439635115.02             | 53.4200%                  | 71.6100%                   |
| 2025-06-05 | $3022613872.72            | $4435386435.22             | 48.7900%                  | 71.5900%                   |
| 2025-06-06 | $3081784839.65            | $4571561427.15             | 49.6700%                  | 73.6800%                   |
| 2025-06-09 | $3118811558.09            | $4573600220.59             | 50.2500%                  | 73.6800%                   |
| 2025-06-10 | $3196007962.01            | $4570238149.51             | 51.5200%                  | 73.6700%                   |
| 2025-06-11 | $3310631594.66            | $4562852994.66             | 53.4300%                  | 73.6400%                   |
| 2025-06-12 | $3184778206.34            | $4557003818.84             | 51.5300%                  | 73.7400%                   |
| 2025-06-13 | $3308199560.63            | $4485187248.13             | 53.4200%                  | 72.4300%                   |
| 2025-06-16 | $3222528618.10            | $4474516305.60             | 52.1200%                  | 72.3700%                   |
| 2025-06-17 | $3392576954.73            | $4489576954.73             | 54.7400%                  | 72.4400%                   |
| 2025-06-18 | $3160234408.66            | $4488392102.41             | 51.0000%                  | 72.4400%                   |
| 2025-06-20 | $3330694778.95            | $4510852472.70             | 53.5700%                  | 72.5600%                   |
| 2025-06-23 | $3349586692.51            | $4504744386.26             | 53.9200%                  | 72.5200%                   |
| 2025-06-24 | $3561899867.24            | $4525899867.24             | 57.1500%                  | 72.6100%                   |
| 2025-06-25 | $3224123280.16            | $4514855317.66             | 51.7600%                  | 72.4800%                   |
| 2025-06-26 | $3234624261.55            | $4513356299.05             | 51.9500%                  | 72.4800%                   |
| 2025-06-27 | $3292169329.25            | $4510901366.75             | 52.8900%                  | 72.4700%                   |
| 2025-06-30 | $3278571231.58            | $4507303269.08             | 52.7000%                  | 72.4500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.4200%             |
| 2025-06-03 | 4.4200%             |
| 2025-06-04 | 4.4200%             |
| 2025-06-05 | 4.4100%             |
| 2025-06-06 | 4.4000%             |
| 2025-06-09 | 4.3700%             |
| 2025-06-10 | 4.3700%             |
| 2025-06-11 | 4.3700%             |
| 2025-06-12 | 4.3700%             |
| 2025-06-13 | 4.3700%             |
| 2025-06-16 | 4.3700%             |
| 2025-06-17 | 4.3700%             |
| 2025-06-18 | 4.3800%             |
| 2025-06-20 | 4.3800%             |
| 2025-06-23 | 4.3800%             |
| 2025-06-24 | 4.3800%             |
| 2025-06-25 | 4.3800%             |
| 2025-06-26 | 4.3900%             |
| 2025-06-27 | 4.4000%             |
| 2025-06-30 | 4.4400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.9999                      |
|  |  |
| 2025-06-03 | 0.9999                      |
|  |  |
| 2025-06-04 | 0.9999                      |
|  |  |
| 2025-06-05 | 0.9999                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |
| 2025-06-09 | 0.9999                      |
|  |  |
| 2025-06-10 | 0.9999                      |
|  |  |
| 2025-06-11 | 0.9999                      |
|  |  |
| 2025-06-12 | 0.9999                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 0.9999                      |
|  |  |
| 2025-06-17 | 0.9999                      |
|  |  |
| 2025-06-18 | 0.9999                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 0.9999                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |

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

### Class: B

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.0000          |
|  |  |
| 2025-06-03 | 0.0000          |
|  |  |
| 2025-06-04 | 0.0000          |
|  |  |
| 2025-06-05 | 0.0000          |
|  |  |
| 2025-06-06 | 0.0000          |
|  |  |
| 2025-06-09 | 0.0000          |
|  |  |
| 2025-06-10 | 0.0000          |
|  |  |
| 2025-06-11 | 0.0000          |
|  |  |
| 2025-06-12 | 0.0000          |
|  |  |
| 2025-06-13 | 0.0000          |
|  |  |
| 2025-06-16 | 0.0000          |
|  |  |
| 2025-06-17 | 0.0000          |
|  |  |
| 2025-06-18 | 0.0000          |
|  |  |
| 2025-06-20 | 0.0000          |
|  |  |
| 2025-06-23 | 0.0000          |
|  |  |
| 2025-06-24 | 0.0000          |
|  |  |
| 2025-06-25 | 0.0000          |
|  |  |
| 2025-06-26 | 0.0000          |
|  |  |
| 2025-06-27 | 0.0000          |
|  |  |
| 2025-06-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%           |
| 2025-06-03 | 0.0000%           |
| 2025-06-04 | 0.0000%           |
| 2025-06-05 | 0.0000%           |
| 2025-06-06 | 0.0000%           |
| 2025-06-09 | 0.0000%           |
| 2025-06-10 | 0.0000%           |
| 2025-06-11 | 0.0000%           |
| 2025-06-12 | 0.0000%           |
| 2025-06-13 | 0.0000%           |
| 2025-06-16 | 0.0000%           |
| 2025-06-17 | 0.0000%           |
| 2025-06-18 | 0.0000%           |
| 2025-06-20 | 0.0000%           |
| 2025-06-23 | 0.0000%           |
| 2025-06-24 | 0.0000%           |
| 2025-06-25 | 0.0000%           |
| 2025-06-26 | 0.0000%           |
| 2025-06-27 | 0.0000%           |
| 2025-06-30 | 0.0000%           |

### Class: C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $122030900.64

- **Number of Shares Outstanding:** 122043186.7180

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 0.9999          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $172816.94                | $175172.55              |
| 2025-06-03 | $282977.61                | $253812.35              |
| 2025-06-04 | $180597.16                | $249341.52              |
| 2025-06-05 | $25458.96                 | $813152.31              |
| 2025-06-06 | $32754.53                 | $269893.25              |
| 2025-06-09 | $64114.57                 | $101364.51              |
| 2025-06-10 | $205266.32                | $52116.08               |
| 2025-06-11 | $61493.48                 | $156715.08              |
| 2025-06-12 | $20212.46                 | $119227.48              |
| 2025-06-13 | $97586.08                 | $101760.01              |
| 2025-06-16 | $205348.35                | $291372.66              |
| 2025-06-17 | $44596.60                 | $127973.61              |
| 2025-06-18 | $30820.33                 | $180937.86              |
| 2025-06-20 | $418035.85                | $67692.18               |
| 2025-06-23 | $43200.81                 | $282839.65              |
| 2025-06-24 | $3634198.71               | $164149.28              |
| 2025-06-25 | $39870.73                 | $166119.60              |
| 2025-06-26 | $68436.90                 | $267648.82              |
| 2025-06-27 | $45692.99                 | $693820.63              |
| 2025-06-30 | $64186.58                 | $141803.84              |

**Total Gross Subscriptions (Month):** $5737665.96

**Total Gross Redemptions (Month):** $4676913.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.3600%           |
| 2025-06-03 | 3.3600%           |
| 2025-06-04 | 3.3500%           |
| 2025-06-05 | 3.3500%           |
| 2025-06-06 | 3.3400%           |
| 2025-06-09 | 3.3200%           |
| 2025-06-10 | 3.3200%           |
| 2025-06-11 | 3.3200%           |
| 2025-06-12 | 3.3200%           |
| 2025-06-13 | 3.3200%           |
| 2025-06-16 | 3.3200%           |
| 2025-06-17 | 3.3200%           |
| 2025-06-18 | 3.3200%           |
| 2025-06-20 | 3.3300%           |
| 2025-06-23 | 3.3200%           |
| 2025-06-24 | 3.3200%           |
| 2025-06-25 | 3.3300%           |
| 2025-06-26 | 3.3400%           |
| 2025-06-27 | 3.3500%           |
| 2025-06-30 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.5800%          | 0.0000%              |

### Class: R

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $202007988.57

- **Number of Shares Outstanding:** 202028100.2780

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 0.9999          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $762712.81                | $81198.26               |
| 2025-06-03 | $1236704.99               | $153561.78              |
| 2025-06-04 | $688862.03                | $295588.15              |
| 2025-06-05 | $70790.24                 | $1367505.45             |
| 2025-06-06 | $72309.74                 | $615558.62              |
| 2025-06-09 | $174669.25                | $262295.20              |
| 2025-06-10 | $173443.69                | $1162667.93             |
| 2025-06-11 | $2796006.22               | $7616.28                |
| 2025-06-12 | $110332.66                | $152855.52              |
| 2025-06-13 | $173208.52                | $56237.07               |
| 2025-06-16 | $95859.03                 | $406816.78              |
| 2025-06-17 | $54640.41                 | $244408.11              |
| 2025-06-18 | $268144.86                | $212620.64              |
| 2025-06-20 | $90011.30                 | $75119.55               |
| 2025-06-23 | $367070.03                | $245049.42              |
| 2025-06-24 | $506926.87                | $170635.40              |
| 2025-06-25 | $50881.51                 | $64151.29               |
| 2025-06-26 | $157691.16                | $483741.50              |
| 2025-06-27 | $36321.99                 | $263726.10              |
| 2025-06-30 | $292559.35                | $60486.52               |

**Total Gross Subscriptions (Month):** $8179146.66

**Total Gross Redemptions (Month):** $6381839.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.7100%           |
| 2025-06-03 | 3.7100%           |
| 2025-06-04 | 3.7000%           |
| 2025-06-05 | 3.7000%           |
| 2025-06-06 | 3.6900%           |
| 2025-06-09 | 3.6700%           |
| 2025-06-10 | 3.6700%           |
| 2025-06-11 | 3.6700%           |
| 2025-06-12 | 3.6700%           |
| 2025-06-13 | 3.6700%           |
| 2025-06-16 | 3.6700%           |
| 2025-06-17 | 3.6700%           |
| 2025-06-18 | 3.6700%           |
| 2025-06-20 | 3.6800%           |
| 2025-06-23 | 3.6700%           |
| 2025-06-24 | 3.6700%           |
| 2025-06-25 | 3.6800%           |
| 2025-06-26 | 3.6900%           |
| 2025-06-27 | 3.7000%           |
| 2025-06-30 | 3.7400%           |

### Class: Cash Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $4829064481.84

- **Number of Shares Outstanding:** 4829495418.8700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 0.9999          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $30452578.78              | $10801917.56            |
| 2025-06-03 | $10407809.06              | $17204611.79            |
| 2025-06-04 | $10791642.46              | $14560546.21            |
| 2025-06-05 | $10934183.43              | $11731417.27            |
| 2025-06-06 | $12417531.17              | $10645649.04            |
| 2025-06-09 | $15125710.93              | $15495076.08            |
| 2025-06-10 | $12750483.23              | $13724306.48            |
| 2025-06-11 | $10328119.89              | $20262858.23            |
| 2025-06-12 | $11024564.51              | $21594916.26            |
| 2025-06-13 | $21842251.60              | $12026174.89            |
| 2025-06-16 | $10500263.85              | $21434555.05            |
| 2025-06-17 | $33243828.95              | $19546862.55            |
| 2025-06-18 | $11029381.14              | $23106452.88            |
| 2025-06-20 | $26430173.53              | $11624273.15            |
| 2025-06-23 | $16023931.41              | $23733741.49            |
| 2025-06-24 | $29216576.40              | $11068997.89            |
| 2025-06-25 | $14457147.40              | $20800682.80            |
| 2025-06-26 | $10893393.22              | $12638702.86            |
| 2025-06-27 | $13282660.36              | $16229569.17            |
| 2025-06-30 | $9466322.12               | $11443975.05            |

**Total Gross Subscriptions (Month):** $320618553.44

**Total Gross Redemptions (Month):** $319675286.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9600%           |
| 2025-06-03 | 3.9600%           |
| 2025-06-04 | 3.9500%           |
| 2025-06-05 | 3.9500%           |
| 2025-06-06 | 3.9400%           |
| 2025-06-09 | 3.9200%           |
| 2025-06-10 | 3.9200%           |
| 2025-06-11 | 3.9200%           |
| 2025-06-12 | 3.9200%           |
| 2025-06-13 | 3.9200%           |
| 2025-06-16 | 3.9200%           |
| 2025-06-17 | 3.9200%           |
| 2025-06-18 | 3.9200%           |
| 2025-06-20 | 3.9300%           |
| 2025-06-23 | 3.9200%           |
| 2025-06-24 | 3.9200%           |
| 2025-06-25 | 3.9300%           |
| 2025-06-26 | 3.9400%           |
| 2025-06-27 | 3.9500%           |
| 2025-06-30 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 42.6100%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $223096938.31

- **Number of Shares Outstanding:** 223116172.6640

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $885446.22                | $269082.58              |
| 2025-06-03 | $179353.30                | $157757.69              |
| 2025-06-04 | $131954.52                | $448371.45              |
| 2025-06-05 | $178048.82                | $236088.21              |
| 2025-06-06 | $176380.97                | $338009.52              |
| 2025-06-09 | $38089.77                 | $115853.08              |
| 2025-06-10 | $84849.61                 | $527656.15              |
| 2025-06-11 | $406667.52                | $717616.28              |
| 2025-06-12 | $775711.97                | $195454.45              |
| 2025-06-13 | $42848.64                 | $155804.61              |
| 2025-06-16 | $380431.16                | $877444.99              |
| 2025-06-17 | $2055025.75               | $494118.18              |
| 2025-06-18 | $139375.83                | $87044.11               |
| 2025-06-20 | $62172.25                 | $166376.60              |
| 2025-06-23 | $690895.00                | $456429.57              |
| 2025-06-24 | $561696.16                | $255043.64              |
| 2025-06-25 | $1472640.07               | $1820865.01             |
| 2025-06-26 | $640645.54                | $661955.78              |
| 2025-06-27 | $52116.32                 | $336002.54              |
| 2025-06-30 | $3118570.06               | $4084163.86             |

**Total Gross Subscriptions (Month):** $12072919.48

**Total Gross Redemptions (Month):** $12401138.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1100%           |
| 2025-06-03 | 4.1100%           |
| 2025-06-04 | 4.1000%           |
| 2025-06-05 | 4.1000%           |
| 2025-06-06 | 4.0900%           |
| 2025-06-09 | 4.0700%           |
| 2025-06-10 | 4.0700%           |
| 2025-06-11 | 4.0700%           |
| 2025-06-12 | 4.0700%           |
| 2025-06-13 | 4.0700%           |
| 2025-06-16 | 4.0700%           |
| 2025-06-17 | 4.0700%           |
| 2025-06-18 | 4.0700%           |
| 2025-06-20 | 4.0800%           |
| 2025-06-23 | 4.0700%           |
| 2025-06-24 | 4.0700%           |
| 2025-06-25 | 4.0800%           |
| 2025-06-26 | 4.0900%           |
| 2025-06-27 | 4.1000%           |
| 2025-06-30 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 37.0600%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.0000          |
|  |  |
| 2025-06-03 | 0.0000          |
|  |  |
| 2025-06-04 | 0.0000          |
|  |  |
| 2025-06-05 | 0.0000          |
|  |  |
| 2025-06-06 | 0.0000          |
|  |  |
| 2025-06-09 | 0.0000          |
|  |  |
| 2025-06-10 | 0.0000          |
|  |  |
| 2025-06-11 | 0.0000          |
|  |  |
| 2025-06-12 | 0.0000          |
|  |  |
| 2025-06-13 | 0.0000          |
|  |  |
| 2025-06-16 | 0.0000          |
|  |  |
| 2025-06-17 | 0.0000          |
|  |  |
| 2025-06-18 | 0.0000          |
|  |  |
| 2025-06-20 | 0.0000          |
|  |  |
| 2025-06-23 | 0.0000          |
|  |  |
| 2025-06-24 | 0.0000          |
|  |  |
| 2025-06-25 | 0.0000          |
|  |  |
| 2025-06-26 | 0.0000          |
|  |  |
| 2025-06-27 | 0.0000          |
|  |  |
| 2025-06-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%           |
| 2025-06-03 | 0.0000%           |
| 2025-06-04 | 0.0000%           |
| 2025-06-05 | 0.0000%           |
| 2025-06-06 | 0.0000%           |
| 2025-06-09 | 0.0000%           |
| 2025-06-10 | 0.0000%           |
| 2025-06-11 | 0.0000%           |
| 2025-06-12 | 0.0000%           |
| 2025-06-13 | 0.0000%           |
| 2025-06-16 | 0.0000%           |
| 2025-06-17 | 0.0000%           |
| 2025-06-18 | 0.0000%           |
| 2025-06-20 | 0.0000%           |
| 2025-06-23 | 0.0000%           |
| 2025-06-24 | 0.0000%           |
| 2025-06-25 | 0.0000%           |
| 2025-06-26 | 0.0000%           |
| 2025-06-27 | 0.0000%           |
| 2025-06-30 | 0.0000%           |

### Class: Y

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $440907085.70

- **Number of Shares Outstanding:** 440946824.5410

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 0.9999          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $7822060.46               | $815513.96              |
| 2025-06-03 | $2838950.03               | $1865490.40             |
| 2025-06-04 | $312636.44                | $179252.12              |
| 2025-06-05 | $1747743.60               | $3524124.88             |
| 2025-06-06 | $9159538.95               | $881808.31              |
| 2025-06-09 | $1222036.79               | $836976.70              |
| 2025-06-10 | $1130941.68               | $2418190.89             |
| 2025-06-11 | $565784.03                | $955420.50              |
| 2025-06-12 | $1281969.41               | $5999664.40             |
| 2025-06-13 | $2670676.37               | $750707.99              |
| 2025-06-16 | $806749.16                | $1786626.53             |
| 2025-06-17 | $750749.35                | $1243125.21             |
| 2025-06-18 | $11647984.97              | $929499.67              |
| 2025-06-20 | $6576217.82               | $2492338.58             |
| 2025-06-23 | $1322338.90               | $875072.65              |
| 2025-06-24 | $740276.52                | $1621541.14             |
| 2025-06-25 | $1979846.24               | $7501172.90             |
| 2025-06-26 | $1258028.71               | $1495359.79             |
| 2025-06-27 | $2670589.43               | $1622588.00             |
| 2025-06-30 | $6285275.20               | $1759357.76             |

**Total Gross Subscriptions (Month):** $62790394.06

**Total Gross Redemptions (Month):** $39553832.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1100%           |
| 2025-06-03 | 4.1100%           |
| 2025-06-04 | 4.1000%           |
| 2025-06-05 | 4.1000%           |
| 2025-06-06 | 4.0900%           |
| 2025-06-09 | 4.0700%           |
| 2025-06-10 | 4.0700%           |
| 2025-06-11 | 4.0700%           |
| 2025-06-12 | 4.0700%           |
| 2025-06-13 | 4.0700%           |
| 2025-06-16 | 4.0700%           |
| 2025-06-17 | 4.0700%           |
| 2025-06-18 | 4.0700%           |
| 2025-06-20 | 4.0800%           |
| 2025-06-23 | 4.0700%           |
| 2025-06-24 | 4.0700%           |
| 2025-06-25 | 4.0800%           |
| 2025-06-26 | 4.0900%           |
| 2025-06-27 | 4.1000%           |
| 2025-06-30 | 4.1400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 64.3500%         | 0.0000%              |

### Class: AX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $58436743.57

- **Number of Shares Outstanding:** 58442889.0800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 0.9999          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $202907.93                | $40458.63               |
| 2025-06-03 | $47250.33                 | $38228.27               |
| 2025-06-04 | $6180.42                  | $13579.57               |
| 2025-06-05 | $3762.19                  | $46040.43               |
| 2025-06-06 | $25245.55                 | $185355.08              |
| 2025-06-09 | $20837.24                 | $11118.56               |
| 2025-06-10 | $18281.83                 | $35680.26               |
| 2025-06-11 | $21486.30                 | $4158.64                |
| 2025-06-12 | $3702.97                  | $6344.76                |
| 2025-06-13 | $4633.95                  | $11395.31               |
| 2025-06-16 | $3753.53                  | $73968.27               |
| 2025-06-17 | $88349.09                 | $31249.96               |
| 2025-06-18 | $8076.23                  | $14573.85               |
| 2025-06-20 | $9298.68                  | $8717.47                |
| 2025-06-23 | $27960.72                 | $19208.97               |
| 2025-06-24 | $25455.80                 | $11897.11               |
| 2025-06-25 | $2650.77                  | $5238.57                |
| 2025-06-26 | $23331.46                 | $20543.91               |
| 2025-06-27 | $2307.43                  | $25519.49               |
| 2025-06-30 | $7210.31                  | $28894.90               |

**Total Gross Subscriptions (Month):** $552682.73

**Total Gross Redemptions (Month):** $632172.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9600%           |
| 2025-06-03 | 3.9600%           |
| 2025-06-04 | 3.9500%           |
| 2025-06-05 | 3.9500%           |
| 2025-06-06 | 3.9400%           |
| 2025-06-09 | 3.9200%           |
| 2025-06-10 | 3.9200%           |
| 2025-06-11 | 3.9200%           |
| 2025-06-12 | 3.9200%           |
| 2025-06-13 | 3.9200%           |
| 2025-06-16 | 3.9200%           |
| 2025-06-17 | 3.9200%           |
| 2025-06-18 | 3.9200%           |
| 2025-06-20 | 3.9300%           |
| 2025-06-23 | 3.9200%           |
| 2025-06-24 | 3.9200%           |
| 2025-06-25 | 3.9300%           |
| 2025-06-26 | 3.9400%           |
| 2025-06-27 | 3.9500%           |
| 2025-06-30 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.0700%          | 0.0000%              |

### Class: BX

- **Minimum Initial Investment:** $1000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.0000          |
|  |  |
| 2025-06-03 | 0.0000          |
|  |  |
| 2025-06-04 | 0.0000          |
|  |  |
| 2025-06-05 | 0.0000          |
|  |  |
| 2025-06-06 | 0.0000          |
|  |  |
| 2025-06-09 | 0.0000          |
|  |  |
| 2025-06-10 | 0.0000          |
|  |  |
| 2025-06-11 | 0.0000          |
|  |  |
| 2025-06-12 | 0.0000          |
|  |  |
| 2025-06-13 | 0.0000          |
|  |  |
| 2025-06-16 | 0.0000          |
|  |  |
| 2025-06-17 | 0.0000          |
|  |  |
| 2025-06-18 | 0.0000          |
|  |  |
| 2025-06-20 | 0.0000          |
|  |  |
| 2025-06-23 | 0.0000          |
|  |  |
| 2025-06-24 | 0.0000          |
|  |  |
| 2025-06-25 | 0.0000          |
|  |  |
| 2025-06-26 | 0.0000          |
|  |  |
| 2025-06-27 | 0.0000          |
|  |  |
| 2025-06-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%           |
| 2025-06-03 | 0.0000%           |
| 2025-06-04 | 0.0000%           |
| 2025-06-05 | 0.0000%           |
| 2025-06-06 | 0.0000%           |
| 2025-06-09 | 0.0000%           |
| 2025-06-10 | 0.0000%           |
| 2025-06-11 | 0.0000%           |
| 2025-06-12 | 0.0000%           |
| 2025-06-13 | 0.0000%           |
| 2025-06-16 | 0.0000%           |
| 2025-06-17 | 0.0000%           |
| 2025-06-18 | 0.0000%           |
| 2025-06-20 | 0.0000%           |
| 2025-06-23 | 0.0000%           |
| 2025-06-24 | 0.0000%           |
| 2025-06-25 | 0.0000%           |
| 2025-06-26 | 0.0000%           |
| 2025-06-27 | 0.0000%           |
| 2025-06-30 | 0.0000%           |

### Class: CX

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $149956.65

- **Number of Shares Outstanding:** 149973.3520

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 0.9999          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $408.07                   | $0.00                   |
| 2025-06-03 | $176.00                   | $0.00                   |
| 2025-06-04 | $9.60                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $23.81                    | $0.00                   |
| 2025-06-09 | $59.20                    | $0.00                   |
| 2025-06-10 | $67.17                    | $0.00                   |
| 2025-06-11 | $59.60                    | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $155.00                   | $602.99                 |
| 2025-06-18 | $9.60                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $100.00                   | $0.00                   |
| 2025-06-24 | $9.60                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $75.00                    | $0.00                   |
| 2025-06-27 | $0.00                     | $701.62                 |
| 2025-06-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1152.65

**Total Gross Redemptions (Month):** $1304.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.2100%           |
| 2025-06-03 | 3.2100%           |
| 2025-06-04 | 3.2100%           |
| 2025-06-05 | 3.2000%           |
| 2025-06-06 | 3.1900%           |
| 2025-06-09 | 3.1700%           |
| 2025-06-10 | 3.1700%           |
| 2025-06-11 | 3.1700%           |
| 2025-06-12 | 3.1700%           |
| 2025-06-13 | 3.1700%           |
| 2025-06-16 | 3.1700%           |
| 2025-06-17 | 3.1700%           |
| 2025-06-18 | 3.1700%           |
| 2025-06-20 | 3.1800%           |
| 2025-06-23 | 3.1800%           |
| 2025-06-24 | 3.1800%           |
| 2025-06-25 | 3.1800%           |
| 2025-06-26 | 3.1900%           |
| 2025-06-27 | 3.2000%           |
| 2025-06-30 | 3.2400%           |

### Class: R6

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $12312001.00

- **Number of Shares Outstanding:** 12312668.2000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $158898.14                | $174.17                 |
| 2025-06-03 | $125389.88                | $5.59                   |
| 2025-06-04 | $8509.29                  | $16.33                  |
| 2025-06-05 | $8816.59                  | $0.98                   |
| 2025-06-06 | $55610.07                 | $114355.01              |
| 2025-06-09 | $6890.77                  | $0.00                   |
| 2025-06-10 | $1882.41                  | $0.00                   |
| 2025-06-11 | $8744.13                  | $189.65                 |
| 2025-06-12 | $528.69                   | $37549.19               |
| 2025-06-13 | $778.12                   | $0.28                   |
| 2025-06-16 | $9535.33                  | $126.81                 |
| 2025-06-17 | $2141.73                  | $11520.26               |
| 2025-06-18 | $8267.78                  | $0.00                   |
| 2025-06-20 | $4938.33                  | $3496.38                |
| 2025-06-23 | $26296.27                 | $2480.05                |
| 2025-06-24 | $2651.75                  | $0.00                   |
| 2025-06-25 | $7650.44                  | $348.00                 |
| 2025-06-26 | $3739.72                  | $0.00                   |
| 2025-06-27 | $74880.10                 | $104.94                 |
| 2025-06-30 | $11456.48                 | $0.61                   |

**Total Gross Subscriptions (Month):** $527606.02

**Total Gross Redemptions (Month):** $170368.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1900%           |
| 2025-06-03 | 4.1800%           |
| 2025-06-04 | 4.1800%           |
| 2025-06-05 | 4.1700%           |
| 2025-06-06 | 4.1600%           |
| 2025-06-09 | 4.1300%           |
| 2025-06-10 | 4.1300%           |
| 2025-06-11 | 4.1300%           |
| 2025-06-12 | 4.1300%           |
| 2025-06-13 | 4.1300%           |
| 2025-06-16 | 4.1300%           |
| 2025-06-17 | 4.1300%           |
| 2025-06-18 | 4.1400%           |
| 2025-06-20 | 4.1400%           |
| 2025-06-23 | 4.1400%           |
| 2025-06-24 | 4.1400%           |
| 2025-06-25 | 4.1400%           |
| 2025-06-26 | 4.1500%           |
| 2025-06-27 | 4.1600%           |
| 2025-06-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 32.7300%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.7800%          | 0.0000%              |
| Pension plan                                        |  | 10.0500%         | 0.0000%              |
| Retail investor                                     |  | 15.0700%         | 0.0000%              |

### Class: A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $310218955.74

- **Number of Shares Outstanding:** 310251467.7160

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 0.9999          |
|  |  |
| 2025-06-04 | 0.9999          |
|  |  |
| 2025-06-05 | 0.9999          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1103732.14               | $2732993.60             |
| 2025-06-03 | $528393.42                | $1836990.78             |
| 2025-06-04 | $67251.08                 | $694576.97              |
| 2025-06-05 | $136663.15                | $222856.85              |
| 2025-06-06 | $154888.36                | $190768.29              |
| 2025-06-09 | $254822.43                | $290677.34              |
| 2025-06-10 | $570730.78                | $614151.21              |
| 2025-06-11 | $144288.23                | $607762.01              |
| 2025-06-12 | $95714.97                 | $479234.74              |
| 2025-06-13 | $349895.20                | $82259.79               |
| 2025-06-16 | $1002153.25               | $141119.91              |
| 2025-06-17 | $136658.68                | $664857.77              |
| 2025-06-18 | $233172.78                | $1059170.84             |
| 2025-06-20 | $49593.67                 | $93826.40               |
| 2025-06-23 | $135812.56                | $389249.28              |
| 2025-06-24 | $324023.65                | $1264673.10             |
| 2025-06-25 | $381965.13                | $203977.44              |
| 2025-06-26 | $122172.98                | $486567.56              |
| 2025-06-27 | $141823.93                | $125214.13              |
| 2025-06-30 | $1415194.70               | $421015.98              |

**Total Gross Subscriptions (Month):** $7348951.09

**Total Gross Redemptions (Month):** $12601943.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9100%           |
| 2025-06-03 | 3.9100%           |
| 2025-06-04 | 3.9000%           |
| 2025-06-05 | 3.9000%           |
| 2025-06-06 | 3.8900%           |
| 2025-06-09 | 3.8700%           |
| 2025-06-10 | 3.8700%           |
| 2025-06-11 | 3.8700%           |
| 2025-06-12 | 3.8700%           |
| 2025-06-13 | 3.8700%           |
| 2025-06-16 | 3.8700%           |
| 2025-06-17 | 3.8700%           |
| 2025-06-18 | 3.8700%           |
| 2025-06-20 | 3.8800%           |
| 2025-06-23 | 3.8700%           |
| 2025-06-24 | 3.8700%           |
| 2025-06-25 | 3.8800%           |
| 2025-06-26 | 3.8900%           |
| 2025-06-27 | 3.9000%           |
| 2025-06-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 20.5000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: 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):** $30017770.80
- **C.18.a - Value (excl. sponsor support):** $30017770.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12002318.88
- **C.18.a - Value (excl. sponsor support):** $12002318.88
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.525000%
- **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):** $12000937.68
- **C.18.a - Value (excl. sponsor support):** $12000937.68
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15010295.40
- **C.18.a - Value (excl. sponsor support):** $15010295.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10010362.40
- **C.18.a - Value (excl. sponsor support):** $10010362.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999645.00
- **C.18.a - Value (excl. sponsor support):** $49999645.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **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 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):** $15003733.80
- **C.18.a - Value (excl. sponsor support):** $15003733.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20009701.20
- **C.18.a - Value (excl. sponsor support):** $20009701.20
- **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):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20012874.80
- **C.18.a - Value (excl. sponsor support):** $20012874.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6504298.19
- **C.18.a - Value (excl. sponsor support):** $6504298.19
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000727.40
- **C.18.a - Value (excl. sponsor support):** $5000727.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000405.95
- **C.18.a - Value (excl. sponsor support):** $5000405.95
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: 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):** $20014904.00
- **C.18.a - Value (excl. sponsor support):** $20014904.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 14: 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):** $25002010.00
- **C.18.a - Value (excl. sponsor support):** $25002010.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 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: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7005391.96
- **C.18.a - Value (excl. sponsor support):** $7005391.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: 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: 3133EPZ81, C.4 - ISIN: US3133EPZ818, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25002391.75
- **C.18.a - Value (excl. sponsor support):** $25002391.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005740.80
- **C.18.a - Value (excl. sponsor support):** $15005740.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004198.60
- **C.18.a - Value (excl. sponsor support):** $10004198.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: 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: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4001955.96
- **C.18.a - Value (excl. sponsor support):** $4001955.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004414.50
- **C.18.a - Value (excl. sponsor support):** $25004414.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 21: 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):** $5000939.85
- **C.18.a - Value (excl. sponsor support):** $5000939.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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 22: 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):** $17003435.19
- **C.18.a - Value (excl. sponsor support):** $17003435.19
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 23: 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: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50017121.00
- **C.18.a - Value (excl. sponsor support):** $50017121.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: 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: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25006521.25
- **C.18.a - Value (excl. sponsor support):** $25006521.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: 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: 3133ERCY5, C.4 - ISIN: US3133ERCY54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20006162.00
- **C.18.a - Value (excl. sponsor support):** $20006162.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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):** $15007268.70
- **C.18.a - Value (excl. sponsor support):** $15007268.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 27: 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):** $52012199.20
- **C.18.a - Value (excl. sponsor support):** $52012199.20
- **C.19 - Percentage of Net Assets:** 0.8400%
- **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 28: 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: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20010696.20
- **C.18.a - Value (excl. sponsor support):** $20010696.20
- **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):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: 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):** $30031082.70
- **C.18.a - Value (excl. sponsor support):** $30031082.70
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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 30: 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: 3133ERGB1, C.4 - ISIN: US3133ERGB16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20009836.00
- **C.18.a - Value (excl. sponsor support):** $20009836.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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):** $10003007.10
- **C.18.a - Value (excl. sponsor support):** $10003007.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 32: 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: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14013731.34
- **C.18.a - Value (excl. sponsor support):** $14013731.34
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7003586.73
- **C.18.a - Value (excl. sponsor support):** $7003586.73
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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):** $25011201.00
- **C.18.a - Value (excl. sponsor support):** $25011201.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 35: 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: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10010011.80
- **C.18.a - Value (excl. sponsor support):** $10010011.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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):** $20499450.40
- **C.18.a - Value (excl. sponsor support):** $20499450.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **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 37: 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):** $2002017.36
- **C.18.a - Value (excl. sponsor support):** $2002017.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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 38: 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):** $25018696.25
- **C.18.a - Value (excl. sponsor support):** $25018696.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 39: 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):** $15014654.10
- **C.18.a - Value (excl. sponsor support):** $15014654.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 40: 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45044540.10
- **C.18.a - Value (excl. sponsor support):** $45044540.10
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: 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):** $15000174.90
- **C.18.a - Value (excl. sponsor support):** $15000174.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 42: 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):** $99102304.62
- **C.18.a - Value (excl. sponsor support):** $99102304.62
- **C.19 - Percentage of Net Assets:** 1.6000%
- **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 43: 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):** $11011588.39
- **C.18.a - Value (excl. sponsor support):** $11011588.39
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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 44: 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):** $10008847.50
- **C.18.a - Value (excl. sponsor support):** $10008847.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 45: 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):** $20016979.60
- **C.18.a - Value (excl. sponsor support):** $20016979.60
- **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 46: 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):** $46976830.41
- **C.18.a - Value (excl. sponsor support):** $46976830.41
- **C.19 - Percentage of Net Assets:** 0.7600%
- **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 47: 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: 3133ETAD9, C.4 - ISIN: US3133ETAD91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50004731.00
- **C.18.a - Value (excl. sponsor support):** $50004731.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $41021663.17
- **C.18.a - Value (excl. sponsor support):** $41021663.17
- **C.19 - Percentage of Net Assets:** 0.6600%
- **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 49: 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):** $44999680.05
- **C.18.a - Value (excl. sponsor support):** $44999680.05
- **C.19 - Percentage of Net Assets:** 0.7300%
- **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 50: 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):** $24999020.25
- **C.18.a - Value (excl. sponsor support):** $24999020.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 51: 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):** $25000834.25
- **C.18.a - Value (excl. sponsor support):** $25000834.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 52: 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):** $15004022.85
- **C.18.a - Value (excl. sponsor support):** $15004022.85
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 53: 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):** $40019653.60
- **C.18.a - Value (excl. sponsor support):** $40019653.60
- **C.19 - Percentage of Net Assets:** 0.6500%
- **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 54: 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: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19999976.00
- **C.18.a - Value (excl. sponsor support):** $19999976.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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):** $8003870.40
- **C.18.a - Value (excl. sponsor support):** $8003870.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 56: 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):** $60018669.00
- **C.18.a - Value (excl. sponsor support):** $60018669.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **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 57: 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):** $40039077.60
- **C.18.a - Value (excl. sponsor support):** $40039077.60
- **C.19 - Percentage of Net Assets:** 0.6500%
- **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 58: 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):** $20019002.20
- **C.18.a - Value (excl. sponsor support):** $20019002.20
- **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 59: 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):** $10009709.30
- **C.18.a - Value (excl. sponsor support):** $10009709.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 60: 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):** $25020171.75
- **C.18.a - Value (excl. sponsor support):** $25020171.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 61: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $25015124.75
- **C.18.a - Value (excl. sponsor support):** $25015124.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.525000%
- **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):** $23021563.65
- **C.18.a - Value (excl. sponsor support):** $23021563.65
- **C.19 - Percentage of Net Assets:** 0.3700%
- **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 63: 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):** $6005520.36
- **C.18.a - Value (excl. sponsor support):** $6005520.36
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 64: 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):** $16018584.32
- **C.18.a - Value (excl. sponsor support):** $16018584.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 65: 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):** $24973802.00
- **C.18.a - Value (excl. sponsor support):** $24973802.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 66: 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):** $54399253.70
- **C.18.a - Value (excl. sponsor support):** $54399253.70
- **C.19 - Percentage of Net Assets:** 0.8800%
- **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 67: 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):** $9859396.30
- **C.18.a - Value (excl. sponsor support):** $9859396.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 68: 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):** $24570208.25
- **C.18.a - Value (excl. sponsor support):** $24570208.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 69: 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):** $43727625.00
- **C.18.a - Value (excl. sponsor support):** $43727625.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **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 70: 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):** $198301000.00
- **C.18.a - Value (excl. sponsor support):** $198301000.00
- **C.19 - Percentage of Net Assets:** 3.2000%
- **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 71: 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):** $24688511.00
- **C.18.a - Value (excl. sponsor support):** $24688511.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 72: 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):** $119989636.80
- **C.18.a - Value (excl. sponsor support):** $119989636.80
- **C.19 - Percentage of Net Assets:** 1.9400%
- **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 73: 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):** $59021426.44
- **C.18.a - Value (excl. sponsor support):** $59021426.44
- **C.19 - Percentage of Net Assets:** 0.9500%
- **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 74: 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):** $10011076.30
- **C.18.a - Value (excl. sponsor support):** $10011076.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 75: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35000718.55
- **C.18.a - Value (excl. sponsor support):** $35000718.55
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.430000%
- **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):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA FIXED RATE REMIC | 2055-05-20      | 5.0000%  | 0.0000% | $41819222.00       | $40631743.15       | Agency Mortgage-Backed Securities |

### Security 77: 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):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **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          | 2052-11-15      | 4.5000%  | 0.0000% | $103145.00         | $19655.31          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-10-01      | 3.5000%  | 0.0000% | $135784.00         | $14416.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $76000.00          | $10164.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $1000.00           | $917.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $747.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $828.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.5000%  | 0.0000% | $9899.00           | $7600.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $3471125.00        | $2875710.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $649898.00         | $547965.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $901.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $719302.00         | $590379.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $47999.00          | $31798.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $2129069.00        | $2056515.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 1.9700%  | 0.0000% | $1000.00           | $631.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $531316.00         | $351702.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 6.0000%  | 0.0000% | $13678.00          | $7903.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $4136456.00        | $3516629.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $600000.00         | $374846.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $831.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $678.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2752.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $2337.00           | $1764.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $4996.00           | $4102.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $91000.00          | $65474.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $829.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $833.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1400.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-01      | 2.0000%  | 0.0000% | $3032.00           | $1890.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $247106.00         | $143918.43         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $943.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $2445.00           | $2323.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2056.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1990.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $932.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $908.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $1500000.00        | $1166129.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2025-10-25      | 2.9226%  | 0.0000% | $1000.00           | $321.27            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-04-25      | 2.4690%  | 0.0000% | $111179.00         | $87646.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $222037.00         | $188822.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.8697%  | 0.0000% | $3182588.00        | $647547.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 2.0000%  | 0.0000% | $335160.00         | $202666.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 4.5000%  | 0.0000% | $1000000.00        | $884648.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $442319.00         | $416533.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $4596430.00        | $4619493.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $500739.00         | $236.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $4095000.00        | $3854.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 8.0000%  | 0.0000% | $1233043.00        | $265.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 6.5000%  | 0.0000% | $10000.00          | $21.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $175000.00         | $343.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-06-01      | 6.5000%  | 0.0000% | $250000.00         | $407.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 7.0000%  | 0.0000% | $3794.00           | $19.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $1376.00           | $59.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.0000%  | 0.0000% | $2551.00           | $43.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $47000.00          | $1693.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $4000.00           | $411.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 7.0000%  | 0.0000% | $1827.00           | $0.29              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 6.5000%  | 0.0000% | $1200000.00        | $593.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $713771.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.5000%  | 0.0000% | $998603.00         | $801407.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $3043.00           | $688.41            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $230504.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-04-25      | 3.7500%  | 0.0000% | $1070018.00        | $1019347.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-09-25      | 1.0000%  | 0.0000% | $267066.00         | $88428.95          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 2.0000%  | 0.0000% | $787299.00         | $483301.69         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 5.0000%  | 0.0000% | $2331424.00        | $2269292.05        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-02-01      | 6.0000%  | 0.0000% | $3548215.00        | $296.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $18989.00          | $0.97              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $16000.00          | $13.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $18000.00          | $4.89              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 6.5000%  | 0.0000% | $43000.00          | $72.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $18000.00          | $11.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.5000%  | 0.0000% | $7083579.00        | $3998.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $180000.00         | $1183.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 6.5000%  | 0.0000% | $355739.00         | $134.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $200000.00         | $215.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $1294429.00        | $3310.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $75000.00          | $318.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 3.5000%  | 0.0000% | $6000.00           | $10.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $13603.00          | $439.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $7000.00           | $394.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 3.5000%  | 0.0000% | $6000.00           | $17.10             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $2643.00           | $51.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $18005.00          | $1174.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $2000.00           | $169.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1005.00           | $58.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $20000.00          | $1491.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $26000.00          | $435.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $124.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $17.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $16000.00          | $2806.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $5000.00           | $586.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $2000.00           | $153.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $84.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.7600%  | 0.0000% | $160000.00         | $123084.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-09-01      | 3.5000%  | 0.0000% | $2000.00           | $88.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $195.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $5000.00           | $200.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $1000.00           | $41.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $55755.00          | $2272.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.0000%  | 0.0000% | $37000.00          | $4085.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $4000.00           | $268.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $4001000.00        | $642127.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $4000.00           | $269.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $243.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1019.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1689.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $2000.00           | $181.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $2042.00           | $202.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $99.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $5030.00           | $735.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $1008.00           | $229.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $5000.00           | $771.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1008.00           | $320.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $106.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $109.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $10002.00          | $1321.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $18000.00          | $2459.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $126.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $2004.00           | $40.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $54000.00          | $3678.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $1000.00           | $46.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.0000%  | 0.0000% | $11000.00          | $1277.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $26000.00          | $636.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $1000.00           | $34.62             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $2000.00           | $68.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $4000.00           | $369.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $7000.00           | $349.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $19000.00          | $330.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $122.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $7000.00           | $628.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $4073.00           | $558.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $4000.00           | $245.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.0000%  | 0.0000% | $1000.00           | $193.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $67.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 6.5000%  | 0.0000% | $46000.00          | $116.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 6.5000%  | 0.0000% | $240726.00         | $513.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-25      | 5.0197%  | 0.0000% | $29823478.00       | $1101654.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 4.9897%  | 0.0000% | $1568653.00        | $41930.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-12-01      | 6.5000%  | 0.0000% | $1041.00           | $5.33              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $1009.00           | $16.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $277097.00         | $2576.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $1103.00           | $13.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.5000%  | 0.0000% | $2546.00           | $28.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 6.5000%  | 0.0000% | $211000.00         | $2793.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.5000%  | 0.0000% | $160000.00         | $3157.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.5000%  | 0.0000% | $165000.00         | $2459.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $139000.00         | $838.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.0000%  | 0.0000% | $305000.00         | $4064.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 6.5000%  | 0.0000% | $145000.00         | $990.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 6.5000%  | 0.0000% | $44000.00          | $267.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.5000%  | 0.0000% | $195000.00         | $1550.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $100000.00         | $289.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.5000%  | 0.0000% | $73850.00          | $946.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $7394.00           | $85.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.5000%  | 0.0000% | $117667.00         | $707.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.5000%  | 0.0000% | $227867.00         | $3786.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $886.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2013.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $997.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1983.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $921.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $956559.00         | $952967.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $991.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $887.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $907.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $982.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $961.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $261759.00         | $268927.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $5000.00           | $27.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $2000.00           | $116.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 2.5000%  | 0.0000% | $1000.00           | $167.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $173.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $176.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $150.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $189.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $12000.00          | $1861.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $2000.00           | $291.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $4000.00           | $271.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $3000.00           | $215.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $661.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $41000.00          | $3674.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $267005.00         | $25112.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 4.0000%  | 0.0000% | $20000.00          | $4821.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $10000.00          | $2454.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $435612.00         | $93547.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $27000.00          | $2372.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $319.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 0.0000%  | 0.0000% | $1014.00           | $1017.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1010.00           | $82.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $124687.00         | $14541.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1651.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $280.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $2000.00           | $580.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1532.00           | $326.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $234.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $387.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $15000.00          | $4468.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $2001.00           | $1045.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $453.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $56763.00          | $32806.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $686.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $604.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $662.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $937.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2189048.00        | $2228936.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $621.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $654.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $4000.00           | $3407.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $203551.00         | $163327.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1562.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2380.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2319.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $27438.00          | $19334.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $887.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $2654436.00        | $2503331.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1532.00           | $1529.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $1000.00           | $1001.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $355000.00         | $27910.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $209.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $860000.00         | $93720.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1002.00           | $70.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $70.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $9004.00           | $2327.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $144.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $1024.00           | $224.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $5000.00           | $1139.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $9000.00           | $4692.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $602.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $2070.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $955470.00         | $644506.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2075.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $31000.00          | $19300.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4497.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $739.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2001.00           | $1512.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $723.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $741.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $5300.00           | $4215.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2037.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $39000.00          | $28459.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $735.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2586.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $215367.00         | $169727.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1659.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $821.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $856.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3906.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $959.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $830.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $20000.00          | $1635.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $217.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $15000.00          | $1731.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $10000.00          | $888.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $4000.00           | $357.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $13000.00          | $1999.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $2000.00           | $553.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $3000.00           | $77.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $9998000.00        | $1651153.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2054.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $190.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $8004.00           | $1038.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $27000.00          | $4208.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $16977279.00       | $3756828.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $6000.00           | $1742.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $516.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $18000.00          | $4258.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $11000.00          | $3429.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $515.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $9000.00           | $4021.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1094.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $10000.00          | $3055.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1020.00           | $500.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $8000.00           | $3023.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $344.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1658.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $4000.00           | $1945.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $460.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $1650.00           | $924.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $610952.00         | $400538.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1273.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2545.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $649.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $708.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $5000.00           | $3263.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $151778.00         | $114396.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2914.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $6319.00           | $4408.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $778.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $750.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $20204.00          | $15203.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $874.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $1013688.00        | $5487.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $54943.00          | $42861.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 4.5800%  | 0.0000% | $7246.00           | $7203.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2113504.00        | $1889989.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $685152.00         | $613836.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1550362.00        | $1555210.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 5.0000%  | 0.0000% | $3321824.00        | $3205966.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $22180.00          | $22698.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $63545.00          | $65438.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $44589.00          | $45612.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-11-15      | 3.5000%  | 0.0000% | $795000.00         | $46185.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $2626914.00        | $149984.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $368987.00         | $22828.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 4.6250%  | 0.0000% | $3297.00           | $44.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $628000.00         | $49708.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $118000.00         | $11992.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $586581.00         | $69166.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $8374.00           | $845.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $95679.00          | $13643.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $55000.00          | $10026.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $28940.00          | $3607.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $385519.00         | $36740.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2568293.00        | $290306.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $397928.00         | $36676.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $215048.00         | $26160.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1000.00           | $33.35             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $25511107.00       | $6576852.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3062.00           | $2718.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $88387.00          | $58665.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1015167.00        | $783591.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $7557.00           | $5813.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1833669.00        | $1393105.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $940992.00         | $578742.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $7668220.00        | $6650132.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1000.00           | $687.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $394067.00         | $221008.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $229129.00         | $197443.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $7000.00           | $5939.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $282838.00         | $33171.26          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-05-15      | 4.5500%  | 0.0000% | $697477.00         | $671584.98         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $1000.00           | $237.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $629.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1128919.00        | $249932.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-07-15      | 5.3500%  | 0.0000% | $1000.00           | $1013.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-10-15      | 5.6700%  | 0.0000% | $1000.00           | $1032.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-08-15      | 5.4200%  | 0.0000% | $1000.00           | $1019.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $320044.00         | $322342.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-07-15      | 5.4200%  | 0.0000% | $803319.00         | $818085.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-11-15      | 5.7200%  | 0.0000% | $55216.00          | $57496.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1005.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-10-15      | 5.2200%  | 0.0000% | $1000.00           | $1006.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-15      | 5.7500%  | 0.0000% | $1000.00           | $1048.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-05-15      | 5.3900%  | 0.0000% | $1000.00           | $1028.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $985.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6000.00           | $6084.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-03-15      | 4.9600%  | 0.0000% | $383237.00         | $381705.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $21517.00          | $22106.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $81627.00          | $83966.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.6000%  | 0.0000% | $1000.00           | $1042.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $8176.00           | $8254.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3321643.00        | $3296207.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $698765.00         | $720821.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $118530.00         | $121579.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-05-15      | 4.0000%  | 0.0000% | $1001.00           | $127.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $2662471.00        | $9371.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $1024.00           | $597.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $342717.00         | $189664.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $1000.00           | $137.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1024.00           | $522.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1293210.00        | $595922.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $65515.00          | $46007.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $1000.00           | $532.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $659.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $1000.00           | $662.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $9000.00           | $5817.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $9000.00           | $7306.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $2382.00           | $474.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1089.00           | $688.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $233189.00         | $149630.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2019%  | 0.0000% | $8995743.00        | $6228136.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $23990144.00       | $17744526.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4018%  | 0.0000% | $45270561.00       | $34845067.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6018%  | 0.0000% | $6445796.00        | $5009748.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.1818%  | 0.0000% | $4299328.00        | $3158479.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2119%  | 0.0000% | $2706110.00        | $2113760.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $42502.00          | $19983.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $638559.00         | $402761.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2019%  | 0.0000% | $247777.00         | $151902.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $44568.00          | $35207.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4519%  | 0.0000% | $935021.00         | $728458.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4519%  | 0.0000% | $22288951.00       | $10842714.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3219%  | 0.0000% | $5634.00           | $4845.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3018%  | 0.0000% | $17792.00          | $11985.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4119%  | 0.0000% | $8004760.00        | $4354753.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 5.4018%  | 0.0000% | $684199.00         | $277165.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2019%  | 0.0000% | $28570848.00       | $12688777.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8018%  | 0.0000% | $2119491.00        | $939402.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7019%  | 0.0000% | $998225.00         | $415980.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.3518%  | 0.0000% | $4581250.00        | $4154346.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $517075.00         | $523008.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4018%  | 0.0000% | $446267.00         | $391755.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4119%  | 0.0000% | $229056.00         | $190820.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4119%  | 0.0000% | $1216.00           | $1161.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.4018%  | 0.0000% | $855168.00         | $779928.60         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2036-02-15      | 0.0000%  | 0.0000% | $77363.31          | $47802.09          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.0000%  | 0.0000% | $210308.12         | $86124.54          | U.S. Treasuries (including strips)        |

### Security 78: 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):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 2.9000%
- **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% | $3000.00           | $3067.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $83625200.00       | $64134172.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $943900.00         | $898723.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $15411000.00       | $14902541.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $67671500.00       | $66386055.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $35855100.00       | $37275355.79       | U.S. Treasuries (including strips) |

### Security 79: 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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 | 2025-09-23      | 0.0000%  | 0.0000% | $1364500.00        | $1350930.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $254500.00         | $242319.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $748100.00         | $710459.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $8232600.00        | $7952390.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $38081100.00       | $37562908.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $102.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $103.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4220%  | 0.0000% | $3154300.00        | $3180810.32        | U.S. Treasuries (including strips) |

### Security 80: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 | 2027-02-15      | 6.6250%  | 0.0000% | $629000.00         | $674327.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 6.1250%  | 0.0000% | $12000.00          | $13336.62          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $2318200.00        | $2348561.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $55200.00          | $39204.76          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $2105000.00        | $1613589.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $209.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $2762100.00        | $1906851.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $198.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $10213700.00       | $7524399.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $300.00            | $225.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $4967000.00        | $3772487.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1869600.00        | $1397475.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $600.00            | $475.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $3922700.00        | $2921418.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $11849600.00       | $7618851.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.94             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $2171500.00        | $1075869.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $5513600.00        | $4933953.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $3111800.00        | $3211595.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $19822900.00       | $19827558.38       | U.S. Treasuries (including strips) |

### Security 81: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 5.4519%  | 0.0000% | $213550.00         | $206466.54         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $10071200.00       | $9848806.59        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 1.2500%  | 0.0000% | $50425800.00       | $48525503.73       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $295900.00         | $305389.56         | U.S. Treasuries (including strips)        |

### Security 82: 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):** $102000000.00
- **C.18.a - Value (excl. sponsor support):** $102000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 National Mortgage Association    | 2042-07-25      | 3.0000%  | 0.0000% | $41000.00          | $4189.79           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $1045602.00        | $979938.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 3.0000%  | 0.0000% | $22920384.00       | $6503199.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.8052%  | 0.0000% | $6026000.00        | $4706722.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 6.0000%  | 0.0000% | $25000000.00       | $23403604.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.9052%  | 0.0000% | $50000000.00       | $48386994.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 4.0000%  | 0.0000% | $1999979.00        | $2828.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-05-15      | 6.5000%  | 0.0000% | $13000.00          | $348.96            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-20      | 5.0960%  | 0.0000% | $4100000.00        | $845642.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 4.5580%  | 0.0000% | $39991.00          | $3918.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-20      | 4.8330%  | 0.0000% | $1862000.00        | $391598.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 5.3460%  | 0.0000% | $5000000.00        | $1148374.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-20      | 4.5295%  | 0.0000% | $12689488.00       | $1030629.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $6500000.00        | $643825.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $7250000.00        | $1445059.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 4.5000%  | 0.0000% | $2456490.00        | $2300112.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 5.4718%  | 0.0000% | $1000000.00        | $1009732.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $229829.00         | $214086.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $6891976.00        | $6448124.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 10.8052% | 0.0000% | $4090000.00        | $4571072.83        | Agency Collateralized Mortgage Obligation |

### Security 83: 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):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $542564.00         | $500115.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-02-15      | 3.4500%  | 0.0000% | $50000000.00       | $1139130.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-03-15      | 2.0000%  | 0.0000% | $41140288.00       | $3940617.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 2.0000%  | 0.0000% | $99999.00          | $79119.42          | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2063-09-20      | 5.1760%  | 0.0000% | $20029994.00       | $283917.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 4.9519%  | 0.0000% | $20100000.00       | $17938013.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.9818%  | 0.0000% | $29437100.00       | $28139087.27       | Agency Collateralized Mortgage Obligation |

### Security 84: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **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 | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $95.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $19998900.00       | $20529192.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $1445800.00        | $1114591.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $19903000.00       | $15169429.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $1700.00           | $1168.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $8168600.00        | $5961312.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $163.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1400.00           | $1266.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $137600.00         | $127205.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $1100.00           | $1077.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $2863900.00        | $2735497.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $33181700.00       | $32753487.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $1000.00           | $985.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $2842000.00        | $2758618.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $1000200.00        | $930358.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $500.00            | $469.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $19400.00          | $18895.91          | 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 | 2029-05-31      | 2.7500%  | 0.0000% | $87600.00          | $84591.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $1000.00           | $981.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.77             | 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 | 2029-08-31      | 3.1250%  | 0.0000% | $451000.00         | $444342.81         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $9299800.00        | $9359460.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $300.00            | $302.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $41481500.00       | $42476292.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $200.00            | $204.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $1300.00           | $1373.32           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $800.00            | $811.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $800.00            | $811.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $8700.00           | $9089.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $7221400.00        | $7360106.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $941400.00         | $956278.48         | U.S. Treasuries (including strips) |

### Security 85: 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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **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% | $2593182.00        | $2495457.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $2599988.00        | $2600458.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $12355850.00       | $12389731.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $12234024.00       | $12625802.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $3714490.00        | $3856069.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $6632008.00        | $6648668.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $4002878.00        | $4050212.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $2858782.00        | $2882559.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $3391816.00        | $3451041.00        | U.S. Treasuries (including strips) |

### Security 86: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8N7Z00, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8N7Z00
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **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% | $87466204.00       | $86700000.40       | Agency Mortgage-Backed Securities |

### Security 87: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 4.340000%
- **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: BIV8P0E63, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV8P0E63
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 4.0000%  | 0.0000% | $2571108.52        | $1911615.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1909912.16        | $1570434.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $963498.08         | $897945.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1875720.00        | $1899474.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $2000000.00        | $1964626.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $2441444.48        | $1955903.23        | Agency Mortgage-Backed Securities |

### Security 88: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8P9CZ2, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8P9CZ2
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.5552%  | 0.0000% | $5111376.75        | $4963743.46        | Agency Debentures and Agency Strips |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 6.5000%  | 0.0000% | $13506109.00       | $9326151.62        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1559010.85        | $1607009.98        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 4.5000%  | 0.0000% | $5950000.00        | $5705722.75        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $11150000.00       | $11367796.66       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $2842.75           | $2792.50           | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-02-20      | 5.0000%  | 0.0000% | $67494.70          | $63687.58          | Agency Mortgage-Backed Securities   |
| U.S. TREASURY NOTE                       | 2026-04-30      | 2.3750%  | 0.0000% | $2500000.00        | $2474639.55        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $10435.00          | $9483.35           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-01-31      | 0.7500%  | 0.0000% | $318520.00         | $296202.17         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-09-30      | 3.8750%  | 0.0000% | $2247700.00        | $2276422.38        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-28      | 4.0000%  | 0.0000% | $326680.00         | $333667.97         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-07-31      | 4.0000%  | 0.0000% | $2448260.00        | $2505854.30        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2033-08-15      | 3.8750%  | 0.0000% | $2220130.00        | $2210940.81        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-08-31      | 4.3750%  | 0.0000% | $822125.00         | $849463.19         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-01-15      | 4.0000%  | 0.0000% | $286625.00         | $292476.03         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-04-30      | 4.6250%  | 0.0000% | $2963495.00        | $3075157.83        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $159765.00         | $162511.16         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $2703665.00        | $2718670.34        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2035-05-15      | 4.2500%  | 0.0000% | $386555.00         | $387580.34         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-05-31      | 4.0000%  | 0.0000% | $168200.00         | $170078.57         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $198750.00         | $199950.08         | U.S. Treasuries (including strips)  |

### Security 89: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.A. 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: BIV8PE9S1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: BIV8PE9S1
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-05-01      | 5.0000%  | 0.0000% | $222659.66         | $2853.37           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.0000%  | 0.0000% | $43728.05          | $4835.47           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 6.0000%  | 0.0000% | $101.77            | $11.77             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $3030047.41        | $388990.90         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 5.5000%  | 0.0000% | $2071742.08        | $263213.71         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.0000%  | 0.0000% | $1270833.33        | $190912.88         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $10166.67          | $1452.12           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-07-01      | 3.5000%  | 0.0000% | $2069.93           | $31.28             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-06-01      | 3.0000%  | 0.0000% | $4770203.36        | $315058.63         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $1612261.21        | $268952.26         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $2079480.75        | $290521.83         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 6.0000%  | 0.0000% | $1306416.67        | $207807.76         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.0000%  | 0.0000% | $623216.67         | $94324.29          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-09-01      | 4.5000%  | 0.0000% | $1830.00           | $48.90             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2031-09-01      | 4.2500%  | 0.0000% | $154751.82         | $25130.26          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-09-01      | 3.0000%  | 0.0000% | $711.77            | $18.74             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $122482.92         | $20505.53          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 6.0000%  | 0.0000% | $237093.88         | $39644.91          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 6.0000%  | 0.0000% | $156290.74         | $23073.03          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 7.0000%  | 0.0000% | $132002.07         | $22829.78          | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2036-02-26      | 3.1250%  | 0.0000% | $610000.00         | $87930.39          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2037-04-28      | 3.3300%  | 0.0000% | $762500.00         | $109501.88         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2038-01-26      | 3.3100%  | 0.0000% | $742065.00         | $106189.43         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2034-04-24      | 3.1200%  | 0.0000% | $2033333.33        | $303161.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2034-09-27      | 2.4000%  | 0.0000% | $73301.67          | $10269.74          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2036-10-06      | 2.0800%  | 0.0000% | $1347490.00        | $170118.04         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2036-12-22      | 1.9800%  | 0.0000% | $2169363.33        | $267386.48         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2037-03-30      | 3.0800%  | 0.0000% | $1016666.67        | $143076.67         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 6.0000%  | 0.0000% | $1702594.59        | $236648.54         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.0000%  | 0.0000% | $1478421.01        | $181816.17         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $101758.98         | $17018.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $1779151.62        | $292679.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.5000%  | 0.0000% | $3110394.68        | $395382.73         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 7.0000%  | 0.0000% | $2681763.33        | $387232.39         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $1406.86           | $221.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-08-01      | 3.5000%  | 0.0000% | $1632069.84        | $238885.14         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 3.0000%  | 0.0000% | $2374307.68        | $200361.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 3.0000%  | 0.0000% | $1769109.80        | $173693.05         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 4.5000%  | 0.0000% | $2161325.97        | $266222.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $335.20            | $4.61              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 2.5000%  | 0.0000% | $4203890.34        | $443312.27         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.0000%  | 0.0000% | $6285.24           | $915.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-10-01      | 6.0000%  | 0.0000% | $2346466.67        | $348329.40         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.5000%  | 0.0000% | $222476.15         | $35329.41          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $1211617.48        | $202753.53         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $2462018.05        | $405013.50         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $170968.56         | $28249.85          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 5.5000%  | 0.0000% | $2250864.62        | $327360.16         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $235361.69         | $39115.98          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-11-20      | 6.5000%  | 0.0000% | $203333.33         | $3897.61           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-06-20      | 3.0000%  | 0.0000% | $16317703.33       | $315335.04         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-07-20      | 5.0000%  | 0.0000% | $4066666.67        | $47778.11          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-06-20      | 5.0000%  | 0.0000% | $3355000.00        | $42967.98          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-07-20      | 3.0000%  | 0.0000% | $1235931.57        | $56136.47          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 3.5000%  | 0.0000% | $223795.07         | $26133.40          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $2541666.67        | $223045.33         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 2.5000%  | 0.0000% | $2541666.67        | $241681.37         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $2541666.67        | $250074.30         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.0000%  | 0.0000% | $1626666.67        | $172332.63         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.5000%  | 0.0000% | $2177986.60        | $239807.53         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.5000%  | 0.0000% | $54106.19          | $7158.38           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.5000%  | 0.0000% | $416.43            | $52.02             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-07-20      | 4.5000%  | 0.0000% | $218200.36         | $27422.48          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 7.0000%  | 0.0000% | $18605.00          | $1269.82           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.5000%  | 0.0000% | $166890.51         | $20035.66          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 6.0000%  | 0.0000% | $3057921.16        | $307432.98         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-02-20      | 5.5000%  | 0.0000% | $2286249.60        | $278366.14         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $2541666.67        | $363528.28         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $593805.62         | $71499.13          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-10-20      | 6.5000%  | 0.0000% | $36545.40          | $3335.91           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-09-20      | 4.5000%  | 0.0000% | $255162.90         | $38199.38          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-11-20      | 6.0000%  | 0.0000% | $2541666.67        | $282475.73         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 6.0000%  | 0.0000% | $2541666.67        | $303849.37         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $1161541.67        | $164086.32         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-09-20      | 3.5000%  | 0.0000% | $583511.56         | $30262.66          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.5000%  | 0.0000% | $5676317.38        | $156751.14         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-11-20      | 3.0000%  | 0.0000% | $671696.42         | $25039.83          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-03-20      | 3.0000%  | 0.0000% | $365708.12         | $33429.70          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 4.0000%  | 0.0000% | $103698.58         | $15002.60          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $161757.06         | $21330.29          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $324468.46         | $35654.94          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $182148.95         | $19356.85          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.5000%  | 0.0000% | $109636.01         | $11740.21          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2040-06-20      | 5.0000%  | 0.0000% | $108286.39         | $8973.49           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $167438.29         | $18741.73          | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2052-03-15      | 3.0000%  | 0.0000% | $181993.50         | $23499.96          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-01-20      | 5.0000%  | 0.0000% | $106204.36         | $10917.40          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 2.5000%  | 0.0000% | $482634.85         | $33873.76          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2035-10-20      | 5.5000%  | 0.0000% | $316630.36         | $5564.52           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-07-20      | 3.5000%  | 0.0000% | $123182.08         | $4623.67           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $2348177.11        | $354516.83         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-12-20      | 7.5000%  | 0.0000% | $1137005.64        | $176059.38         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $2575787.12        | $393581.51         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $316734.06         | $47909.65          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 7.5000%  | 0.0000% | $322436.65         | $32488.60          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $109431.36         | $18414.96          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $564728.54         | $93651.89          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $490540.96         | $61135.55          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $338578.87         | $41666.96          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $109645.06         | $18394.17          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 7.5000%  | 0.0000% | $557924.71         | $98194.11          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-02-20      | 7.5000%  | 0.0000% | $1114899.95        | $175500.20         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 6.0000%  | 0.0000% | $774367.35         | $121572.71         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $103487.21         | $13605.74          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.0000%  | 0.0000% | $106089.78         | $14196.85          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $229849.32         | $37980.04          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $234617.28         | $39403.32          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $386261.56         | $58847.66          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $109080.50         | $18312.91          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $792912.46         | $127615.93         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 6.0000%  | 0.0000% | $141824.19         | $23660.74          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $106741.16         | $11253.28          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.5000%  | 0.0000% | $132800.56         | $22824.61          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 6.0000%  | 0.0000% | $553911.11         | $93720.55          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 6.0000%  | 0.0000% | $422895.21         | $70783.10          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $163021.79         | $27328.73          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 7.0000%  | 0.0000% | $380975.91         | $65776.82          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 6.0000%  | 0.0000% | $229592.31         | $32618.72          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $621575.16         | $104064.28         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $451743.02         | $75357.03          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $118583.70         | $15901.94          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $255470.03         | $41991.22          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $241616.93         | $40708.86          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $354666.40         | $59650.47          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 6.0000%  | 0.0000% | $170090.57         | $28674.13          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $187795.31         | $30901.07          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $174021.61         | $29148.80          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $155573.69         | $26983.42          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $232011.57         | $39974.77          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $76658.19          | $13084.86          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 5.5000%  | 0.0000% | $357560.96         | $58719.62          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 6.5000%  | 0.0000% | $165331.55         | $28483.81          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $142122.07         | $23822.10          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 6.0000%  | 0.0000% | $1030939.65        | $173042.42         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $111980.24         | $19369.16          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $136536.50         | $23561.78          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $812084.46         | $140738.20         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $79754.86          | $13560.16          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $123080.72         | $21014.23          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.0000%  | 0.0000% | $169100.64         | $29348.84          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.0000%  | 0.0000% | $206981.03         | $32220.30          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.5000%  | 0.0000% | $148959.26         | $26379.68          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 6.0000%  | 0.0000% | $1704832.27        | $285739.99         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $206294.58         | $34038.57          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $136227.34         | $22943.16          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $151353.30         | $25497.63          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $2418070.70        | $398534.68         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $203451.88         | $34733.16          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $240580.95         | $40998.99          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $184654.62         | $32222.68          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $164514.97         | $28662.74          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $156272.24         | $27266.45          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $323840.56         | $54492.24          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $439013.24         | $73823.15          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $54895.32          | $9248.64           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.0000%  | 0.0000% | $211914.30         | $36118.82          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $119148.86         | $19656.12          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $203461.43         | $33533.99          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.5000%  | 0.0000% | $183189.00         | $32146.52          | Agency Mortgage-Backed Securities   |
| GNMA TYPE II                             | 2065-01-20      | 6.5000%  | 0.0000% | $393060.01         | $66048.57          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $173303.03         | $29679.59          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $296586.68         | $49913.54          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $386258.81         | $66035.77          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $144351.82         | $24489.47          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $175459.89         | $29707.76          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $209285.10         | $35191.13          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $141846.15         | $23946.18          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $136073.51         | $23316.93          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $68744.36          | $11653.78          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.0000%  | 0.0000% | $165749.20         | $26740.99          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $147694.72         | $24393.52          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $144781.57         | $23909.95          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $235829.66         | $39668.90          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-05-20      | 6.0000%  | 0.0000% | $106880.24         | $18013.72          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $104124.46         | $17514.11          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $161724.42         | $27219.75          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $208925.20         | $35729.67          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $152616.41         | $25711.43          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $166282.85         | $28012.25          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $320710.14         | $54029.64          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $246468.26         | $41519.30          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $592459.45         | $99710.36          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $131427.75         | $22140.25          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $203010.03         | $34200.95          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $203816.66         | $34936.95          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $255705.70         | $43766.13          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $239733.46         | $41033.62          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $202010.96         | $34573.14          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $141498.96         | $24152.19          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $228330.62         | $39107.15          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $347037.54         | $59343.38          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $742597.94         | $126981.46         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $119860.83         | $20680.30          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $358681.02         | $62112.49          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $135685.04         | $23332.96          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $215489.01         | $36968.72          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $268600.28         | $45695.88          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $187811.38         | $31602.50          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $179688.92         | $30292.98          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $54840.42          | $9238.42           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $296201.06         | $49907.69          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $242443.89         | $40877.33          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1009293.90        | $172587.39         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $812677.18         | $136565.34         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $323975.88         | $54580.53          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 6.0000%  | 0.0000% | $78671.09          | $13319.23          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $346791.10         | $59269.89          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $306478.54         | $51574.50          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $89713.51          | $15066.29          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $104348.74         | $18181.32          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $168647.92         | $29385.07          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $88898.76          | $15073.32          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $215772.66         | $36334.64          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $77780.80          | $13115.91          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $102691.36         | $17339.52          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $67645.04          | $11436.36          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $442333.06         | $74588.18          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $84068.88          | $14644.69          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $233445.88         | $40666.19          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $1413009.39        | $248689.47         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 7.0000%  | 0.0000% | $155119.95         | $27021.81          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $111702.79         | $19458.53          | Agency Mortgage-Backed Securities   |
| GNMA TYPE II                             | 2065-05-20      | 6.0000%  | 0.0000% | $175.48            | $29.14             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $154330.20         | $26076.58          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $49773.76          | $8423.61           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $356882.23         | $60191.89          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $142950.55         | $24121.44          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $49688.67          | $8384.47           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $65676.36          | $11064.57          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $367433.40         | $61958.27          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $101.67            | $16.54             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1026852.65        | $172834.13         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 7.0000%  | 0.0000% | $154567.60         | $27232.10          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 6.0000%  | 0.0000% | $223204.29         | $37531.50          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $62116.50          | $10525.38          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $90129.02          | $15293.17          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $48031.10          | $8149.96           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $316032.26         | $54799.08          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $306751.51         | $53189.27          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $265644.32         | $46212.57          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $256132.60         | $44637.79          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $123433.70         | $21396.76          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $141467.03         | $24328.62          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $70463.74          | $11903.82          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $171428.40         | $28950.12          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $199595.36         | $33619.95          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $147174.50         | $24790.99          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $371914.36         | $62653.59          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $223328.93         | $37620.62          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1397382.82        | $235349.13         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $111429.62         | $18754.74          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1137170.03        | $191364.85         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $113774.35         | $19170.84          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $78726.60          | $13270.85          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $94436.44          | $15928.32          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $154886.32         | $25650.23          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1002785.30        | $168744.40         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $402128.98         | $67681.96          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $628140.48         | $102957.01         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $498655.99         | $83736.86          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $512953.27         | $86293.09          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $289327.58         | $47790.89          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $110322.36         | $18586.34          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $690818.19         | $113944.16         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $75385.94          | $12758.96          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $312226.57         | $51522.82          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $639099.24         | $107562.66         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $939422.77         | $160730.69         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $88484.06          | $14889.12          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $353681.36         | $59582.77          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-11-20      | 4.5000%  | 0.0000% | $341765.51         | $11192.23          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2053-05-20      | 5.5000%  | 0.0000% | $140278.04         | $23420.99          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2042-08-16      | 2.5000%  | 0.0000% | $271136.56         | $40115.72          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2053-02-16      | 1.9000%  | 0.0000% | $1434008.33        | $33767.99          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2041-01-20      | 1.7500%  | 0.0000% | $2184410.00        | $27716.09          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2043-08-20      | 2.5000%  | 0.0000% | $1692307.75        | $16791.37          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2044-10-20      | 3.0000%  | 0.0000% | $83920.44          | $11994.26          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2043-02-20      | 2.5000%  | 0.0000% | $377205.09         | $8921.68           | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2052-04-16      | 2.3000%  | 0.0000% | $362950.00         | $6436.77           | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-04-20      | 3.5000%  | 0.0000% | $162666.67         | $4943.83           | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2049-06-20      | 3.0000%  | 0.0000% | $976678.93         | $35210.58          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-08-20      | 1.0000%  | 0.0000% | $406255.83         | $31938.30          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-11-20      | 2.5000%  | 0.0000% | $2635668.38        | $260876.56         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2051-10-20      | 2.5000%  | 0.0000% | $1870666.67        | $208831.19         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2045-07-20      | 4.0000%  | 0.0000% | $1795008.06        | $164663.06         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $901084.88         | $98599.82          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-07-20      | 3.0000%  | 0.0000% | $3411048.83        | $318440.59         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2035-05-20      | 3.0000%  | 0.0000% | $366000.00         | $9453.73           | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2044-07-20      | 3.0000%  | 0.0000% | $4679103.11        | $458336.17         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2047-11-20      | 3.5000%  | 0.0000% | $325231.67         | $37850.22          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-05-20      | 5.3518%  | 0.0000% | $10166666.67       | $785096.10         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 4.8018%  | 0.0000% | $814040.22         | $99688.93          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 4.7519%  | 0.0000% | $1544113.33        | $180325.88         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.3518%  | 0.0000% | $7625000.00        | $839460.09         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 5.6518%  | 0.0000% | $5083333.33        | $466101.65         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 5.9018%  | 0.0000% | $5083333.33        | $561315.56         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-10-20      | 5.8018%  | 0.0000% | $5083333.33        | $532431.62         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 5.8018%  | 0.0000% | $3381494.33        | $245696.58         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-12-20      | 5.6018%  | 0.0000% | $5083201.17        | $596068.05         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-01-20      | 5.5000%  | 0.0000% | $5083333.33        | $839602.13         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-01-20      | 5.5000%  | 0.0000% | $5083333.33        | $835196.30         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-01-20      | 5.5000%  | 0.0000% | $7436409.04        | $1221998.96        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-02-20      | 5.5000%  | 0.0000% | $6538762.83        | $1090124.91        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2049-12-20      | 4.5000%  | 0.0000% | $2133983.33        | $318390.78         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 0.1250%  | 0.0000% | $10166666.67       | $1067035.84        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 0.1250%  | 0.0000% | $10166666.67       | $1081479.87        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 5.5000%  | 0.0000% | $5083333.33        | $843560.46         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 5.5000%  | 0.0000% | $6100000.00        | $1007750.56        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 5.5000%  | 0.0000% | $5083333.33        | $840927.96         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-05-20      | 5.5000%  | 0.0000% | $1913875.00        | $159795.39         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-04-20      | 5.5000%  | 0.0000% | $2033333.33        | $336780.52         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2052-06-20      | 5.5000%  | 0.0000% | $4575000.00        | $577166.47         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-04-20      | 5.7500%  | 0.0000% | $4575000.00        | $761765.96         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-04-20      | 5.5000%  | 0.0000% | $5083333.33        | $840872.13         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-05-20      | 5.7500%  | 0.0000% | $5083333.33        | $851044.12         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-05-20      | 5.7500%  | 0.0000% | $101.67            | $17.05             | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-05-20      | 5.5000%  | 0.0000% | $5083333.33        | $843244.63         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-12-20      | 4.5000%  | 0.0000% | $4341649.79        | $594292.17         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-08-20      | 5.5518%  | 0.0000% | $5083333.33        | $700683.65         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-09-20      | 5.2500%  | 0.0000% | $2541666.67        | $405692.99         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-09-20      | 5.0000%  | 0.0000% | $5083333.33        | $803278.98         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2051-04-20      | 5.0000%  | 0.0000% | $1573373.00        | $243750.33         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $2541666.67        | $391873.66         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $2033333.33        | $317372.93         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $2541666.67        | $391398.24         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $2541666.67        | $393790.32         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $2541666.67        | $391371.99         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-07-20      | 5.0000%  | 0.0000% | $2557831.67        | $418616.21         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-12-20      | 5.0000%  | 0.0000% | $408700.00         | $63629.35          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-03-20      | 5.0000%  | 0.0000% | $1855416.67        | $287990.41         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2052-08-20      | 5.0000%  | 0.0000% | $1008838.33        | $164359.08         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-03-20      | 5.0000%  | 0.0000% | $913081.35         | $141169.98         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-03-20      | 5.3518%  | 0.0000% | $2379834.07        | $388334.66         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-03-20      | 5.3518%  | 0.0000% | $1662724.17        | $271194.73         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-09-20      | 4.5000%  | 0.0000% | $3070435.00        | $485881.11         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-04-20      | 5.0000%  | 0.0000% | $3531926.54        | $543614.90         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-04-20      | 3.5000%  | 0.0000% | $3872076.67        | $599441.17         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-05-20      | 4.5000%  | 0.0000% | $2440000.00        | $392172.92         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-06-20      | 5.3075%  | 0.0000% | $6832000.00        | $1121725.15        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $389891.67         | $62112.54          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-03-20      | 5.0000%  | 0.0000% | $889275.28         | $146000.75         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-06-20      | 5.6535%  | 0.0000% | $1019285.60        | $167814.92         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $631146.67         | $98031.64          | Agency Mortgage-Backed Securities   |
| TENNESSEE VALLEY INTEREST COMPONENT      | 2036-03-15      | 0.0000%  | 0.0000% | $503656.67         | $49314.59          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY INTEREST COMPONENT      | 2034-01-15      | 0.0000%  | 0.0000% | $101.67            | $11.10             | Agency Debentures and Agency Strips |

### Security 90: 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):** $25000787.50
- **C.18.a - Value (excl. sponsor support):** $25000787.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $48000.00          | $20874.93          | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2046 | 2046-08-16      | 0.0000%  | 0.0000% | $25000787.50       | $25519333.83       | U.S. Treasuries (including strips) |

### Security 91: 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):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **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% | $44723.69          | $58.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $415555.56         | $983.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.5000%  | 0.0000% | $30875.02          | $114.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $227683.08         | $673.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 6.5000%  | 0.0000% | $56936.12          | $483.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $49904.82          | $651.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 5.5000%  | 0.0000% | $13316.67          | $60.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 5.5000%  | 0.0000% | $300426.93         | $902.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.0000%  | 0.0000% | $16622.22          | $50.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $455178.49         | $4936.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $23894.44          | $168.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $18888.89          | $2407.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.0000%  | 0.0000% | $31104.81          | $2365.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $286.92            | $75.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $1076.67           | $128.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $176567.86         | $11377.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $245272.22         | $53310.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $9916.67           | $801.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $755.56            | $98.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 2.5000%  | 0.0000% | $6486636.64        | $237388.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $6304.17           | $1274.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $944.44            | $193.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $20683.33          | $3511.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $132222.22         | $20628.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $247478.92         | $12576.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5000%  | 0.0000% | $170980.43         | $1119.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $31072.69          | $459.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 4.5000%  | 0.0000% | $163968.49         | $1188.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $116246.94         | $94872.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $164736.52         | $147091.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $110311.11         | $111738.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $99887.09          | $98399.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $65017.35          | $64907.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $95575.32          | $82703.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $2657288.89        | $2519830.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $99654.19          | $101228.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $15300.00          | $14146.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $498173.67         | $453220.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2499755.56        | $2331784.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $248830.89         | $248617.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $358943.29         | $351145.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $338918.61         | $339411.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $115426.22         | $115757.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $523374.84         | $490051.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $516310.02         | $515078.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $158896.07         | $156562.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $846192.28         | $876681.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $357661.11         | $323416.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $232690.52         | $233453.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $95320.79          | $94065.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $517941.55         | $533773.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $105596.92         | $110394.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $99812.38          | $101542.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $98505.08          | $103783.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $94444.44          | $95102.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $928952.82         | $911892.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $421351.52         | $430119.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $138531.87         | $140318.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $128751.96         | $129479.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $191110.22         | $192189.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $283568.59         | $286617.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $99468.89          | $103153.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $104071.17         | $109843.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $200467.68         | $207139.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $322632.14         | $332693.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $94458.61          | $94890.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1124172.13        | $1147811.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $381641.22         | $392484.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 4.0000%  | 0.0000% | $94444.44          | $92522.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $154812.96         | $159316.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $168437.89         | $170430.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $346344.40         | $348943.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $610052.56         | $627760.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $178784.56         | $180261.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $969483.18         | $994847.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $179330.73         | $176824.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $560086.91         | $576655.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $119613.98         | $119993.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $158653.35         | $159807.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.0000%  | 0.0000% | $117111.11         | $22476.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.5000%  | 0.0000% | $36833.33          | $7223.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 5.0000%  | 0.0000% | $62558.49          | $7516.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 5.5000%  | 0.0000% | $4221.19           | $82.17             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $300183.07         | $32153.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $472.22            | $87.73             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $93216.67          | $23872.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $55154.33          | $9573.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $472222.22         | $111098.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $63750.00          | $18436.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $23611.11          | $11883.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $24555.56          | $15115.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $30174.91          | $18125.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $3872.22           | $2556.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $18103.68          | $10622.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $18693.20          | $14292.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $11805.56          | $7675.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $303034.44         | $234966.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $18888.89          | $12598.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $94650.99          | $94935.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $66111.11          | $44652.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 3.5000%  | 0.0000% | $9268.21           | $7203.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $9444.44           | $7717.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $349033.80         | $62733.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1700.00           | $170.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $393982.93         | $205378.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $151111.11         | $85709.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 3.0000%  | 0.0000% | $816352.56         | $516104.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $605492.68         | $411739.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $4855436.96        | $3314259.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $87056.81          | $55812.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $283.33            | $199.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $181333.33         | $149500.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $30883.14          | $24248.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $614833.33         | $515708.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $815869.76         | $702341.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $549348.58         | $528602.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $3497066.22        | $3110401.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2879386.14        | $2741184.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $5945693.71        | $5819132.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $1394294.76        | $1431656.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $7688578.01        | $7528149.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 5.0000%  | 0.0000% | $75555.56          | $94.87             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $18888.89          | $10487.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $42500.00          | $20705.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $3990.28           | $1985.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $9444.44           | $4935.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $1038.89           | $344.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $9444.44           | $5393.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $28333.33          | $16598.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $163105.56         | $105739.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $9444.44           | $6254.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $35107.46          | $26901.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $18888.89          | $14166.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $28333.33          | $20872.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $159611.11         | $124384.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $749028.41         | $521225.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $15300.00          | $10849.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $382299.02         | $294111.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $306944.44         | $261999.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $103888.89         | $62558.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $66772.22          | $63984.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $96818.87          | $76178.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $850.00            | $672.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1956366.52        | $1862134.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $2444700.02        | $2063536.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $2329186.72        | $2185266.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $542775.06         | $435878.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $38722.22          | $38916.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $3237017.32        | $3074614.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1162597.04        | $1228036.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $158688.48         | $131667.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $14072.22          | $175.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $79805.56          | $705.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $99166.67          | $696.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 5.0000%  | 0.0000% | $370915.73         | $14717.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $58598.24          | $259.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $79805.56          | $10487.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $8904.51           | $418.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $21061.02          | $1499.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $1569.95           | $126.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $226666.67         | $24311.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $453333.33         | $34443.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $38250.00          | $6581.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $21250.00          | $3429.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $37777.78          | $6654.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $141666.67         | $25833.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $14624.72          | $2919.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $6044.44           | $517.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $16963.17          | $2972.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $479396.22         | $51660.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $7945.89           | $386.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.5000%  | 0.0000% | $161027.78         | $20945.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $39383.33          | $25333.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $124194.44         | $9714.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $944.44            | $88.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $4796.83           | $1269.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $89100.31          | $80894.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 1.5000%  | 0.0000% | $170949.26         | $113344.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $2833.33           | $1908.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $14638.89          | $11340.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $28333.33          | $21672.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $18267.63          | $15193.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $4031364.89        | $3427842.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 5.5000%  | 0.0000% | $17708.33          | $13436.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $1545349.77        | $1410569.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $283.33            | $248.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $4088209.02        | $4081979.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $15292172.73       | $15609628.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $1881218.11        | $1923674.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $47218.07          | $979.86            | Agency Mortgage-Backed Securities |

### Security 92: 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):** $166731250.00
- **C.18.a - Value (excl. sponsor support):** $166731250.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **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 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $36000000.00       | $36746622.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $786000.00         | $512504.41         | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $6200000.00        | $6328584.90        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $124531250.00      | $127113965.90      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **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 | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $981.89            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-11-15      | 4.2500%  | 0.0000% | $1100.00           | $1055.73           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-05-15      | 4.3750%  | 0.0000% | $200300.00         | $194371.27         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-02-15      | 3.1250%  | 0.0000% | $300.00            | $243.59            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-08-15      | 2.7500%  | 0.0000% | $915100.00         | $658782.80         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-11-15      | 3.3750%  | 0.0000% | $1121300.00        | $887981.86         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-02-15      | 3.0000%  | 0.0000% | $1400.00           | $1042.65           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-11-15      | 2.3750%  | 0.0000% | $648400.00         | $416897.05         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.54             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-02-15      | 1.8750%  | 0.0000% | $749700.00         | $424306.51         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-05-15      | 2.3750%  | 0.0000% | $44600.00          | $28271.62          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $1253200.00        | $836290.74         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-11-15      | 1.8750%  | 0.0000% | $42608700.00       | $23679603.94       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $248.43            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $82.62             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-02-15      | 3.8750%  | 0.0000% | $11200.00          | $10151.09          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-08-15      | 4.1250%  | 0.0000% | $1075800.00        | $973335.74         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-08-15      | 4.3750%  | 0.0000% | $6792000.00        | $6561850.42        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-11-15      | 4.7500%  | 0.0000% | $400.00            | $400.49            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-02-15      | 4.2500%  | 0.0000% | $1958000.00        | $1810095.52        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-08-15      | 4.1250%  | 0.0000% | $5092400.00        | $4728987.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-11-15      | 4.5000%  | 0.0000% | $500.00            | $477.58            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-11-15      | 4.6250%  | 0.0000% | $1200.00           | $1177.86           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-08-15      | 1.5000%  | 0.0000% | $94600.00          | $92570.44          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-08-15      | 2.8750%  | 0.0000% | $2680000.00        | $2640884.56        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-02-15      | 2.6250%  | 0.0000% | $1000.00           | $971.99            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $977.77            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 1.6250%  | 0.0000% | $258100.00         | $250527.60         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $85.39             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-08-31      | 0.5000%  | 0.0000% | $500.00            | $467.37            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-11-15      | 0.8750%  | 0.0000% | $400.00            | $342.91            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.94             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-01-31      | 0.7500%  | 0.0000% | $11222600.00       | $10438956.54       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-02-28      | 0.5000%  | 0.0000% | $200.00            | $195.50            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-07-31      | 1.0000%  | 0.0000% | $21700.00          | $20079.70          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-10-31      | 1.1250%  | 0.0000% | $300.00            | $289.79            | 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 | 2029-02-28      | 1.8750%  | 0.0000% | $82400400.00       | $77663450.92       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-05-15      | 2.8750%  | 0.0000% | $18872100.00       | $17646805.32       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2025-08-15      | 3.1250%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-08-31      | 3.1250%  | 0.0000% | $236000.00         | $232516.42         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-02-28      | 4.0000%  | 0.0000% | $700.00            | $715.36            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-11-30      | 4.3750%  | 0.0000% | $2008200.00        | $2064500.02        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-01-31      | 4.3750%  | 0.0000% | $700100.00         | $728343.05         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-04-30      | 3.8750%  | 0.0000% | $300.00            | $302.79            | U.S. Treasuries (including strips) |

### Security 94: 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):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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% | $17261781.60       | $9858977.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $9228870.84        | $8968651.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-02-01      | 2.0000%  | 0.0000% | $8019712.20        | $4535600.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-09-01      | 2.0000%  | 0.0000% | $16915691.52       | $10298130.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-09-01      | 5.5000%  | 0.0000% | $11708544.36       | $8304931.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 5.5000%  | 0.0000% | $10088315.88       | $10089604.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2040-09-01      | 1.5000%  | 0.0000% | $18296443.92       | $9144103.78        | Agency Mortgage-Backed Securities |

### Security 95: 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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.2300%
- **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% | $101070.00         | $1070.95           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-08-01      | 3.5000%  | 0.0000% | $49000.00          | $5407.96           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2027-01-01      | 3.0000%  | 0.0000% | $200.00            | $3.87              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-11-01      | 9.0000%  | 0.0000% | $200.00            | $6.27              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-06-01      | 5.0000%  | 0.0000% | $504052.00         | $20077.29          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $200.40            | $5.66              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $200.00            | $6.39              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2030-01-01      | 3.0000%  | 0.0000% | $219000.00         | $18612.48          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-04-01      | 3.5000%  | 0.0000% | $2079238.40        | $394609.70         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2034-01-01      | 4.5000%  | 0.0000% | $468834.40         | $98276.79          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-11-01      | 3.5000%  | 0.0000% | $8112269.00        | $1092015.98        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 3.0000%  | 0.0000% | $2511772.60        | $731378.29         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-08-01      | 6.0000%  | 0.0000% | $2484200.00        | $13213.45          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $20000.00          | $3745.71           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $1191182.80        | $263530.25         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2036-04-01      | 1.5000%  | 0.0000% | $23537.80          | $10740.90          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-04-01      | 1.5000%  | 0.0000% | $1136604.00        | $827219.00         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-02-01      | 1.5000%  | 0.0000% | $70893.80          | $60997.07          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-01-01      | 3.0000%  | 0.0000% | $2022243.20        | $1018136.91        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $412704.20         | $295956.52         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.0000%  | 0.0000% | $524172.00         | $399664.77         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $140555.00         | $111979.11         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $2158228.40        | $1922419.82        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 3.5000%  | 0.0000% | $899099.20         | $717114.33         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.0000%  | 0.0000% | $2003776.40        | $1552545.67        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $2655.60           | $2409.68           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $1360923.20        | $1196592.75        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $6884339.20        | $6334385.00        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $470613.60         | $410548.58         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $1396859.80        | $1336453.60        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $549062.00         | $325415.59         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 5.0000%  | 0.0000% | $1669676.80        | $1385469.46        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $5389246.60        | $5295249.45        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $1023103.00        | $764393.24         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.0000%  | 0.0000% | $1087718.40        | $730160.36         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.5000%  | 0.0000% | $622037.40         | $435163.31         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $32372804.20       | $23319309.94       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.0000%  | 0.0000% | $24200.00          | $20051.96          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $7209968.60        | $5881370.79        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $8728515.20        | $7208797.20        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.5000%  | 0.0000% | $741206.00         | $613397.17         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.0000%  | 0.0000% | $1657799.80        | $1204576.95        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $1463728.00        | $1190171.44        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 5.5000%  | 0.0000% | $24842862.40       | $22797058.78       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.0000%  | 0.0000% | $311614.00         | $294530.61         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-02-01      | 2.0000%  | 0.0000% | $260000.00         | $184454.50         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $1355082.00        | $980455.60         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $200.00            | $24.96             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $398535.20         | $33448.08          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $204.80            | $39.74             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $1634416.40        | $284252.04         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $1965010.00        | $373976.30         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $586172.80         | $143416.20         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-05-01      | 4.0000%  | 0.0000% | $584259.20         | $246323.11         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $3025769.60        | $780544.00         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-05-01      | 3.0000%  | 0.0000% | $209649.20         | $132613.45         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $1425635.60        | $1000423.90        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $92448.20          | $59472.46          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.0000%  | 0.0000% | $201793.40         | $132088.05         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $1506712.00        | $980010.21         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $1009449.40        | $815929.27         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 3.5000%  | 0.0000% | $25200.00          | $19561.06          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $222856.20         | $177485.79         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.5000%  | 0.0000% | $208864.60         | $143361.79         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 6.0000%  | 0.0000% | $237500.00         | $93861.47          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $261333.20         | $191977.40         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $210297.80         | $167387.28         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.0000%  | 0.0000% | $13637.60          | $13071.54          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.0000%  | 0.0000% | $762825.60         | $717155.67         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $13660847.40       | $10698972.93       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.5000%  | 0.0000% | $13108376.80       | $12238312.53       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $1136420.80        | $281110.25         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $7278.40           | $1199.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.5000%  | 0.0000% | $1097780.40        | $293419.29         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $13037098.80       | $4846122.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $1179651.20        | $378054.20         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $3219800.00        | $2419969.68        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $621303.20         | $402543.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $999260.40         | $722785.52         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $463570.00         | $25356.05          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $1946572.80        | $1585713.36        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $7657856.00        | $6320165.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT STRIPPED MORT-BACK | 2052-07-01      | 3.0000%  | 0.0000% | $10604337.80       | $1634025.38        | Agency Debentures and Agency Strips |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $323.60            | $13.57             | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-12-15      | 3.5000%  | 0.0000% | $253.20            | $8.35              | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $40000.00          | $5207.16           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $12972.60          | $1043.08           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-10-15      | 3.0000%  | 0.0000% | $535600.00         | $57413.20          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-05-20      | 4.0000%  | 0.0000% | $13402225.60       | $787823.41         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-12-20      | 4.5000%  | 0.0000% | $7479385.80        | $481349.39         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.0000%  | 0.0000% | $399786.60         | $41730.03          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.5000%  | 0.0000% | $226000.00         | $24349.69          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-05-20      | 4.0000%  | 0.0000% | $5916797.20        | $526406.55         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-08-20      | 4.0000%  | 0.0000% | $86000.00          | $6113.86           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-10-20      | 3.5000%  | 0.0000% | $14230959.20       | $1350861.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.5000%  | 0.0000% | $1070072.80        | $112983.71         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $25790633.40       | $2337040.24        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $190978.40         | $17125.44          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-06-20      | 4.5000%  | 0.0000% | $307344.80         | $23065.19          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-12-20      | 3.0000%  | 0.0000% | $4653000.00        | $650892.87         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $75800.00          | $7528.98           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $12548502.00       | $1142359.59        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-09-20      | 3.5000%  | 0.0000% | $303200.00         | $36108.86          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $4377236.40        | $539789.42         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-02-20      | 4.0000%  | 0.0000% | $699486.40         | $70828.62          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-02-20      | 3.0000%  | 0.0000% | $189800.00         | $72251.05          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 3.0000%  | 0.0000% | $1325340.00        | $536655.62         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $9000.00           | $5230.16           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $4240493.40        | $3591673.42        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $10150220.40       | $6804274.02        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.5000%  | 0.0000% | $5529287.20        | $4271112.15        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 5.5000%  | 0.0000% | $40893875.20       | $33413824.04       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.0000%  | 0.0000% | $286.40            | $282.00            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $843028.80         | $870727.15         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $970404.60         | $1023191.69        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $647533.60         | $668826.80         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $519529.80         | $538778.51         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1010984.20        | $1052877.39        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $795447.60         | $820662.26         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3700%  | 0.0000% | $1238016.20        | $1268666.80        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $434940.60         | $459133.42         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 7.5000%  | 0.0000% | $292542.20         | $314073.50         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $200.00            | $204.89            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.5100%  | 0.0000% | $236647.60         | $245873.92         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $22767.80          | $23132.87          | Agency Mortgage-Backed Securities   |

### Security 96: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 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: BIV8PXPC6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8PXPC6
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.8400%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2045-10-01      | 3.5000%  | 0.0000% | $750000.00         | $150129.51         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-03-01      | 5.5000%  | 0.0000% | $437824.50         | $330749.43         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-10-01      | 6.5000%  | 0.0000% | $2955185.75        | $2850485.49        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-07-01      | 2.0000%  | 0.0000% | $500000.00         | $209834.19         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-10-01      | 4.0000%  | 0.0000% | $440000.00         | $348769.94         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-03-01      | 6.0000%  | 0.0000% | $453624.50         | $335465.60         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-04-01      | 5.0000%  | 0.0000% | $11167302.00       | $10771063.59       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 5.5000%  | 0.0000% | $3192092.75        | $2732118.68        | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2049-05-01      | 5.0000%  | 0.0000% | $367668.75         | $127624.41         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2049-05-01      | 5.0000%  | 0.0000% | $709938.50         | $188255.75         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $357427.50         | $101035.96         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $316809.75         | $134200.95         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $321807.25         | $130145.08         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $453998.25         | $166919.23         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2048-01-01      | 3.5000%  | 0.0000% | $450000.00         | $80496.68          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-04-01      | 3.0000%  | 0.0000% | $575000.00         | $178591.38         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-03-01      | 5.0000%  | 0.0000% | $422528.25         | $143776.01         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-04-01      | 5.0000%  | 0.0000% | $331680.50         | $173748.03         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-04-01      | 5.0000%  | 0.0000% | $450301.00         | $152770.65         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2051-06-01      | 2.5000%  | 0.0000% | $137500.00         | $85361.11          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-05-01      | 3.5000%  | 0.0000% | $775000.00         | $590430.46         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-06-01      | 5.5000%  | 0.0000% | $2584129.00        | $1868082.50        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-07-01      | 5.5000%  | 0.0000% | $2163534.00        | $1447996.29        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-07-01      | 5.5000%  | 0.0000% | $1872199.75        | $1261243.40        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-07-01      | 5.5000%  | 0.0000% | $2060838.25        | $1209553.73        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-09-01      | 5.5000%  | 0.0000% | $1559001.25        | $1080802.38        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-09-01      | 5.5000%  | 0.0000% | $1517612.25        | $1124288.58        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-01-01      | 6.0000%  | 0.0000% | $955909.75         | $745685.80         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-06-01      | 6.5000%  | 0.0000% | $466138.00         | $476346.51         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-08-01      | 7.0000%  | 0.0000% | $289275.50         | $304200.85         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 6.5000%  | 0.0000% | $1013444.00        | $789693.14         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 6.5000%  | 0.0000% | $619667.50         | $563744.43         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $308008.00         | $111159.63         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 6.5000%  | 0.0000% | $1382272.50        | $1144948.42        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $498794.50         | $422081.02         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $322835.25         | $288748.06         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $320142.00         | $124057.39         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $297311.25         | $182903.41         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $536167.50         | $370350.51         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 6.5000%  | 0.0000% | $1186358.75        | $831537.22         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $758574.50         | $617092.71         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $461753.50         | $441104.53         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $340507.75         | $268101.73         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $342845.50         | $290591.95         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $1195899.50        | $902606.94         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $1168195.00        | $663021.91         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $512298.75         | $386063.20         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-11-01      | 7.0000%  | 0.0000% | $434867.75         | $354089.14         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2051-05-01      | 2.5000%  | 0.0000% | $18750.00          | $11530.81          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 7.0000%  | 0.0000% | $256709.25         | $251936.46         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 7.0000%  | 0.0000% | $285125.00         | $300629.16         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 6.5000%  | 0.0000% | $3704002.25        | $3267403.91        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-11-01      | 3.0000%  | 0.0000% | $403986.50         | $93442.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2045-10-01      | 3.5000%  | 0.0000% | $2250000.00        | $553537.44         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2036-03-01      | 3.5000%  | 0.0000% | $259679.00         | $35679.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2044-07-01      | 4.0000%  | 0.0000% | $6887500.00        | $1211332.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $296100.00         | $211192.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $287687.50         | $200471.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $416337.50         | $309601.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 6.5000%  | 0.0000% | $794031.00         | $647520.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $299829.00         | $204698.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $278304.00         | $272527.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $273769.00         | $174635.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $701147.75         | $534552.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $581218.25         | $484209.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $826409.00         | $677407.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $283984.75         | $234796.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $314848.00         | $240973.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $381504.75         | $365000.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.5000%  | 0.0000% | $613624.50         | $556939.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-01-01      | 7.0000%  | 0.0000% | $531015.75         | $386249.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-03-01      | 5.5000%  | 0.0000% | $467710.50         | $463412.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-06-01      | 7.0000%  | 0.0000% | $252755.50         | $187295.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-09-01      | 6.0000%  | 0.0000% | $2600492.50        | $2586213.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 6.5000%  | 0.0000% | $1125330.00        | $1168981.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-11-01      | 5.5000%  | 0.0000% | $322006.50         | $321197.82         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 6.0000%  | 0.0000% | $899263.75         | $917945.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-02-01      | 5.0000%  | 0.0000% | $579110.75         | $566727.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-03-01      | 6.5000%  | 0.0000% | $572300.00         | $597560.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-03-01      | 6.5000%  | 0.0000% | $458975.00         | $479409.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 5.5000%  | 0.0000% | $1127373.75        | $1139144.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $580633.50         | $574278.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.5000%  | 0.0000% | $700705.50         | $708781.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.0000%  | 0.0000% | $789755.50         | $812355.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $995895.00         | $1035122.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $1025421.75        | $1066417.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $660707.00         | $692191.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $498983.00         | $522977.15         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 5.0000%  | 0.0000% | $799765.00         | $790189.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-01-01      | 3.5000%  | 0.0000% | $20597895.50       | $5017632.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-11-01      | 5.0000%  | 0.0000% | $384509.75         | $73549.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-02-01      | 5.0000%  | 0.0000% | $376885.00         | $183217.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-03-01      | 5.0000%  | 0.0000% | $411250.00         | $69906.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-02-01      | 4.0000%  | 0.0000% | $485000.00         | $70347.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-01-01      | 5.5000%  | 0.0000% | $1188912.50        | $174783.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $1955565.00        | $703619.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $362578.50         | $98784.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $524031.00         | $62618.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $641538.75         | $50667.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.5000%  | 0.0000% | $564846.00         | $27384.92          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-01-01      | 5.0000%  | 0.0000% | $366196.50         | $91397.09          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-05-01      | 2.5000%  | 0.0000% | $313750.00         | $123028.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-08-01      | 2.5000%  | 0.0000% | $419375.00         | $221172.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-11-01      | 2.5000%  | 0.0000% | $117500.00         | $58205.20          | Agency Mortgage-Backed Securities  |
| FANNIE ADJ. MULTIFAMILY MORT          | 2031-06-01      | 1.9400%  | 0.0000% | $7894250.00        | $6950009.11        | Agency Mortgage-Backed Securities  |
| FANNIE ADJ. MULTIFAMILY MORT          | 2033-06-01      | 4.1700%  | 0.0000% | $3675000.00        | $3592812.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-08-01      | 2.5000%  | 0.0000% | $500000.00         | $275551.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 5.0000%  | 0.0000% | $689007.50         | $677450.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-04-01      | 5.5000%  | 0.0000% | $662257.00         | $668057.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-07-01      | 4.0000%  | 0.0000% | $2583313.75        | $1883584.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-05-01      | 6.5000%  | 0.0000% | $281583.75         | $287180.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-06-01      | 6.5000%  | 0.0000% | $735338.50         | $747495.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-08-01      | 6.5000%  | 0.0000% | $617418.50         | $635349.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-06-01      | 6.5000%  | 0.0000% | $371935.75         | $299463.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 6.5000%  | 0.0000% | $688826.00         | $703974.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 6.5000%  | 0.0000% | $509649.00         | $484731.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 6.5000%  | 0.0000% | $469773.50         | $371286.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 6.5000%  | 0.0000% | $1514911.25        | $1108194.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 6.5000%  | 0.0000% | $640642.25         | $492029.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $329551.00         | $295640.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $521430.00         | $353555.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 6.5000%  | 0.0000% | $373278.00         | $216400.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2048-07-01      | 4.5000%  | 0.0000% | $7500000.00        | $1386956.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $9978359.75        | $1629751.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-01-01      | 5.0000%  | 0.0000% | $4050722.25        | $1475057.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-04-01      | 5.5000%  | 0.0000% | $587753.75         | $160872.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-04-01      | 5.5000%  | 0.0000% | $641992.75         | $229393.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-05-01      | 5.0000%  | 0.0000% | $859773.50         | $166621.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-05-01      | 5.0000%  | 0.0000% | $273508.75         | $50346.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-08-01      | 5.5000%  | 0.0000% | $496387.50         | $347489.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-06-01      | 3.0000%  | 0.0000% | $1311438.75        | $967770.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-07-01      | 5.0000%  | 0.0000% | $9223402.50        | $7005912.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-03-01      | 5.5000%  | 0.0000% | $11250000.00       | $9017807.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-05-01      | 4.0000%  | 0.0000% | $749077.75         | $687984.51         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-06-01      | 5.5000%  | 0.0000% | $5767586.00        | $5600530.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-05-01      | 2.0000%  | 0.0000% | $7720964.75        | $6637039.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-12-01      | 3.0000%  | 0.0000% | $625000.00         | $272584.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2048-11-01      | 4.0000%  | 0.0000% | $814342.50         | $522888.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-02-01      | 3.5000%  | 0.0000% | $856250.00         | $540218.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-02-01      | 4.5000%  | 0.0000% | $352109.00         | $285241.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-07-01      | 6.5000%  | 0.0000% | $14342978.25       | $12994120.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-11-01      | 5.0000%  | 0.0000% | $16498014.75       | $15938177.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-02-01      | 5.5000%  | 0.0000% | $620199.00         | $597268.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $15000000.00       | $15680654.63       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2041-07-01      | 5.0000%  | 0.0000% | $792537.00         | $95197.14          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-12-01      | 2.5000%  | 0.0000% | $53933.75          | $10350.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2039-08-01      | 6.0000%  | 0.0000% | $763895.50         | $59424.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-08-01      | 3.5000%  | 0.0000% | $13536080.75       | $1050690.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-09-01      | 3.5000%  | 0.0000% | $11661183.25       | $827143.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-10-01      | 3.5000%  | 0.0000% | $19675131.25       | $1522610.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-11-01      | 3.5000%  | 0.0000% | $6250000.00        | $475533.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-07-01      | 2.0000%  | 0.0000% | $500000.00         | $217791.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-09-01      | 3.0000%  | 0.0000% | $31769750.00       | $9979052.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-06-01      | 2.5000%  | 0.0000% | $717500.00         | $420956.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-03-01      | 6.0000%  | 0.0000% | $762500.00         | $618600.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 6.0000%  | 0.0000% | $1125000.00        | $888970.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-04-01      | 5.0000%  | 0.0000% | $58722237.75       | $56867683.75       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $34725698.75       | $33892015.40       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-11-01      | 6.5000%  | 0.0000% | $796011.00         | $839390.57         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-12-01      | 6.5000%  | 0.0000% | $464061.00         | $481277.09         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-02-01      | 5.5000%  | 0.0000% | $7662854.00        | $7622616.44        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-01-01      | 5.0000%  | 0.0000% | $744513.75         | $732992.79         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $588560.75         | $606279.75         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $571442.25         | $588797.88         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 5.5000%  | 0.0000% | $959866.25         | $970298.63         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 5.5000%  | 0.0000% | $1447226.00        | $1461287.90        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.5000%  | 0.0000% | $433884.75         | $450792.31         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 5.5000%  | 0.0000% | $569171.50         | $576837.99         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 5.5000%  | 0.0000% | $804059.00         | $813323.81         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.5000%  | 0.0000% | $1017927.00        | $1058623.83        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-07-01      | 4.0000%  | 0.0000% | $279375.25         | $261502.71         | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BOND                    | 2043-02-15      | 3.8750%  | 0.0000% | $10233675.00       | $9237672.01        | U.S. Treasuries (including strips) |

### Security 97: 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):** $243955723.00
- **C.18.a - Value (excl. sponsor support):** $243955723.00
- **C.19 - Percentage of Net Assets:** 3.9400%
- **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% | $91504.89          | $73658.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $10688102.70       | $8736771.29        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-10-20      | 3.0000%  | 0.0000% | $3651241.24        | $399057.94         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $10461650.65       | $8161488.61        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 5.0000%  | 0.0000% | $6156766.08        | $4898194.48        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-02-20      | 5.0000%  | 0.0000% | $5763787.46        | $4629069.79        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-08-20      | 6.0000%  | 0.0000% | $1103848.92        | $768361.72         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-09-20      | 6.0000%  | 0.0000% | $73462353.73       | $52142952.27       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-10-20      | 6.5000%  | 0.0000% | $342827.72         | $190891.89         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 5.5000%  | 0.0000% | $34490783.05       | $32199277.51       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 5.5000%  | 0.0000% | $72570733.78       | $68134855.59       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 6.0000%  | 0.0000% | $28995014.90       | $24736898.22       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 5.5000%  | 0.0000% | $4159728.47        | $4093147.64        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $13579214.05       | $13475230.85       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $25093347.47       | $25054678.11       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2053-02-20      | 5.5000%  | 0.0000% | $6529423.75        | $4826021.52        | Agency Mortgage-Backed Securities |

### Security 98: 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):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **C.19 - Percentage of Net Assets:** 4.9200%
- **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% | $422.00            | $36.45             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-09-01      | 3.0000%  | 0.0000% | $2871.51           | $493.30            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $12574557.57       | $2718445.17        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $3938.40           | $879.21            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2043-01-01      | 3.5000%  | 0.0000% | $16824101.10       | $6780370.45        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2043-01-01      | 3.5000%  | 0.0000% | $4834506.08        | $1961349.06        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-08-01      | 3.0000%  | 0.0000% | $151171.18         | $70026.91          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-08-01      | 3.5000%  | 0.0000% | $2174429.06        | $340213.27         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-08-01      | 4.0000%  | 0.0000% | $16485.86          | $2010.20           | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-03-01      | 3.5000%  | 0.0000% | $732.00            | $151.81            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.0000%  | 0.0000% | $2373630.41        | $1751540.52        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 6.5000%  | 0.0000% | $609.76            | $500.85            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-09-01      | 2.0000%  | 0.0000% | $4085.05           | $2754.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-01-01      | 3.5000%  | 0.0000% | $5852341.59        | $1154428.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $138.47            | $142.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-11-01      | 3.0000%  | 0.0000% | $488.12            | $105.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $551.07            | $104.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-01-01      | 3.5000%  | 0.0000% | $122.00            | $35.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 3.5000%  | 0.0000% | $20939922.13       | $5365410.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 2.5000%  | 0.0000% | $610.24            | $339.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $5338643.51        | $3334795.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 3.0000%  | 0.0000% | $3318.03           | $2566.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 4.0000%  | 0.0000% | $11260769.58       | $2372620.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-07-01      | 3.5000%  | 0.0000% | $17189003.46       | $4107656.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-09-01      | 3.5000%  | 0.0000% | $4775189.80        | $1828554.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 2.5000%  | 0.0000% | $9271865.56        | $5713700.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $50886.57          | $35374.28          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 7.0000%  | 0.0000% | $632.94            | $577.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.5000%  | 0.0000% | $854.98            | $779.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.0000%  | 0.0000% | $219.11            | $221.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-02-01      | 3.5000%  | 0.0000% | $11139216.47       | $1624420.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-12-01      | 3.5000%  | 0.0000% | $160.43            | $19.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-01-01      | 3.5000%  | 0.0000% | $10019194.00       | $1305219.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 3.5000%  | 0.0000% | $12311762.98       | $1769919.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-12-01      | 3.5000%  | 0.0000% | $9176504.38        | $1650578.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $7989341.90        | $5802860.19        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.0000%  | 0.0000% | $1990450.74        | $1952069.58        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.5000%  | 0.0000% | $176825.34         | $163657.76         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-12-20      | 4.5000%  | 0.0000% | $23727975.44       | $1655211.22        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 2.0000%  | 0.0000% | $122.00            | $57.74             | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 4.0000%  | 0.0000% | $122.12            | $87.79             | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 4.5000%  | 0.0000% | $417537.07         | $391277.43         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $838.51            | $829.28            | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $1700318.27        | $1687200.71        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-07-20      | 5.0000%  | 0.0000% | $1501129.36        | $1473313.38        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $1342000.00        | $1345887.60        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-01-20      | 5.4519%  | 0.0000% | $6100000.00        | $4383519.46        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-02-20      | 5.5000%  | 0.0000% | $6100000.00        | $4266386.56        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-01-20      | 5.3018%  | 0.0000% | $6100000.00        | $4886479.05        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-07-20      | 5.3518%  | 0.0000% | $6058605.77        | $2362664.85        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $2440000.00        | $2441345.89        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7519%  | 0.0000% | $1220000.00        | $1221704.59        | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BILL                       | 2025-07-10      | 0.0000%  | 0.0000% | $4867812.20        | $4862754.54        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-07      | 0.0000%  | 0.0000% | $19068.60          | $18985.16          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-04      | 0.0000%  | 0.0000% | $35782.60          | $35507.22          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-10-30      | 0.0000%  | 0.0000% | $591553.60         | $583245.23         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-17      | 0.0000%  | 0.0000% | $39296.20          | $39223.93          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-31      | 0.0000%  | 0.0000% | $4880.00           | $4863.17           | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-21      | 0.0000%  | 0.0000% | $382055.20         | $379730.01         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-11      | 0.0000%  | 0.0000% | $107189.20         | $106282.92         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-25      | 0.0000%  | 0.0000% | $333853.00         | $330499.45         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-29      | 0.0000%  | 0.0000% | $352214.00         | $351085.51         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-10-16      | 0.0000%  | 0.0000% | $12200.00          | $12048.16          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-05      | 0.0000%  | 0.0000% | $3789625.00        | $3773928.37        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-11-13      | 0.0000%  | 0.0000% | $105225.00         | $103591.38         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-16      | 0.0000%  | 0.0000% | $10614.00          | $10517.62          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2027-11-15      | 6.1250%  | 0.0000% | $73.20             | $77.72             | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND                  | 2026-01-15      | 2.0000%  | 0.0000% | $1244.40           | $2031.81           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2036-02-15      | 4.5000%  | 0.0000% | $12.20             | $12.68             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2039-08-15      | 4.5000%  | 0.0000% | $24.40             | $24.62             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-02-15      | 4.6250%  | 0.0000% | $12.20             | $12.43             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-11-15      | 4.2500%  | 0.0000% | $292873.20         | $281085.20         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-11-15      | 3.1250%  | 0.0000% | $3599.00           | $2951.82           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.0000%  | 0.0000% | $1944826.40        | $1553004.17        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-02-15      | 3.1250%  | 0.0000% | $2232.60           | $1812.83           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-05-15      | 2.8750%  | 0.0000% | $24.40             | $18.81             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-08-15      | 3.6250%  | 0.0000% | $12.20             | $10.61             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-11-15      | 3.7500%  | 0.0000% | $2339996.60        | $2046728.34        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-02-15      | 2.5000%  | 0.0000% | $36331.60          | $25803.84          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-05-15      | 3.0000%  | 0.0000% | $24.40             | $18.70             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-11-15      | 3.0000%  | 0.0000% | $24.40             | $18.60             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-05-15      | 2.5000%  | 0.0000% | $6441.60           | $4447.04           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-08-15      | 2.2500%  | 0.0000% | $25156.40          | $16617.71          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-11-15      | 2.8750%  | 0.0000% | $207.40            | $152.79            | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND                  | 2047-02-15      | 0.8750%  | 0.0000% | $667669.40         | $643365.12         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2047-11-15      | 2.7500%  | 0.0000% | $20825.40          | $14812.28          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-02-15      | 3.0000%  | 0.0000% | $1049.20           | $787.98            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-05-15      | 3.1250%  | 0.0000% | $12.20             | $9.27              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-08-15      | 3.0000%  | 0.0000% | $12.20             | $9.12              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-11-15      | 3.3750%  | 0.0000% | $12.20             | $9.66              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-02-15      | 3.0000%  | 0.0000% | $2251729.60        | $1676968.52        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-05-15      | 2.8750%  | 0.0000% | $1464000.00        | $1051593.76        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-08-15      | 2.2500%  | 0.0000% | $402.60            | $254.73            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-05-15      | 1.2500%  | 0.0000% | $8657583.60        | $4150172.86        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-08-15      | 1.3750%  | 0.0000% | $1928527.20        | $955488.34         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-05-15      | 1.1250%  | 0.0000% | $317.20            | $196.61            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-11-15      | 1.6250%  | 0.0000% | $24.40             | $12.84             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-11-15      | 1.3750%  | 0.0000% | $80166.20          | $50968.37          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-05-15      | 2.3750%  | 0.0000% | $414.80            | $262.94            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-05-15      | 2.2500%  | 0.0000% | $390.40            | $283.41            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-08-15      | 2.0000%  | 0.0000% | $24.40             | $14.18             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-08-15      | 1.7500%  | 0.0000% | $352104.20         | $234967.67         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-11-15      | 1.8750%  | 0.0000% | $20215.40          | $11234.62          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2052-02-15      | 2.2500%  | 0.0000% | $908497.40         | $559788.74         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-02-15      | 2.3750%  | 0.0000% | $48.80             | $35.76             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.2500%  | 0.0000% | $2683914.60        | $2222585.91        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2052-11-15      | 4.0000%  | 0.0000% | $12.20             | $10.69             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-11-15      | 4.0000%  | 0.0000% | $22155.20          | $20251.03          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-02-15      | 3.6250%  | 0.0000% | $2121128.60        | $1752516.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-02-15      | 3.8750%  | 0.0000% | $219.60            | $199.03            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-05-15      | 3.6250%  | 0.0000% | $12.20             | $9.96              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-05-15      | 3.8750%  | 0.0000% | $24.40             | $21.83             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $24.40             | $22.08             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-08-15      | 4.3750%  | 0.0000% | $146.40            | $141.44            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-11-15      | 4.7500%  | 0.0000% | $24.40             | $24.22             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-11-15      | 4.7500%  | 0.0000% | $7893.40           | $7903.14           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2054-02-15      | 4.2500%  | 0.0000% | $482400.20         | $445960.39         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2054-05-15      | 4.6250%  | 0.0000% | $48.80             | $47.51             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2044-08-15      | 4.1250%  | 0.0000% | $16213.80          | $15056.72          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2044-11-15      | 4.6250%  | 0.0000% | $36.60             | $35.92             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2055-02-15      | 4.6250%  | 0.0000% | $1590294.40        | $1569771.54        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-02-15      | 4.7500%  | 0.0000% | $571240.60         | $576539.48         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2055-05-15      | 4.7500%  | 0.0000% | $3859372.40        | $3844893.96        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-05-15      | 5.0000%  | 0.0000% | $67954.00          | $70005.12          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-15      | 1.5000%  | 0.0000% | $36.60             | $35.81             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-08-15      | 2.2500%  | 0.0000% | $1317.60           | $1288.50           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-11-15      | 2.2500%  | 0.0000% | $1268.80           | $1229.79           | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2028-01-15      | 0.5000%  | 0.0000% | $109.80            | $140.32            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-15      | 2.7500%  | 0.0000% | $12.20             | $12.03             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-15      | 2.8750%  | 0.0000% | $36.60             | $35.89             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-08-15      | 2.8750%  | 0.0000% | $1952.00           | $1923.51           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-10-31      | 3.0000%  | 0.0000% | $12.20             | $12.21             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2029-01-15      | 0.8750%  | 0.0000% | $231.80            | $290.80            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-02-15      | 2.6250%  | 0.0000% | $658.80            | $640.35            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-15      | 2.3750%  | 0.0000% | $53850.80          | $51339.94          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-15      | 2.0000%  | 0.0000% | $451.40            | $453.29            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-07-15      | 0.1250%  | 0.0000% | $73.20             | $97.06             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-01-15      | 0.3750%  | 0.0000% | $12.20             | $15.99             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-15      | 2.3750%  | 0.0000% | $12.20             | $11.93             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-31      | 1.8750%  | 0.0000% | $48.80             | $48.09             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-11-30      | 1.6250%  | 0.0000% | $9357.40           | $9082.86           | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2030-01-15      | 0.1250%  | 0.0000% | $4440848.80        | $5220630.81        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-31      | 1.5000%  | 0.0000% | $468724.00         | $454884.68         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $122.00            | $110.94            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.1250%  | 0.0000% | $21606.20          | $20755.08          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 0.5000%  | 0.0000% | $97.60             | $92.07             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-15      | 0.6250%  | 0.0000% | $24.40             | $20.98             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-06-30      | 0.5000%  | 0.0000% | $2171.60           | $2036.62           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-07-31      | 0.2500%  | 0.0000% | $12.20             | $12.17             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-31      | 0.3750%  | 0.0000% | $2440.00           | $2279.67           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-08-15      | 0.6250%  | 0.0000% | $1028264.80        | $878024.83         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-31      | 0.2500%  | 0.0000% | $48.80             | $48.49             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-11-15      | 0.8750%  | 0.0000% | $24.40             | $20.92             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-11-30      | 0.3750%  | 0.0000% | $305.00            | $300.16            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-12-31      | 0.6250%  | 0.0000% | $2635.20           | $2441.53           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-12-31      | 0.3750%  | 0.0000% | $24.40             | $23.93             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-01-31      | 0.3750%  | 0.0000% | $24.40             | $23.90             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-01-31      | 0.7500%  | 0.0000% | $60036.20          | $55844.04          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-29      | 1.1250%  | 0.0000% | $3051195.60        | $2862642.76        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-03-31      | 1.2500%  | 0.0000% | $5724032.60        | $5373824.40        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-30      | 1.2500%  | 0.0000% | $1378.60           | $1290.33           | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-04-15      | 0.1250%  | 0.0000% | $12780854.20       | $15453061.24       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-05-15      | 1.6250%  | 0.0000% | $12.20             | $10.77             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-05-31      | 0.7500%  | 0.0000% | $109.80            | $106.62            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-06-30      | 0.8750%  | 0.0000% | $608999.60         | $590370.91         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-08-15      | 1.2500%  | 0.0000% | $12.20             | $10.48             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-31      | 0.7500%  | 0.0000% | $12.20             | $11.79             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-09-30      | 1.2500%  | 0.0000% | $866.20            | $803.39            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-09-30      | 0.8750%  | 0.0000% | $12.20             | $11.78             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-10-15      | 0.1250%  | 0.0000% | $36.60             | $42.44             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-10-31      | 1.3750%  | 0.0000% | $48.80             | $45.32             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-10-31      | 1.1250%  | 0.0000% | $99222.60          | $95846.63          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-11-15      | 1.3750%  | 0.0000% | $622.20            | $532.53            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-11-30      | 1.5000%  | 0.0000% | $48.80             | $45.38             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-31      | 1.2500%  | 0.0000% | $46884.60          | $45117.75          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-01-31      | 1.7500%  | 0.0000% | $12.20             | $11.48             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-02-15      | 1.8750%  | 0.0000% | $2711193.80        | $2396173.15        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.8750%  | 0.0000% | $6534722.60        | $6372256.54        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-03-31      | 2.3750%  | 0.0000% | $24.40             | $23.37             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-31      | 2.5000%  | 0.0000% | $36.60             | $36.03             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-04-15      | 0.1250%  | 0.0000% | $24.40             | $27.12             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-04-30      | 2.8750%  | 0.0000% | $7673861.00        | $7470485.46        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 2.7500%  | 0.0000% | $633375.20         | $624772.97         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-05-15      | 2.8750%  | 0.0000% | $48.80             | $45.63             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-31      | 2.7500%  | 0.0000% | $24.40             | $23.56             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-31      | 2.6250%  | 0.0000% | $10734523.80       | $10531658.89       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-06-30      | 3.2500%  | 0.0000% | $24.40             | $23.93             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-31      | 2.7500%  | 0.0000% | $36.60             | $36.29             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-15      | 3.1250%  | 0.0000% | $12.20             | $12.32             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.1250%  | 0.0000% | $24.40             | $24.04             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-09-30      | 4.1250%  | 0.0000% | $3196851.40        | $3257074.16        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-10-31      | 4.1250%  | 0.0000% | $1505480.00        | $1528513.30        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-11-15      | 4.1250%  | 0.0000% | $8552.20           | $8640.03           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-11-15      | 4.5000%  | 0.0000% | $191918.20         | $193097.73         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-12-31      | 3.8750%  | 0.0000% | $48.80             | $48.96             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-01-31      | 3.5000%  | 0.0000% | $61.00             | $61.11             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-02-15      | 3.5000%  | 0.0000% | $11071060.80       | $10797843.47       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-29      | 4.0000%  | 0.0000% | $427.00            | $435.63            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-02-28      | 4.0000%  | 0.0000% | $48.80             | $49.87             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-04-15      | 3.7500%  | 0.0000% | $602692.20         | $605726.08         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-04-30      | 3.5000%  | 0.0000% | $780.80            | $774.32            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-30      | 3.5000%  | 0.0000% | $134.20            | $134.16            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-05-15      | 3.6250%  | 0.0000% | $24.40             | $24.42             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-05-15      | 3.3750%  | 0.0000% | $25559.00          | $24428.67          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-31      | 3.6250%  | 0.0000% | $24.40             | $24.40             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-31      | 3.7500%  | 0.0000% | $199067.40         | $198990.12         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-06-30      | 4.0000%  | 0.0000% | $1232.20           | $1241.90           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-15      | 4.5000%  | 0.0000% | $3050170.80        | $3128716.84        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-07-31      | 4.1250%  | 0.0000% | $36.60             | $37.64             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-07-31      | 4.0000%  | 0.0000% | $97.60             | $99.94             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-08-15      | 3.8750%  | 0.0000% | $12.20             | $12.17             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-08-31      | 4.1250%  | 0.0000% | $12.20             | $12.53             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-08-31      | 4.3750%  | 0.0000% | $6099987.80        | $6305228.45        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-09-30      | 4.6250%  | 0.0000% | $24.40             | $25.56             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-09-30      | 4.6250%  | 0.0000% | $183.00            | $190.06            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-10-31      | 4.8750%  | 0.0000% | $36526.80          | $38114.14          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-10-31      | 4.8750%  | 0.0000% | $1561.60           | $1649.68           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-11-30      | 4.3750%  | 0.0000% | $375211.00         | $384130.92         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-15      | 4.3750%  | 0.0000% | $597.80            | $603.17            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.7500%  | 0.0000% | $122.00            | $121.24            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-12-31      | 3.7500%  | 0.0000% | $3550.20           | $3550.84           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-15      | 4.0000%  | 0.0000% | $2312497.80        | $2359833.57        | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE              | 2026-01-31      | 4.4850%  | 0.0000% | $621529.00         | $626956.97         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-01-31      | 4.0000%  | 0.0000% | $38301436.40       | $39255088.01       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-02-15      | 4.0000%  | 0.0000% | $4148.00           | $4159.37           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-02-28      | 4.2500%  | 0.0000% | $2040157.20        | $2105490.53        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-15      | 4.2500%  | 0.0000% | $48.80             | $49.76             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-15      | 4.5000%  | 0.0000% | $12.20             | $12.46             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-04-30      | 4.8750%  | 0.0000% | $12.20             | $12.37             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-04-30      | 4.6250%  | 0.0000% | $24.40             | $25.49             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-04-30      | 4.6250%  | 0.0000% | $175070.00         | $181742.87         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $97.60             | $99.47             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-15      | 4.5000%  | 0.0000% | $2488.80           | $2534.83           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-31      | 4.5000%  | 0.0000% | $85.40             | $87.97             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-05-31      | 4.6250%  | 0.0000% | $3289010.20        | $3422639.34        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-06-30      | 4.2500%  | 0.0000% | $48.80             | $49.67             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-15      | 4.3750%  | 0.0000% | $85.40             | $88.14             | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE              | 2026-07-31      | 4.4220%  | 0.0000% | $24.40             | $24.61             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-31      | 4.3750%  | 0.0000% | $36.60             | $37.41             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-07-31      | 4.0000%  | 0.0000% | $427.00            | $437.71            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-08-15      | 3.8750%  | 0.0000% | $109.80            | $108.60            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-08-15      | 3.7500%  | 0.0000% | $170.80            | $173.20            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-31      | 3.7500%  | 0.0000% | $36.60             | $36.97             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-08-31      | 3.7500%  | 0.0000% | $487975.60         | $488813.00         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.6250%  | 0.0000% | $219.60            | $220.97            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-09-15      | 3.3750%  | 0.0000% | $12.20             | $12.23             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-09-30      | 3.5000%  | 0.0000% | $24.40             | $24.34             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-09-30      | 3.5000%  | 0.0000% | $14957.20          | $15009.52          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-10-15      | 3.8750%  | 0.0000% | $12.20             | $12.33             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-10-31      | 4.1250%  | 0.0000% | $12.20             | $12.45             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-10-31      | 4.1250%  | 0.0000% | $372758.80         | $376303.60         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-11-15      | 4.2500%  | 0.0000% | $2990329.80        | $3010249.88        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-11-15      | 4.1250%  | 0.0000% | $24.40             | $24.74             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-11-30      | 4.2500%  | 0.0000% | $15969.80          | $16105.23          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-11-30      | 4.1250%  | 0.0000% | $25498.00          | $25799.52          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $1098.00           | $1116.76           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-12-31      | 4.3750%  | 0.0000% | $2063142.00        | $2112154.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $134.20            | $134.97            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-01-15      | 4.2500%  | 0.0000% | $134.20            | $138.49            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-31      | 4.1250%  | 0.0000% | $317.20            | $324.02            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-01-31      | 4.3750%  | 0.0000% | $5430744.60        | $5649828.73        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 4.1250%  | 0.0000% | $2501000.00        | $2547609.32        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-02-29      | 4.1250%  | 0.0000% | $12200.00          | $12458.70          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-03-15      | 3.8750%  | 0.0000% | $48.80             | $49.56             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-03-31      | 4.1250%  | 0.0000% | $134.20            | $136.54            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-03-31      | 4.0000%  | 0.0000% | $24.40             | $24.84             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-31      | 3.8750%  | 0.0000% | $978501.00         | $989309.09         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-15      | 3.7500%  | 0.0000% | $5916939.00        | $5967285.55        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 3.7500%  | 0.0000% | $8036188.80        | $8082919.50        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-04-30      | 3.8750%  | 0.0000% | $12.20             | $12.31             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2035-05-15      | 4.2500%  | 0.0000% | $725192.40         | $728561.28         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-15      | 3.7500%  | 0.0000% | $695400.00         | $699309.89         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $4611.60           | $4635.37           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-05-31      | 4.1250%  | 0.0000% | $22517222.80       | $22747374.67       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-31      | 4.0000%  | 0.0000% | $12200012.20       | $12343565.95       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $256.20            | $257.80            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-06-30      | 3.7500%  | 0.0000% | $122.00            | $122.03            | U.S. Treasuries (including strips) |

### Security 99: 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):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **C.19 - Percentage of Net Assets:** 4.9200%
- **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% | $927320.48         | $129731.78         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2047-10-01      | 3.5000%  | 0.0000% | $42002.77          | $6865.21           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2037-11-01      | 2.4000%  | 0.0000% | $51540.12          | $39847.33          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2038-01-01      | 2.9200%  | 0.0000% | $92225.29          | $74262.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $610.00            | $621.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-07-01      | 6.0000%  | 0.0000% | $235130.60         | $240005.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-07-01      | 6.5000%  | 0.0000% | $412101.97         | $429403.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $610.00            | $618.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $610.00            | $621.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $611.22            | $624.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $610.00            | $623.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $305.00            | $311.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $610.00            | $622.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $305.00            | $311.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.5000%  | 0.0000% | $610.00            | $638.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $610.00            | $622.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 6.0000%  | 0.0000% | $305.00            | $311.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 6.0000%  | 0.0000% | $929.64            | $953.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 7.0000%  | 0.0000% | $416428.70         | $443172.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.5000%  | 0.0000% | $610.00            | $638.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2051-02-01      | 3.0000%  | 0.0000% | $366.00            | $218.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2054-01-01      | 6.5000%  | 0.0000% | $20346125.44       | $19146015.63       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2054-12-01      | 5.5000%  | 0.0000% | $25137309.44       | $24122017.79       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 5.0000%  | 0.0000% | $1151280.76        | $1133044.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2046-11-01      | 3.0000%  | 0.0000% | $48068915.00       | $15296313.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-07-01      | 2.0000%  | 0.0000% | $24594926.72       | $13950131.57       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-09-01      | 2.0000%  | 0.0000% | $24998884.28       | $14614227.16       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2037-01-01      | 2.0000%  | 0.0000% | $20401991.68       | $12515824.68       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2053-01-01      | 6.0000%  | 0.0000% | $15250000.00       | $12298007.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-03-01      | 5.5000%  | 0.0000% | $31610728.57       | $31313901.35       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-11-01      | 2.5000%  | 0.0000% | $89459399.33       | $14014305.62       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-02-01      | 7.0000%  | 0.0000% | $733209.02         | $688958.31         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.5000%  | 0.0000% | $396773.28         | $411910.49         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $1399252.16        | $1395985.65        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $305.00            | $303.15            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $305.00            | $307.18            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $312.32            | $319.18            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $610.61            | $622.78            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $305.00            | $311.86            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $610.00            | $635.11            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $305.00            | $317.06            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $307.14            | $314.09            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $640937.98         | $670015.43         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $1163562.80        | $1189727.96        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $305.00            | $311.92            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $305.00            | $311.30            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $422289.58         | $439676.32         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $507796.64         | $520440.69         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $305.00            | $312.18            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.5000%  | 0.0000% | $619.15            | $647.53            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $610.00            | $625.64            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $610.00            | $626.95            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-07-01      | 6.0000%  | 0.0000% | $7033095.04        | $7179238.06        | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BILL                      | 2025-09-04      | 0.0000%  | 0.0000% | $335.50            | $332.87            | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                      | 2025-07-31      | 0.0000%  | 0.0000% | $396.50            | $395.10            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2026-02-15      | 6.0000%  | 0.0000% | $5490000.00        | $5672463.94        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2028-08-15      | 5.5000%  | 0.0000% | $152500.00         | $163724.16         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2031-02-15      | 5.3750%  | 0.0000% | $4575000.00        | $5001243.10        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2038-02-15      | 4.3750%  | 0.0000% | $1525000.00        | $1538291.30        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2039-08-15      | 4.5000%  | 0.0000% | $9137190.00        | $9188374.42        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-11-15      | 4.2500%  | 0.0000% | $3202500.00        | $3061774.14        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2043-05-15      | 2.8750%  | 0.0000% | $305000.00         | $234042.59         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-05-15      | 3.3750%  | 0.0000% | $5185000.00        | $4249007.69        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-11-15      | 3.0000%  | 0.0000% | $701500.00         | $537997.19         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2045-02-15      | 2.5000%  | 0.0000% | $1084885.00        | $766865.29         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2046-08-15      | 2.2500%  | 0.0000% | $230976.50         | $151784.33         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2047-05-15      | 3.0000%  | 0.0000% | $6404939.00        | $4775503.30        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2048-11-15      | 3.3750%  | 0.0000% | $261690.00         | $206121.89         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2050-05-15      | 1.2500%  | 0.0000% | $30.50             | $14.52             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-08-15      | 1.1250%  | 0.0000% | $24034000.00       | $14739341.80       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-11-15      | 1.3750%  | 0.0000% | $12616020.00       | $7984966.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2041-02-15      | 1.8750%  | 0.0000% | $915000.00         | $629965.97         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2051-05-15      | 2.3750%  | 0.0000% | $152774.50         | $96321.99          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2051-08-15      | 2.0000%  | 0.0000% | $7624969.50        | $4402783.69        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2041-08-15      | 1.7500%  | 0.0000% | $30439.00          | $20221.79          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2041-11-15      | 2.0000%  | 0.0000% | $4437750.00        | $3035398.81        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2052-02-15      | 2.2500%  | 0.0000% | $3050000.00        | $1868207.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2042-05-15      | 3.2500%  | 0.0000% | $378200.00         | $311893.79         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2052-08-15      | 3.0000%  | 0.0000% | $11925500.00       | $8652401.57        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2042-11-15      | 4.0000%  | 0.0000% | $30.50             | $27.76             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2043-05-15      | 3.8750%  | 0.0000% | $10857878.00       | $9677439.36        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-02-15      | 4.2500%  | 0.0000% | $11163000.00       | $10262229.04       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-05-15      | 4.6250%  | 0.0000% | $1102270.00        | $1079203.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-08-15      | 4.2500%  | 0.0000% | $2775500.00        | $2554846.22        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-11-15      | 4.5000%  | 0.0000% | $248300.50         | $235807.26         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2055-02-15      | 4.6250%  | 0.0000% | $540765.00         | $530743.50         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2045-02-15      | 4.7500%  | 0.0000% | $671000.00         | $674289.30         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2055-05-15      | 4.7500%  | 0.0000% | $335.50            | $332.41            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-08-15      | 1.5000%  | 0.0000% | $3659634.00        | $3580988.18        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-06-30      | 1.8750%  | 0.0000% | $61.00             | $59.72             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2027-10-31      | 0.5000%  | 0.0000% | $91.50             | $84.99             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-08-31      | 0.7500%  | 0.0000% | $2943707.50        | $2843513.74        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-12-31      | 1.3750%  | 0.0000% | $152.50            | $140.71            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2027-03-31      | 2.5000%  | 0.0000% | $743864.50         | $732304.73         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2027-04-30      | 2.7500%  | 0.0000% | $7624481.50        | $7520730.79        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2032-05-15      | 2.8750%  | 0.0000% | $30.50             | $28.48             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2025-07-15      | 3.0000%  | 0.0000% | $2016050.00        | $2042117.34        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-07-31      | 2.6250%  | 0.0000% | $1866295.00        | $1805338.21        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-10-31      | 4.0000%  | 0.0000% | $61.00             | $61.90             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-06-30      | 4.0000%  | 0.0000% | $30.50             | $30.73             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2030-07-31      | 4.0000%  | 0.0000% | $4707675.00        | $4818421.10        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2025-08-31      | 5.0000%  | 0.0000% | $293715.00         | $298798.35         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-02-28      | 4.6250%  | 0.0000% | $121908.50         | $124113.57         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2031-03-31      | 4.1250%  | 0.0000% | $30.50             | $31.13             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-06-30      | 4.2500%  | 0.0000% | $91500.00          | $93076.54          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-07-31      | 4.3750%  | 0.0000% | $152.50            | $155.86            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2034-08-15      | 3.8750%  | 0.0000% | $30.50             | $30.11             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-09-30      | 3.5000%  | 0.0000% | $1845250.00        | $1840050.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-10-31      | 4.1250%  | 0.0000% | $959987.50         | $968989.91         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2031-11-30      | 4.1250%  | 0.0000% | $30.50             | $30.83             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2035-05-15      | 4.2500%  | 0.0000% | $1830.00           | $1834.85           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2032-05-31      | 4.1250%  | 0.0000% | $9760000.00        | $9847948.80        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-06-15      | 3.8750%  | 0.0000% | $30.50             | $30.68             | U.S. Treasuries (including strips) |

### Security 100: 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):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 5.6500%
- **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 | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.67             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-11-15      | 4.0000%  | 0.0000% | $870700.00         | $795865.95         | 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 | 2027-12-31      | 0.6250%  | 0.0000% | $600.00            | $555.90            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-08-15      | 1.2500%  | 0.0000% | $75606900.00       | $64922707.66       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-03-31      | 3.6250%  | 0.0000% | $373200.00         | $373464.96         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-03-31      | 4.1250%  | 0.0000% | $99526300.00       | $101820893.60      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-05-15      | 4.2500%  | 0.0000% | $188212000.00      | $189086338.80      | U.S. Treasuries (including strips) |

### Security 101: 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):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 7.5000%
- **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?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2028-08-31      | 1.1250%  | 0.0000% | $120474100.00      | $111556922.80      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-02-15      | 4.6250%  | 0.0000% | $347153200.00      | $362743130.90      | U.S. Treasuries (including strips) |

### Security 102: 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):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $68704.00          | $64828.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $82995105.00       | $81534124.55       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $1100.00           | $1116.20           | U.S. Treasuries (including strips)        |

### Security 103: 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):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **C.19 - Percentage of Net Assets:** 4.9200%
- **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% | $418.76            | $8.16              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-12-01      | 7.5000%  | 0.0000% | $5812.38           | $138.21            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2037-12-01      | 5.5000%  | 0.0000% | $1530.90           | $70.89             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2035-01-01      | 5.0000%  | 0.0000% | $2157.57           | $83.18             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2031-03-01      | 8.0000%  | 0.0000% | $144.57            | $2.14              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2034-11-01      | 6.0000%  | 0.0000% | $1165.10           | $15.99             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2031-04-01      | 3.5000%  | 0.0000% | $367.63            | $10.28             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $10222.68          | $108.32            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-03-01      | 7.0000%  | 0.0000% | $398.43            | $17.44             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-12-01      | 3.0000%  | 0.0000% | $45996.44          | $10335.01          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-10-01      | 4.0000%  | 0.0000% | $118788.96         | $18291.24          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2027-04-01      | 3.0000%  | 0.0000% | $132065.00         | $2639.10           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2048-06-01      | 4.0000%  | 0.0000% | $3293670.60        | $1116070.94        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-04-01      | 2.5000%  | 0.0000% | $101.67            | $62.60             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2040-04-01      | 6.0000%  | 0.0000% | $3143.33           | $3017.43           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-10-01      | 3.0000%  | 0.0000% | $499263.04         | $313963.21         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 4.5000%  | 0.0000% | $102.28            | $79.68             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 2.5000%  | 0.0000% | $203.33            | $141.34            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 6.0000%  | 0.0000% | $10166.67          | $8150.44           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.0000%  | 0.0000% | $1651203.41        | $1284271.61        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $2985807.26        | $2611239.12        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 4.0000%  | 0.0000% | $101.67            | $84.98             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-10-01      | 3.0000%  | 0.0000% | $3206264.21        | $483538.19         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.0000%  | 0.0000% | $351.66            | $339.88            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-11-01      | 2.5000%  | 0.0000% | $359552.30         | $225285.56         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-12-01      | 2.0000%  | 0.0000% | $101.67            | $55.56             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $34261.67          | $18162.35          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 3.0000%  | 0.0000% | $8133.33           | $4673.20           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $4676.67           | $3029.97           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 4.5000%  | 0.0000% | $1118.33           | $969.24            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 4.5000%  | 0.0000% | $4986.55           | $4639.59           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 6.5000%  | 0.0000% | $1681355.50        | $1436583.39        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $40666.67          | $35185.72          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 5.5000%  | 0.0000% | $223.36            | $199.46            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $12403.33          | $8974.30           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.5000%  | 0.0000% | $142.84            | $101.29            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 7.0000%  | 0.0000% | $1365464.67        | $1133410.64        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-03-01      | 3.5000%  | 0.0000% | $447.54            | $97.82             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-08-01      | 4.0000%  | 0.0000% | $18441723.54       | $2904967.08        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-11-01      | 4.0000%  | 0.0000% | $4822879.60        | $783519.81         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-06-01      | 3.5000%  | 0.0000% | $14659621.67       | $2391773.98        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-08-01      | 2.5000%  | 0.0000% | $101.67            | $68.17             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 2.5000%  | 0.0000% | $5388.33           | $3566.02           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-05-01      | 3.0000%  | 0.0000% | $101.67            | $78.28             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.5000%  | 0.0000% | $13216.67          | $9320.07           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.0000%  | 0.0000% | $258031.83         | $216661.73         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.5000%  | 0.0000% | $101.67            | $85.16             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.0000%  | 0.0000% | $101.67            | $85.65             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $101.67            | $92.74             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $101.67            | $84.67             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $101.67            | $96.61             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 6.5000%  | 0.0000% | $101.67            | $104.31            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-09-01      | 5.0000%  | 0.0000% | $23692.91          | $6100.62           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-09-01      | 3.5000%  | 0.0000% | $104.11            | $42.97             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $101.67            | $57.63             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 2.5000%  | 0.0000% | $203.33            | $121.93            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.5000%  | 0.0000% | $909295.28         | $840416.25         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-01-01      | 2.0000%  | 0.0000% | $338.86            | $85.07             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $236807.08         | $209298.02         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $577007.95         | $458581.55         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $131016.00         | $124114.39         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 5.5000%  | 0.0000% | $597789.43         | $581328.09         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.5000%  | 0.0000% | $10166.67          | $10569.31          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $101.67            | $93.33             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-12-01      | 6.5000%  | 0.0000% | $3440400.00        | $6365.16           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-11-25      | 5.4552%  | 0.0000% | $280889.85         | $245444.26         | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.8552%  | 0.0000% | $1824815.00        | $1771269.97        | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.8552%  | 0.0000% | $9663345.50        | $9456131.51        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-12-01      | 3.5000%  | 0.0000% | $7228815.17        | $384865.49         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 3.5000%  | 0.0000% | $10844843.52       | $899189.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-09-01      | 3.5000%  | 0.0000% | $310083.33         | $45417.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-07-01      | 5.0000%  | 0.0000% | $101.67            | $9.70              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-03-01      | 4.0000%  | 0.0000% | $203.33            | $26.37             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-08-01      | 4.5000%  | 0.0000% | $55916.67          | $10342.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-02-01      | 3.5000%  | 0.0000% | $325333.33         | $25562.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-05-01      | 3.5000%  | 0.0000% | $695014.89         | $100257.34         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-07-01      | 3.5000%  | 0.0000% | $1369105.15        | $111874.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 3.5000%  | 0.0000% | $23079163.75       | $2561278.60        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-12-01      | 4.0000%  | 0.0000% | $15546.87          | $1793.15           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-01-01      | 3.0000%  | 0.0000% | $1003913.60        | $190594.44         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-01-01      | 3.0000%  | 0.0000% | $29794.84          | $6891.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-01-01      | 4.5000%  | 0.0000% | $121693.37         | $19448.14          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-07-01      | 3.5000%  | 0.0000% | $102.68            | $12.80             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-09-01      | 3.5000%  | 0.0000% | $2030226.40        | $392880.09         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-04-01      | 3.0000%  | 0.0000% | $194440.96         | $21725.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.0000%  | 0.0000% | $63370.87          | $14459.40          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-05-01      | 3.0000%  | 0.0000% | $1321988.75        | $171476.31         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-06-01      | 3.5000%  | 0.0000% | $232466.53         | $17939.21          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-12-01      | 3.0000%  | 0.0000% | $5144626.24        | $1403243.32        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2026-12-01      | 2.5000%  | 0.0000% | $223666.67         | $8291.79           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $206010.22         | $47395.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2028-06-01      | 2.5000%  | 0.0000% | $205875.00         | $12558.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-05-01      | 3.5000%  | 0.0000% | $117.53            | $19.65             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-09-01      | 4.0000%  | 0.0000% | $142007.08         | $14881.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-07-01      | 5.0000%  | 0.0000% | $8330258.41        | $86983.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 7.0000%  | 0.0000% | $101.67            | $92.96             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 7.0000%  | 0.0000% | $182087.85         | $150104.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.5000%  | 0.0000% | $6481.86           | $4907.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.0000%  | 0.0000% | $12785.60          | $10667.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.5000%  | 0.0000% | $168519.92         | $145018.23         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $101.67            | $105.54            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $122026.54         | $121493.15         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.5000%  | 0.0000% | $267950.23         | $276947.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 7.0000%  | 0.0000% | $101.67            | $106.94            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $205.37            | $204.07            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $203.33            | $214.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $101.67            | $98.40             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $308055.29         | $302689.93         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $101.67            | $105.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $32838.33          | $32088.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 4.5000%  | 0.0000% | $101.67            | $96.66             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $2508876.32        | $2497149.35        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $8845.00           | $8849.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-12-01      | 4.5000%  | 0.0000% | $101.67            | $92.69             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 4.5000%  | 0.0000% | $203.33            | $195.22            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 6.0000%  | 0.0000% | $101.67            | $103.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 7.5000%  | 0.0000% | $107750.40         | $55113.66          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $312691.29         | $323253.13         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $346074.15         | $350844.44         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.0000%  | 0.0000% | $101.67            | $100.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $101.67            | $101.89            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $101.67            | $102.64            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.0000%  | 0.0000% | $101.67            | $100.25            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $101.67            | $102.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $101.67            | $104.49            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $175460.20         | $177427.73         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $118301.37         | $123664.34         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $101.67            | $104.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-01-01      | 3.5000%  | 0.0000% | $101.67            | $16.50             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-02-01      | 4.0000%  | 0.0000% | $307354.70         | $70600.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 7.0000%  | 0.0000% | $111813.00         | $116825.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2038-10-01      | 3.0000%  | 0.0000% | $2020.22           | $337.05            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.5000%  | 0.0000% | $952.11            | $541.36            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.0000%  | 0.0000% | $2338.33           | $1223.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $118791.40         | $78226.47          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 4.5000%  | 0.0000% | $281557.70         | $268559.49         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $203.33            | $147.66            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.0000%  | 0.0000% | $45659.21          | $32666.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $6506.67           | $4179.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 6.0000%  | 0.0000% | $101.67            | $74.89             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $17791.67          | $12583.24          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $101.67            | $89.62             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $144882.73         | $140936.08         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $930595.97         | $750435.15         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $18808.33          | $14940.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.5000%  | 0.0000% | $2594.33           | $1868.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.5000%  | 0.0000% | $8743.33           | $6479.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 5.5000%  | 0.0000% | $59572.40          | $50141.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-10-01      | 3.5000%  | 0.0000% | $101.67            | $23.20             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-05-01      | 4.0000%  | 0.0000% | $1440905.40        | $312332.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.0000%  | 0.0000% | $410463.31         | $93275.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-07-01      | 4.5000%  | 0.0000% | $208.21            | $52.24             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 2.5000%  | 0.0000% | $101.67            | $50.85             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $3107362.77        | $1581852.48        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $104.11            | $54.87             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $104.11            | $54.71             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-11-01      | 2.0000%  | 0.0000% | $2191172.05        | $1271737.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.0000%  | 0.0000% | $414800.00         | $235955.99         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.0000%  | 0.0000% | $8641.67           | $5048.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-02-01      | 3.0000%  | 0.0000% | $40666.67          | $26066.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-03-01      | 2.0000%  | 0.0000% | $156.26            | $90.50             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 2.0000%  | 0.0000% | $956618.27         | $549576.51         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 1.5000%  | 0.0000% | $4492925.01        | $2554562.35        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $119.76            | $69.94             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $7603.75           | $4411.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $703282.52         | $314104.03         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-05-01      | 2.5000%  | 0.0000% | $11488.33          | $7443.71           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.5000%  | 0.0000% | $27738.22          | $16689.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $19621.77          | $12088.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $49372.69          | $33057.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.0000%  | 0.0000% | $2467039.57        | $1563430.75        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $5795.00           | $3664.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $190643.91         | $128406.61         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $14335.00          | $9929.29           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.5000%  | 0.0000% | $7805.76           | $5431.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.0000%  | 0.0000% | $5083.33           | $3365.78           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.0000%  | 0.0000% | $101.67            | $70.19             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.0000%  | 0.0000% | $101.67            | $73.30             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $101.67            | $71.58             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 4.0000%  | 0.0000% | $458373.52         | $290878.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 4.0000%  | 0.0000% | $50528.33          | $38728.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $12615.00          | $9286.50           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.0000%  | 0.0000% | $101.67            | $73.81             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.5000%  | 0.0000% | $95379.80          | $76336.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 5.0000%  | 0.0000% | $1308369.99        | $994959.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $1159.00           | $921.94            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.5000%  | 0.0000% | $2775.50           | $2271.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.5000%  | 0.0000% | $428864.46         | $331322.89         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.0000%  | 0.0000% | $3926578.44        | $3445178.75        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 6.5000%  | 0.0000% | $114506.66         | $99479.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 4.0000%  | 0.0000% | $101.67            | $84.38             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $101.67            | $86.59             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 6.0000%  | 0.0000% | $376544.87         | $305776.64         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $24038.37          | $18805.24          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 6.0000%  | 0.0000% | $101.67            | $76.74             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 4.0000%  | 0.0000% | $101.67            | $85.24             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.5000%  | 0.0000% | $101.67            | $78.62             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $305.00            | $250.19            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $101.67            | $88.73             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $5533.21           | $4835.07           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 5.0000%  | 0.0000% | $101.87            | $92.56             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $29605.84          | $24832.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 6.0000%  | 0.0000% | $101.67            | $85.81             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 5.5000%  | 0.0000% | $1332112.10        | $1202659.28        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $101.67            | $98.18             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.0000%  | 0.0000% | $101.67            | $93.49             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $4178.70           | $3921.13           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $101.67            | $95.10             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.0000%  | 0.0000% | $101.67            | $97.76             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $102.48            | $88.48             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $101.67            | $91.47             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.5000%  | 0.0000% | $126136.21         | $95097.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $12520.15          | $9891.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.0000%  | 0.0000% | $4778967.73        | $4524200.30        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 4.5000%  | 0.0000% | $9150.00           | $8564.57           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.0000%  | 0.0000% | $101.67            | $78.62             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $565078.99         | $523979.52         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 4.0000%  | 0.0000% | $102.48            | $92.98             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 5.5000%  | 0.0000% | $1044547.73        | $1034176.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $2503742.46        | $2053749.68        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $1093472.58        | $1082809.89        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.0000%  | 0.0000% | $1084952.51        | $1064803.58        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-08-01      | 5.0000%  | 0.0000% | $211975.00         | $57785.87          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-03-01      | 3.0000%  | 0.0000% | $263215.00         | $80690.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 3.0000%  | 0.0000% | $6039061.00        | $1149923.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 2.5000%  | 0.0000% | $877191.39         | $411918.76         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 3.0000%  | 0.0000% | $162158.33         | $62799.84          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 3.0000%  | 0.0000% | $10439.74          | $4219.18           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $101.67            | $64.90             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $289191.75         | $188047.61         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-06-01      | 3.0000%  | 0.0000% | $120170.00         | $65168.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $5286.67           | $3168.85           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-09-01      | 3.0000%  | 0.0000% | $1573263.00        | $214207.08         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.5000%  | 0.0000% | $709052.41         | $376974.02         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 2.5000%  | 0.0000% | $863154.88         | $545689.89         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 3.0000%  | 0.0000% | $4580615.36        | $2900077.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $7625.00           | $5178.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.0000%  | 0.0000% | $101.67            | $63.62             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $226746.66         | $136907.28         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-01-01      | 3.0000%  | 0.0000% | $16775.00          | $11004.97          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 2.5000%  | 0.0000% | $1747.34           | $1128.20           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $4575.00           | $3036.30           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $9760.00           | $6392.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $203.33            | $131.95            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $120.78            | $81.26             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $101.67            | $66.57             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.5000%  | 0.0000% | $56756.54          | $37208.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $10166.67          | $6664.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $3863.33           | $2742.54           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $101.67            | $71.55             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $101.67            | $72.41             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $8133.33           | $5716.37           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $122000.00         | $80899.56          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $4066.67           | $3221.78           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.0000%  | 0.0000% | $15580.42          | $10674.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 4.0000%  | 0.0000% | $9658.33           | $6304.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $3628391.43        | $2373501.09        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 2.5000%  | 0.0000% | $4981.67           | $3397.28           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.5000%  | 0.0000% | $1108.17           | $858.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $6710.00           | $4889.50           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $4541.86           | $3676.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $317785.60         | $259422.51         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.5000%  | 0.0000% | $4270.00           | $3211.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.5000%  | 0.0000% | $6608.33           | $5167.93           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-02-01      | 2.5000%  | 0.0000% | $1016.67           | $727.78            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $203333.33         | $144154.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $3558.33           | $2871.37           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $101.67            | $91.58             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $104.11            | $83.40             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $885007.52         | $729893.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $80926.67          | $64618.06          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $119350.87         | $98905.13          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $27877.81          | $20705.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.0000%  | 0.0000% | $5083.33           | $3550.81           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 3.0000%  | 0.0000% | $6100.00           | $4626.72           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $5514.40           | $4741.63           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $20333.33          | $15088.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $403465.39         | $357751.55         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $296.05            | $248.76            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $101.67            | $81.59             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.5000%  | 0.0000% | $4575.00           | $3490.60           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $3660.00           | $2684.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.0000%  | 0.0000% | $2948.33           | $2265.78           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-12-01      | 3.5000%  | 0.0000% | $73605.04          | $56127.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $5419.85           | $4814.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $85361.37          | $62049.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $35583.33          | $26837.40          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $101.67            | $92.72             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $4168.33           | $3369.57           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.5000%  | 0.0000% | $379979.17         | $325892.79         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $101.67            | $89.61             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.5000%  | 0.0000% | $6100.00           | $4782.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 4.5000%  | 0.0000% | $1566.18           | $1316.21           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.5000%  | 0.0000% | $4575.00           | $4119.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $203.33            | $165.47            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.0000%  | 0.0000% | $101.67            | $79.98             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $4628.68           | $3691.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $3660.00           | $3096.27           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.5000%  | 0.0000% | $104.11            | $77.08             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.0000%  | 0.0000% | $114987.44         | $104937.02         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.5000%  | 0.0000% | $4179618.33        | $3438612.88        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $40666.67          | $38401.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 5.0000%  | 0.0000% | $8535.32           | $7623.92           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $203.33            | $165.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 2.5000%  | 0.0000% | $101.67            | $78.87             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.0000%  | 0.0000% | $2491324.99        | $2227136.73        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $1582440.85        | $1475226.84        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.0000%  | 0.0000% | $4880.00           | $3606.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 3.5000%  | 0.0000% | $212713.91         | $182503.52         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 4.5000%  | 0.0000% | $308.36            | $277.20            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.5000%  | 0.0000% | $6008296.67        | $4776417.63        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 6.5000%  | 0.0000% | $101.77            | $94.02             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $2067438.13        | $1789628.93        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-10-01      | 5.5000%  | 0.0000% | $101.67            | $95.07             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $522571.85         | $505464.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 4.0000%  | 0.0000% | $1231280.93        | $1092242.21        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 5.5000%  | 0.0000% | $5859.25           | $5850.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 6.0000%  | 0.0000% | $203.33            | $204.81            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-04-01      | 4.5000%  | 0.0000% | $964792.78         | $3837.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-06-01      | 4.0000%  | 0.0000% | $155550.00         | $13280.72          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 3.5000%  | 0.0000% | $102.48            | $12.61             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-07-01      | 3.5000%  | 0.0000% | $436592.86         | $29602.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2027-07-01      | 2.5000%  | 0.0000% | $101.67            | $4.23              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-07-01      | 3.5000%  | 0.0000% | $6558571.16        | $722943.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-05-01      | 4.0000%  | 0.0000% | $102.07            | $9.32              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.0000%  | 0.0000% | $101.67            | $62.27             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.5000%  | 0.0000% | $1627.07           | $958.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2036-08-01      | 2.5000%  | 0.0000% | $214815.46         | $121911.45         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.0000%  | 0.0000% | $7304.04           | $3970.31           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2034-09-01      | 3.0000%  | 0.0000% | $177408.33         | $20755.89          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-09-01      | 3.5000%  | 0.0000% | $23790.00          | $2768.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 3.0000%  | 0.0000% | $750207.28         | $295307.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-01-01      | 3.5000%  | 0.0000% | $883234.45         | $337965.07         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 2.0000%  | 0.0000% | $769919.94         | $449464.82         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $50833.33          | $34243.66          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 2.0000%  | 0.0000% | $46761.48          | $31149.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $7523.33           | $5464.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $813.33            | $615.88            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-06-01      | 2.5000%  | 0.0000% | $101.67            | $67.60             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $915.00            | $716.11            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $343414.65         | $280139.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $1200031.85        | $965982.18         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $3050.00           | $2596.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $587436.51         | $442941.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 6.0000%  | 0.0000% | $182964.32         | $146267.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 5.5000%  | 0.0000% | $4596100.10        | $3908033.19        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $4371.67           | $3466.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 5.0000%  | 0.0000% | $3761.67           | $3439.84           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 4.0000%  | 0.0000% | $101.67            | $86.13             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 5.0000%  | 0.0000% | $203.33            | $185.60            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $3030960.27        | $2547551.04        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $29491.26          | $28887.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-06-01      | 5.5000%  | 0.0000% | $104612.66         | $105543.27         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-04-01      | 5.5000%  | 0.0000% | $42982.63          | $2543.57           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $10166.67          | $10163.38          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $2491666.39        | $2397774.56        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $101.67            | $102.15            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $579452.83         | $570692.25         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 5.5000%  | 0.0000% | $181357.78         | $182180.78         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.5000%  | 0.0000% | $40619.70          | $40911.42          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $101.87            | $104.77            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $322518.49         | $330741.95         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $482487.23         | $495670.46         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.5000%  | 0.0000% | $267360.26         | $270857.86         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.5000%  | 0.0000% | $505244.19         | $508462.94         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $101.67            | $105.01            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $165361.24         | $168392.69         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $103.90            | $104.44            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.0000%  | 0.0000% | $101.67            | $97.56             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $6049632.10        | $5860703.45        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $101.67            | $101.31            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 6.0000%  | 0.0000% | $298.70            | $304.70            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-25      | 2.5000%  | 0.0000% | $131.86            | $108.74            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 7.0000%  | 0.0000% | $1303188.75        | $1194991.20        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $125077.76         | $104256.25         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 5.5000%  | 0.0000% | $203.33            | $185.24            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $201.71            | $191.40            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-09-20      | 4.0000%  | 0.0000% | $21810948.64       | $1471586.46        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.5000%  | 0.0000% | $206.38            | $21.79             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-10-20      | 3.0000%  | 0.0000% | $20336.59          | $2768.80           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-02-20      | 3.0000%  | 0.0000% | $205.77            | $32.10             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $101.67            | $10.10             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-12-20      | 3.0000%  | 0.0000% | $65473.94          | $11502.85          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-04-20      | 3.5000%  | 0.0000% | $1902507.04        | $388593.64         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 3.5000%  | 0.0000% | $17483672.38       | $12453970.82       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 4.0000%  | 0.0000% | $4892063.66        | $3516608.61        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 2.5000%  | 0.0000% | $11812755.73       | $7739828.67        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.0000%  | 0.0000% | $4685124.42        | $3470483.89        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 2.0000%  | 0.0000% | $559983.96         | $291312.92         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.5000%  | 0.0000% | $101.67            | $61.38             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.0000%  | 0.0000% | $8847.54           | $5717.70           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.5000%  | 0.0000% | $2389466.08        | $1820707.79        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-09-20      | 4.5000%  | 0.0000% | $3080184.63        | $2400315.24        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.5000%  | 0.0000% | $4850938.18        | $3552699.00        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $28184.03          | $21987.32          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 4.5000%  | 0.0000% | $93904.42          | $74769.96          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-12-20      | 4.0000%  | 0.0000% | $101.67            | $81.92             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.0000%  | 0.0000% | $2299263.04        | $1817044.78        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 6.0000%  | 0.0000% | $621929.46         | $381412.69         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.5000%  | 0.0000% | $6766649.48        | $5226915.83        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $5882234.88        | $4320446.59        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 4.5000%  | 0.0000% | $6923.50           | $6004.29           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 2.5000%  | 0.0000% | $101.67            | $72.31             | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-05-15      | 4.7600%  | 0.0000% | $113261.85         | $110472.58         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-04-15      | 5.0000%  | 0.0000% | $605554.12         | $594692.91         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-01-15      | 5.7000%  | 0.0000% | $107553.17         | $111032.33         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-04-15      | 5.7900%  | 0.0000% | $837112.15         | $878245.50         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-01-15      | 6.2000%  | 0.0000% | $101.77            | $109.97            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3900%  | 0.0000% | $375126.82         | $384971.25         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3900%  | 0.0000% | $590408.83         | $605902.90         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-03-15      | 5.7500%  | 0.0000% | $16024.80          | $16862.31          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $101.67            | $94.60             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $20557.00          | $21121.43          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $151279.19         | $148845.05         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $316.90            | $326.65            | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 5.3018%  | 0.0000% | $2033333.33        | $1400849.21        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-05-20      | 3.5000%  | 0.0000% | $1583717.58        | $930214.80         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-10-20      | 3.5000%  | 0.0000% | $5083333.33        | $3388560.28        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.0000%  | 0.0000% | $19743204.69       | $12539094.78       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-12-20      | 2.5000%  | 0.0000% | $7105122.92        | $4328119.73        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-01-20      | 3.5000%  | 0.0000% | $5083333.33        | $3494885.50        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-01-20      | 2.5000%  | 0.0000% | $28367.03          | $17864.65          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.0000%  | 0.0000% | $13540780.00       | $8688705.85        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $12080745.00       | $8063692.92        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.5000%  | 0.0000% | $5083085.98        | $2590770.65        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $6801837.13        | $4554086.35        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-04-20      | 4.0000%  | 0.0000% | $14094678.50       | $9763409.90        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-02-20      | 5.3018%  | 0.0000% | $5083130.00        | $2987120.93        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-03-20      | 5.2019%  | 0.0000% | $5083333.33        | $3046577.54        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-04-20      | 5.2019%  | 0.0000% | $33373829.56       | $20460260.43       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.5518%  | 0.0000% | $1016462.32        | $555097.06         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-09-20      | 5.5019%  | 0.0000% | $2266404.06        | $915347.40         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-01-20      | 5.3018%  | 0.0000% | $2361320.17        | $1578570.63        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-01-20      | 5.5019%  | 0.0000% | $1482605.00        | $786116.79         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-02-20      | 5.3018%  | 0.0000% | $5082819.31        | $2784075.24        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.5019%  | 0.0000% | $5083130.00        | $3576186.46        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.3518%  | 0.0000% | $337660.42         | $236471.70         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.4018%  | 0.0000% | $5083333.33        | $3567001.08        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.6018%  | 0.0000% | $10166666.67       | $5867098.92        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.6018%  | 0.0000% | $10166666.67       | $6116870.69        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-08-20      | 5.3618%  | 0.0000% | $125546.54         | $110539.35         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 5.4519%  | 0.0000% | $7152410.63        | $6770954.51        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 5.5019%  | 0.0000% | $3738354.20        | $3049975.40        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 5.4119%  | 0.0000% | $44509.67          | $34985.02          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 5.4018%  | 0.0000% | $1164514.40        | $998058.27         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.4519%  | 0.0000% | $139.28            | $127.94            | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.3719%  | 0.0000% | $411385.63         | $381549.05         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.4119%  | 0.0000% | $238410.37         | $230889.28         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-04-20      | 5.6018%  | 0.0000% | $235795.50         | $235208.34         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $234179.00         | $234185.40         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $1785629.21        | $1786614.15        | Agency Mortgage-Backed Securities   |
| U.S. TREASURY NONCALLABLE STRIP          | 2046-11-15      | 0.0000%  | 0.0000% | $579662.67         | $201222.36         | U.S. Treasuries (including strips)  |
| TREASURY INFLATION BOND                  | 2043-02-15      | 0.6250%  | 0.0000% | $211070.17         | $218748.58         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2046-02-15      | 2.5000%  | 0.0000% | $134627.00         | $94173.77          | U.S. Treasuries (including strips)  |
| TREASURY INFLATION BOND                  | 2053-02-15      | 1.5000%  | 0.0000% | $81.33             | $69.85             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-03-31      | 2.2500%  | 0.0000% | $183.00            | $181.54            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-08-31      | 1.3750%  | 0.0000% | $10.17             | $9.91              | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-08-31      | 1.1250%  | 0.0000% | $1728.33           | $1600.86           | U.S. Treasuries (including strips)  |
| TREASURY INFLATION ADJUSTED NOTE         | 2033-07-15      | 1.3750%  | 0.0000% | $101.67            | $104.84            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-01-31      | 4.0000%  | 0.0000% | $2158698.50        | $2206748.08        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-02-15      | 4.0000%  | 0.0000% | $13636346.67       | $13673739.26       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-02-28      | 4.2500%  | 0.0000% | $101.67            | $104.92            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-06-30      | 4.2500%  | 0.0000% | $10.17             | $10.34             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $2460.33           | $2502.38           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-15      | 4.2500%  | 0.0000% | $85013.67          | $87467.45          | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $10.17             | $10.22             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-06-30      | 4.0000%  | 0.0000% | $39985.50          | $39938.72          | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Invesco Investment Securities Funds

**Date:** 2025-07-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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