# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001193125-26-095909
**Filing Date:** 2026-3
**Character Count:** 314820
**Document Hash:** 71dd567647a8d3f61484ef2cbbcceb20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-095909.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-095909

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS)
- **CENTRAL INDEX KEY:** 0000842790

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 26729813

**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 U.S. Government Money Portfolio (Series ID: S000064669)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000209395 | Invesco Cash Reserve |  |
| C000209396 | Class R              |  |
| C000209397 | Class Y              |  |
| C000209398 | Class R6             |  |
| C000209399 | Class C              |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

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

**CIK Number of Registrant:** 0000842790

**LEI of Registrant:** G61U5I6LJJEX0O3SU057

**Name of Series:** Invesco U.S. Government Money Portfolio

**LEI of Series:** 549300N5HO148P5GJU47

**EDGAR Series Identifier:** S000064669

**Total number of share classes in the series:** 5

**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:** 22 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $1126099565.35

- **Amortized Cost of Portfolio Securities:** $1125926434.96

- **Cash:** $10926.42

- **Total Other Assets:** $3743685.27

- **Total Liabilities:** $3604821.26

- **Net Assets of Series:** $1126076225.39

- **Number of Shares Outstanding (Series):** 1126106511.6800

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $675132333.22             | $888132333.22              | 59.1700%                  | 77.8400%                   |
| 2026-02-03 | $801081346.07             | $899081346.07              | 69.5500%                  | 78.0500%                   |
| 2026-02-04 | $686167827.17             | $899167827.17              | 59.5700%                  | 78.0600%                   |
| 2026-02-05 | $665249414.30             | $883249414.30              | 58.8200%                  | 78.0900%                   |
| 2026-02-06 | $668270916.43             | $883270916.43              | 59.0800%                  | 78.0900%                   |
| 2026-02-09 | $667851285.48             | $882851285.48              | 59.0600%                  | 78.0700%                   |
| 2026-02-10 | $782942569.46             | $882942569.46              | 68.5100%                  | 77.2600%                   |
| 2026-02-11 | $706338806.96             | $916338806.96              | 60.0500%                  | 77.9000%                   |
| 2026-02-12 | $684327293.53             | $894327293.53              | 59.2900%                  | 77.4800%                   |
| 2026-02-13 | $682487148.95             | $892487148.95              | 59.2200%                  | 77.4500%                   |
| 2026-02-17 | $773862352.39             | $868862352.39              | 68.5500%                  | 76.9600%                   |
| 2026-02-18 | $680511874.70             | $885511874.70              | 59.4100%                  | 77.3000%                   |
| 2026-02-19 | $680325208.55             | $885325208.55              | 59.4000%                  | 77.2900%                   |
| 2026-02-20 | $680129343.71             | $885129343.71              | 59.3900%                  | 77.2900%                   |
| 2026-02-23 | $681523267.89             | $886523267.89              | 59.4400%                  | 77.3200%                   |
| 2026-02-24 | $776631405.26             | $871631405.26              | 68.6200%                  | 77.0100%                   |
| 2026-02-25 | $726242102.00             | $887242102.00              | 64.1900%                  | 78.4200%                   |
| 2026-02-26 | $724999741.39             | $885999741.39              | 63.0400%                  | 77.0300%                   |
| 2026-02-27 | $704414452.73             | $865414452.73              | 62.3600%                  | 76.6100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7800%             |
| 2026-02-03 | 3.7800%             |
| 2026-02-04 | 3.7800%             |
| 2026-02-05 | 3.7800%             |
| 2026-02-06 | 3.7700%             |
| 2026-02-09 | 3.7600%             |
| 2026-02-10 | 3.7500%             |
| 2026-02-11 | 3.7500%             |
| 2026-02-12 | 3.7500%             |
| 2026-02-13 | 3.7500%             |
| 2026-02-17 | 3.7500%             |
| 2026-02-18 | 3.7600%             |
| 2026-02-19 | 3.7700%             |
| 2026-02-20 | 3.7700%             |
| 2026-02-23 | 3.7700%             |
| 2026-02-24 | 3.7700%             |
| 2026-02-25 | 3.7700%             |
| 2026-02-26 | 3.7600%             |
| 2026-02-27 | 3.7700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0002                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 2026-02-06 | 1.0002                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0002                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Cash Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $46878098.00

- **Number of Shares Outstanding:** 46879360.5180

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $333871.15                | $207557.37              |
| 2026-02-03 | $15841.13                 | $921762.10              |
| 2026-02-04 | $1777.07                  | $20955.53               |
| 2026-02-05 | $46987.67                 | $199141.42              |
| 2026-02-06 | $2668.21                  | $12453.48               |
| 2026-02-09 | $4095.65                  | $17007.86               |
| 2026-02-10 | $177507.75                | $84815.57               |
| 2026-02-11 | $6137.87                  | $218895.45              |
| 2026-02-12 | $304268.96                | $143839.58              |
| 2026-02-13 | $189456.67                | $82699.79               |
| 2026-02-17 | $7672.79                  | $50624.17               |
| 2026-02-18 | $510513.44                | $38532.70               |
| 2026-02-19 | $573.71                   | $252412.09              |
| 2026-02-20 | $1748.85                  | $36305.63               |
| 2026-02-23 | $39336.05                 | $361030.80              |
| 2026-02-24 | $50201.32                 | $207535.28              |
| 2026-02-25 | $7410.66                  | $3600.00                |
| 2026-02-26 | $13022.67                 | $233095.82              |
| 2026-02-27 | $62322.35                 | $36017.70               |

**Total Gross Subscriptions (Month):** $1775413.97

**Total Gross Redemptions (Month):** $3128282.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2500%           |
| 2026-02-03 | 3.2500%           |
| 2026-02-04 | 3.2600%           |
| 2026-02-05 | 3.2600%           |
| 2026-02-06 | 3.2600%           |
| 2026-02-09 | 3.2700%           |
| 2026-02-10 | 3.2600%           |
| 2026-02-11 | 3.2600%           |
| 2026-02-12 | 3.2600%           |
| 2026-02-13 | 3.2600%           |
| 2026-02-17 | 3.2600%           |
| 2026-02-18 | 3.2700%           |
| 2026-02-19 | 3.2700%           |
| 2026-02-20 | 3.2700%           |
| 2026-02-23 | 3.2800%           |
| 2026-02-24 | 3.2800%           |
| 2026-02-25 | 3.2700%           |
| 2026-02-26 | 3.2700%           |
| 2026-02-27 | 3.2700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 8.9800%          | 0.0000%              |

### Class: R

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $12601741.43

- **Number of Shares Outstanding:** 12602097.2100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $34491.39                 | $0.00                   |
| 2026-02-03 | $45971.23                 | $0.00                   |
| 2026-02-04 | $126.00                   | $8075.00                |
| 2026-02-05 | $591.58                   | $1.16                   |
| 2026-02-06 | $1765.15                  | $18.93                  |
| 2026-02-09 | $1091.19                  | $56383.42               |
| 2026-02-10 | $2587.93                  | $5000.00                |
| 2026-02-11 | $1888.82                  | $13638.78               |
| 2026-02-12 | $22039.34                 | $0.00                   |
| 2026-02-13 | $0.00                     | $1000.00                |
| 2026-02-17 | $2881.68                  | $3187.50                |
| 2026-02-18 | $16052.59                 | $0.00                   |
| 2026-02-19 | $5470.18                  | $0.00                   |
| 2026-02-20 | $870.37                   | $0.00                   |
| 2026-02-23 | $165.12                   | $1452.13                |
| 2026-02-24 | $5096.00                  | $4620.02                |
| 2026-02-25 | $1731.16                  | $0.00                   |
| 2026-02-26 | $8331.81                  | $44229.84               |
| 2026-02-27 | $88.32                    | $323490.20              |

**Total Gross Subscriptions (Month):** $151239.86

**Total Gross Redemptions (Month):** $461096.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.9000%           |
| 2026-02-03 | 2.9000%           |
| 2026-02-04 | 2.9100%           |
| 2026-02-05 | 2.9100%           |
| 2026-02-06 | 2.9100%           |
| 2026-02-09 | 2.9200%           |
| 2026-02-10 | 2.9100%           |
| 2026-02-11 | 2.9100%           |
| 2026-02-12 | 2.9100%           |
| 2026-02-13 | 2.9100%           |
| 2026-02-17 | 2.9100%           |
| 2026-02-18 | 2.9200%           |
| 2026-02-19 | 2.9200%           |
| 2026-02-20 | 2.9200%           |
| 2026-02-23 | 2.9300%           |
| 2026-02-24 | 2.9300%           |
| 2026-02-25 | 2.9200%           |
| 2026-02-26 | 2.9200%           |
| 2026-02-27 | 2.9200%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Pension plan    |  | 5.6700%          | 0.0000%              |
| Retail investor |  | 65.9700%         | 65.9700%             |

### Class: Y

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1056427501.64

- **Number of Shares Outstanding:** 1056455978.9110

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $3785470.67               | $1934526.83             |
| 2026-02-03 | $1480237.87               | $1770700.91             |
| 2026-02-04 | $1339093.80               | $1330652.87             |
| 2026-02-05 | $832706.47                | $5141868.92             |
| 2026-02-06 | $2320059.35               | $1142976.56             |
| 2026-02-09 | $485259.76                | $1013800.60             |
| 2026-02-10 | $415403.47                | $593223.39              |
| 2026-02-11 | $335339.46                | $1584940.39             |
| 2026-02-12 | $262120.78                | $490502.85              |
| 2026-02-13 | $653045.77                | $2722526.28             |
| 2026-02-17 | $2307975.93               | $1266039.79             |
| 2026-02-18 | $2518927.37               | $1352865.96             |
| 2026-02-19 | $727220.13                | $641235.35              |
| 2026-02-20 | $669603.16                | $895674.80              |
| 2026-02-23 | $1996826.81               | $596736.21              |
| 2026-02-24 | $1042466.18               | $839019.48              |
| 2026-02-25 | $682311.24                | $1214583.77             |
| 2026-02-26 | $858707.39                | $1847977.08             |
| 2026-02-27 | $260587.73                | $638556.65              |

**Total Gross Subscriptions (Month):** $22973363.34

**Total Gross Redemptions (Month):** $27018408.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4000%           |
| 2026-02-03 | 3.4000%           |
| 2026-02-04 | 3.4100%           |
| 2026-02-05 | 3.4100%           |
| 2026-02-06 | 3.4100%           |
| 2026-02-09 | 3.4200%           |
| 2026-02-10 | 3.4100%           |
| 2026-02-11 | 3.4100%           |
| 2026-02-12 | 3.4100%           |
| 2026-02-13 | 3.4100%           |
| 2026-02-17 | 3.4100%           |
| 2026-02-18 | 3.4200%           |
| 2026-02-19 | 3.4200%           |
| 2026-02-20 | 3.4200%           |
| 2026-02-23 | 3.4300%           |
| 2026-02-24 | 3.4300%           |
| 2026-02-25 | 3.4200%           |
| 2026-02-26 | 3.4200%           |
| 2026-02-27 | 3.4200%           |

### Class: R6

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $3013076.74

- **Number of Shares Outstanding:** 3013117.9400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $9011.40                  | $53.76                  |
| 2026-02-03 | $3329.32                  | $317.34                 |
| 2026-02-04 | $1848.93                  | $17.08                  |
| 2026-02-05 | $0.46                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $1714.03                  | $8.79                   |
| 2026-02-10 | $0.00                     | $0.34                   |
| 2026-02-11 | $23.69                    | $482.83                 |
| 2026-02-12 | $651.42                   | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $1947.12                  | $23.85                  |
| 2026-02-18 | $706.32                   | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $93.24                    | $0.00                   |
| 2026-02-23 | $3316.88                  | $0.00                   |
| 2026-02-24 | $0.00                     | $218.49                 |
| 2026-02-25 | $14.78                    | $0.02                   |
| 2026-02-26 | $580.58                   | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $23238.17

**Total Gross Redemptions (Month):** $1122.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5400%           |
| 2026-02-03 | 3.5400%           |
| 2026-02-04 | 3.5400%           |
| 2026-02-05 | 3.5400%           |
| 2026-02-06 | 3.5300%           |
| 2026-02-09 | 3.5100%           |
| 2026-02-10 | 3.5000%           |
| 2026-02-11 | 3.5000%           |
| 2026-02-12 | 3.5000%           |
| 2026-02-13 | 3.5000%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5100%           |
| 2026-02-19 | 3.5200%           |
| 2026-02-20 | 3.5200%           |
| 2026-02-23 | 3.5200%           |
| 2026-02-24 | 3.5200%           |
| 2026-02-25 | 3.5200%           |
| 2026-02-26 | 3.5100%           |
| 2026-02-27 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 41.5100%         | 0.0000%              |
| Pension plan                                        |  | 22.5500%         | 0.0000%              |

### Class: C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $7155807.58

- **Number of Shares Outstanding:** 7155957.1010

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $15655.83                 | $9.25                   |
| 2026-02-03 | $250.00                   | $3564.20                |
| 2026-02-04 | $0.00                     | $21500.00               |
| 2026-02-05 | $25978.83                 | $0.00                   |
| 2026-02-06 | $52.80                    | $3008.38                |
| 2026-02-09 | $100.00                   | $22301.97               |
| 2026-02-10 | $41185.00                 | $0.00                   |
| 2026-02-11 | $322.00                   | $3000.00                |
| 2026-02-12 | $100.00                   | $248.95                 |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $1550.00                  | $102550.00              |
| 2026-02-18 | $27580.15                 | $0.00                   |
| 2026-02-19 | $412.42                   | $92264.47               |
| 2026-02-20 | $52.50                    | $0.00                   |
| 2026-02-23 | $300.00                   | $43557.05               |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $5708.12                |
| 2026-02-26 | $1652.47                  | $97742.86               |
| 2026-02-27 | $173.34                   | $27788.13               |

**Total Gross Subscriptions (Month):** $115365.34

**Total Gross Redemptions (Month):** $423243.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.4000%           |
| 2026-02-03 | 2.4000%           |
| 2026-02-04 | 2.4100%           |
| 2026-02-05 | 2.4100%           |
| 2026-02-06 | 2.4100%           |
| 2026-02-09 | 2.4200%           |
| 2026-02-10 | 2.4100%           |
| 2026-02-11 | 2.4100%           |
| 2026-02-12 | 2.4100%           |
| 2026-02-13 | 2.4100%           |
| 2026-02-17 | 2.4100%           |
| 2026-02-18 | 2.4200%           |
| 2026-02-19 | 2.4200%           |
| 2026-02-20 | 2.4200%           |
| 2026-02-23 | 2.4300%           |
| 2026-02-24 | 2.4300%           |
| 2026-02-25 | 2.4200%           |
| 2026-02-26 | 2.4200%           |
| 2026-02-27 | 2.4200%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 26.6300%         | 0.0000%              |
| Retail investor |  | 20.1200%         | 20.1200%             |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5002141.65
- **C.18.a - Value (excl. sponsor support):** $5002141.65
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.4 - ISIN: US3130B73B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4999473.95
- **C.18.a - Value (excl. sponsor support):** $4999473.95
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11499808.99
- **C.18.a - Value (excl. sponsor support):** $11499808.99
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4002448.28
- **C.18.a - Value (excl. sponsor support):** $4002448.28
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7004826.01
- **C.18.a - Value (excl. sponsor support):** $7004826.01
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3002369.61
- **C.18.a - Value (excl. sponsor support):** $3002369.61
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6000446.28
- **C.18.a - Value (excl. sponsor support):** $6000446.28
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7005671.89
- **C.18.a - Value (excl. sponsor support):** $7005671.89
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7001544.13
- **C.18.a - Value (excl. sponsor support):** $7001544.13
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002415.65
- **C.18.a - Value (excl. sponsor support):** $5002415.65
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2001480.98
- **C.18.a - Value (excl. sponsor support):** $2001480.98
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3001430.43
- **C.18.a - Value (excl. sponsor support):** $3001430.43
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3001630.89
- **C.18.a - Value (excl. sponsor support):** $3001630.89
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000798.90
- **C.18.a - Value (excl. sponsor support):** $3000798.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3501410.36
- **C.18.a - Value (excl. sponsor support):** $3501410.36
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3502233.04
- **C.18.a - Value (excl. sponsor support):** $3502233.04
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3001147.50
- **C.18.a - Value (excl. sponsor support):** $3001147.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6499567.62
- **C.18.a - Value (excl. sponsor support):** $6499567.62
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6011191.92
- **C.18.a - Value (excl. sponsor support):** $6011191.92
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5999929.20
- **C.18.a - Value (excl. sponsor support):** $5999929.20
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9006244.83
- **C.18.a - Value (excl. sponsor support):** $9006244.83
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10006385.60
- **C.18.a - Value (excl. sponsor support):** $10006385.60
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4003652.52
- **C.18.a - Value (excl. sponsor support):** $4003652.52
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000298.50
- **C.18.a - Value (excl. sponsor support):** $5000298.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5999373.60
- **C.18.a - Value (excl. sponsor support):** $5999373.60
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5999113.50
- **C.18.a - Value (excl. sponsor support):** $5999113.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001073.75
- **C.18.a - Value (excl. sponsor support):** $5001073.75
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4001878.40
- **C.18.a - Value (excl. sponsor support):** $4001878.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4003370.64
- **C.18.a - Value (excl. sponsor support):** $4003370.64
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4998702.35
- **C.18.a - Value (excl. sponsor support):** $4998702.35
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4001107.44
- **C.18.a - Value (excl. sponsor support):** $4001107.44
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3503370.01
- **C.18.a - Value (excl. sponsor support):** $3503370.01
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3499603.70
- **C.18.a - Value (excl. sponsor support):** $3499603.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11999824.08
- **C.18.a - Value (excl. sponsor support):** $11999824.08
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $6002367.42
- **C.18.a - Value (excl. sponsor support):** $6002367.42
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4002010.20
- **C.18.a - Value (excl. sponsor support):** $4002010.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2999727.45
- **C.18.a - Value (excl. sponsor support):** $2999727.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4001096.48
- **C.18.a - Value (excl. sponsor support):** $4001096.48
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $8505065.83
- **C.18.a - Value (excl. sponsor support):** $8505065.83
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3501422.40
- **C.18.a - Value (excl. sponsor support):** $3501422.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5002067.85
- **C.18.a - Value (excl. sponsor support):** $5002067.85
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5516175.39
- **C.18.a - Value (excl. sponsor support):** $5516175.39
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3001569.90
- **C.18.a - Value (excl. sponsor support):** $3001569.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4977362.50
- **C.18.a - Value (excl. sponsor support):** $4977362.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **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 45: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5940006.00
- **C.18.a - Value (excl. sponsor support):** $5940006.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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 46: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11846812.44
- **C.18.a - Value (excl. sponsor support):** $11846812.44
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16246706.69
- **C.18.a - Value (excl. sponsor support):** $16246706.69
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9977893.10
- **C.18.a - Value (excl. sponsor support):** $9977893.10
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6480997.25
- **C.18.a - Value (excl. sponsor support):** $6480997.25
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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 50: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7965313.36
- **C.18.a - Value (excl. sponsor support):** $7965313.36
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9839697.60
- **C.18.a - Value (excl. sponsor support):** $9839697.60
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12863204.77
- **C.18.a - Value (excl. sponsor support):** $12863204.77
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14831206.20
- **C.18.a - Value (excl. sponsor support):** $14831206.20
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4975625.00
- **C.18.a - Value (excl. sponsor support):** $4975625.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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 55: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6007980.48
- **C.18.a - Value (excl. sponsor support):** $6007980.48
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5015460.95
- **C.18.a - Value (excl. sponsor support):** $5015460.95
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6041353.14
- **C.18.a - Value (excl. sponsor support):** $6041353.14
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-16
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12046406.28
- **C.18.a - Value (excl. sponsor support):** $12046406.28
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13040117.22
- **C.18.a - Value (excl. sponsor support):** $13040117.22
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.783000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5005953.25
- **C.18.a - Value (excl. sponsor support):** $5005953.25
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 5.6770%  | 0.0000% | $3832.00           | $35.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.2770%  | 0.0000% | $19238566.00       | $1044379.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $72.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 4.5000%  | 0.0000% | $1001.00           | $88.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $159.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $127.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $136.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-04-01      | 4.5000%  | 0.0000% | $1000.00           | $156.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 5.0000%  | 0.0000% | $1990.00           | $396.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $147.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $319.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $165.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $102.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $119.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 4.0000%  | 0.0000% | $3550.00           | $629.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1000.00           | $190.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1982.00           | $212.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 5.5000%  | 0.0000% | $8337761.00        | $82769.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 6.5000%  | 0.0000% | $1000.00           | $56.10             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $1002.00           | $78.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 3.5000%  | 0.0000% | $5027.00           | $536.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $120.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $262.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $203.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $1001.00           | $71.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $77.88             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-06-01      | 3.0000%  | 0.0000% | $1042.00           | $89.84             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $667.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $540.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $363.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $577.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $571.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1469.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $636.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $705.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $764.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $711.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $783.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $741.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $685.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $782.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $695.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $787.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $12415.00          | $9608.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $904.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1024.00           | $838.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $1008.00           | $850.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $2001.00           | $1737.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $100.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $219.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1998.00           | $543.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $887.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $361.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $466.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1266.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.5000%  | 0.0000% | $6138236.00        | $4738402.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $730.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $732.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $796.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $689.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $670.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $802.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $535.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | 0.0000% | $10272.00          | $6097.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $939.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 3.2600%  | 0.0000% | $1075.00           | $969.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $1001.00           | $119.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.9570%  | 0.0000% | $1100.00           | $0.22              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $552.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $536.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $556.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $1008.00           | $652.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $537.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $623.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $550.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $728.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $787.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $868.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $409.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $687.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $89208.00          | $60063.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $595.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2011.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $1941.00           | $2051.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $980.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $788.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $813.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $885.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.0000%  | 0.0000% | $6080.00           | $5737.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $84512.00          | $70849.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $886.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $534.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $2020.00           | $930.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $480.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $494.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $556.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $28102.00          | $16610.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $693.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $635.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $635.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1008.00           | $782.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $149791.00         | $96993.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1024.00           | $739.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $758.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-05-01      | 2.5000%  | 0.0000% | $44906.00          | $30733.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $420.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.8172%  | 0.0000% | $1024.00           | $594.44            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $986.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $848.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $958.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.4500%  | 0.0000% | $1574.00           | $0.19              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $92572.00          | $61652.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $25778.00          | $21571.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 2.3353%  | 0.0000% | $1614.00           | $1135.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-25      | 4.4500%  | 0.0000% | $88334.00          | $84019.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-25      | 4.9172%  | 0.0000% | $111259.00         | $87382.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $32609.00          | $33502.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $818335.00         | $817369.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-01      | 4.3680%  | 0.0000% | $334091.00         | $592.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $1000.00           | $477.26            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 3.9200%  | 0.0000% | $1000.00           | $1006.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 4.0600%  | 0.0000% | $80407.00          | $81170.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $2812.00           | $555.07            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $21663.00          | $20031.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-11-15      | 4.3548%  | 0.0000% | $98715.00          | $22977.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-10-25      | 0.8050%  | 0.0000% | $37000.00          | $25630.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-08-25      | 4.1317%  | 0.0000% | $2166.00           | $1069.17           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-09-25      | 4.3172%  | 0.0000% | $191683.00         | $126432.55         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 6.0000%  | 0.0000% | $502880.00         | $525207.03         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 4.6800%  | 0.0000% | $11927.00          | $12385.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $1017.00           | $101.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3840%  | 0.0000% | $10991.00          | $331.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $1027.00           | $140.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1001.00           | $268.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $167.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $130.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1001.00           | $168.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $591918.00         | $128872.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $207.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1000.00           | $40.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $1002.00           | $229.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1010.00           | $181.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $1003.00           | $9.91              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.1290%  | 0.0000% | $3800000.00        | $28940.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $711.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $868.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $551.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $987.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1005.00           | $913.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $829.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $967.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $6959.00           | $6960.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $964.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1021.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $984.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $866.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1012.00           | $1016.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $188.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $71.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1002.00           | $287.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $1997.00           | $372.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $1000.00           | $344.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1997.00           | $568.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $525.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $660.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $633.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $946.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $689.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $960.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $666.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $589.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 3.0000%  | 0.0000% | $1010.00           | $799.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $798.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $216.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1999.00           | $441.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $339.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $531.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $524.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $608.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1008.00           | $604.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1104.00           | $661.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $637.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $716.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $748.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $733.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $790.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $815.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $854.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $802.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $835.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $597.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1001.00           | $901.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1039.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $59459.00          | $62080.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $810.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1029.00           | $900.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $920.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $938.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $1000.00           | $856.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $3400.00           | $3361.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $975.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $296.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $262.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $311.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1008.00           | $326.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $187.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $360.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.0000%  | 0.0000% | $1000.00           | $227.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $568.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $537.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1008.00           | $480.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $1004.00           | $382.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $560.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.0000%  | 0.0000% | $1000.00           | $415.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $492.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $104480.00         | $50948.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $637.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1008.00           | $658.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.0000%  | 0.0000% | $1000.00           | $434.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2001.00           | $1330.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $619.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $627.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $694.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $681.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $47037.00          | $29892.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $760.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $716.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $629.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $658.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $731.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $693.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $1000.00           | $657.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $808.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $805.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $814.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $734.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $825.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1005.00           | $747.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 5.0000%  | 0.0000% | $1024.00           | $825.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $669.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $663.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $744.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $838.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1870.00           | $1610.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $81280.00          | $82026.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1052.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1056.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 6.0000%  | 0.0000% | $1000.00           | $48.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $1001.00           | $2.91              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $1002.00           | $142.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 3.0000%  | 0.0000% | $296457.00         | $30236.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $104.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1001.00           | $83.38             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $8629655.00        | $639007.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $615.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $624.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $2000.00           | $418.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $1001.00           | $666.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $868.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $681.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $1000.00           | $711.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $89168.00          | $67485.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $758.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $879.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $1000.00           | $991.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $1000.00           | $31.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $9857.87           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $865.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $982.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $800.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $845.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $998.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $972.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $854.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1005.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $514.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $926.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $941.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $625.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1675.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $862.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $993.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $814.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $936.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $866.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2056.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $967.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1023.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $953.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $959.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $708.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $89397.00          | $86008.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $999.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $244949.00         | $226961.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $969.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1974.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1893.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1749.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $974.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $1040.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $544777.00         | $456488.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1763.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $955.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $2015.00           | $1663.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $927.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $1001.00           | $838.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1068.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1037.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $1016.00           | $9.47              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $1000.00           | $52.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-05-20      | 4.0000%  | 0.0000% | $1008.00           | $57.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $1000.00           | $78.37             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $1014.00           | $75.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $98.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 3.0000%  | 0.0000% | $1000.00           | $87.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1023.00           | $124.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 5.1250%  | 0.0000% | $10974.00          | $599.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1000.00           | $122.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1000.00           | $117.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $2027.00           | $241.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1024.00           | $93.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $2000.00           | $279.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $715.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1003.00           | $205.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $6000.00           | $5471.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $10000.00          | $9036.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 5.0000%  | 0.0000% | $1000.00           | $438.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $13922.00          | $8945.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $2000.00           | $1009.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $512958.00         | $245932.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $577.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1024.00           | $580.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $579.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $782.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1000.00           | $674.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $1000.00           | $893.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $113146.00         | $52768.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $2513885.00        | $899378.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $1000.00           | $419.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $1001.00           | $615.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $78304.00          | $72010.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $70470.00          | $71082.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $2001.00           | $2039.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $1000.00           | $989.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1043.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1051.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2000.00           | $1633.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2093.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1073.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $7000.00           | $5250.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $23054.00          | $17342.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $709.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1070.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1006.00           | $1032.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1024.00           | $954.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1062.00           | $867.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $934.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2141.00           | $1745.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1025.00           | $992.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $931.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6004.00           | $5825.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $926.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2032.00           | $2021.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2000.00           | $1995.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1025.00           | $1006.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $76640.00          | $76573.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1024.00           | $1030.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1052518.00        | $786175.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2119.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $9896.00           | $8238.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $26260.00          | $27270.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $990.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $1997.00           | $40.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $3000000.00        | $15730.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $133979.00         | $510.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 4.7415%  | 0.0000% | $79902.00          | $79157.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6615%  | 0.0000% | $1022.00           | $637.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 4.7320%  | 0.0000% | $47927.00          | $27112.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.6915%  | 0.0000% | $1697.00           | $1006.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5415%  | 0.0000% | $4473.00           | $2900.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $1464.00           | $535.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8115%  | 0.0000% | $381999.00         | $260252.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0615%  | 0.0000% | $1000.00           | $294.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9115%  | 0.0000% | $13979622.00       | $5526047.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7715%  | 0.0000% | $1455.00           | $896.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7615%  | 0.0000% | $171785.00         | $103319.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2615%  | 0.0000% | $1510.00           | $943.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6115%  | 0.0000% | $1400.00           | $1146.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4115%  | 0.0000% | $656480.00         | $523922.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6615%  | 0.0000% | $1000.00           | $993.70            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-03-17      | 0.0000%  | 0.0000% | $80000.00          | $79855.20          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-02-15      | 4.7500%  | 0.0000% | $784700.00         | $834977.76         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.88            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $275600.00         | $283686.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $5035400.00        | $5203481.37        | U.S. Treasuries (including strips)        |

### Security 62: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $4761600.00        | $10197738.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $148.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $1000.00           | $993.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $600.00            | $600.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 4.6250%  | 0.0000% | $300.00            | $306.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $214.00            | U.S. Treasuries (including strips) |

### Security 63: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Inc. 3.860000%
- **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: BIV8XT454, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8XT454
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible 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                        | 2058-03-25      | 3.5000%  | 0.0000% | $1000.00           | $673.42            | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      MV     20580725 3.50000 | 2058-07-25      | 3.5000%  | 0.0000% | $6722.00           | $4613.87           | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      M55D   20580725 4.00000 | 2058-07-25      | 4.0000%  | 0.0000% | $677230.00         | $235293.95         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $37975029.00       | $11999418.78       | Agency Collateralized Mortgage Obligation |

### Security 64: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $1882000.00        | $1494235.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $764400.00         | $698384.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $4300.00           | $4288.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.5000%  | 0.0000% | $2871000.00        | $2903112.85        | U.S. Treasuries (including strips) |

### Security 65: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $11490201.00       | $11066081.51       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2026-05-21      | 0.0000%  | 0.0000% | $3000.00           | $2975.16           | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-06-30      | 3.7500%  | 0.0000% | $324000.00         | $326960.81         | U.S. Treasuries (including strips) |

### Security 66: Credit Agricole Corporate & Investment Bank S.A.

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank S.A. 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV93L9R9, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BIV93L9R9
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1573.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $158.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $2000.00           | $1594.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $1940500.00        | $1491531.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $600.00            | $577.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $116.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $179200.00         | $167153.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $43000.00          | $43934.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $597700.00         | $725817.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $11184700.00       | $9952458.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $381.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $254900.00         | $240702.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $234600.00         | $241693.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $3566200.00        | $3691462.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $1700.00           | $1713.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $300.00            | $305.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |

### Security 67: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94E952, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV94E952
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-04-14      | 0.0000%  | 0.0000% | $200.00            | $199.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $500.00            | $323.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $6678200.00        | $5775180.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $6512000.00        | $6628026.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $130.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $200.00            | $195.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $200.00            | $221.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $1300.00           | $1319.05           | U.S. Treasuries (including strips) |

### Security 68: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94E9H6, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV94E9H6
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $76.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $4883500.00        | $4223158.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $83.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $218.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $1000.00           | $977.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $600.00            | $606.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $5400.00           | $5620.42           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $38400.00          | $40178.65          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $3900.00           | $4129.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $400.00            | $414.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $8011700.00        | $8130171.80        | U.S. Treasuries (including strips) |

### Security 69: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HL291, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9HL291
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 4.4400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-07-20      | 5.1615%  | 0.0000% | $10416666.67       | $10145647.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $30880909.27       | $19077112.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $4289834.58        | $2521645.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.4615%  | 0.0000% | $20030524.38       | $19255594.22       | Agency Collateralized Mortgage Obligation |

### Security 70: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HRZ84, C.3 - LEI: N/A, C.5 - Other ID: BIV9HRZ84
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $9723500.00        | $10200078.55       | U.S. Treasuries (including strips) |

### Security 71: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HS585, C.3 - LEI: N/A, C.5 - Other ID: BIV9HS585
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $13883700.00       | $10200016.58       | U.S. Treasuries (including strips) |

### Security 72: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYCN1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9HYCN1
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $26283232.00       | $25500000.71       | Agency Mortgage-Backed Securities |

### Security 73: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYEU3, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9HYEU3
- **C.18 - Value (incl. sponsor support):** $121400000.00
- **C.18.a - Value (excl. sponsor support):** $121400000.00
- **C.19 - Percentage of Net Assets:** 10.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $8014394.14        | $664750.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $22905660.38       | $1686947.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $13202067.28       | $1293616.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $31074010.79       | $6269855.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $6401545.12        | $1498540.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $11105616.84       | $2497483.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $737422.70         | $161803.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $857234.70         | $369204.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $2484093.51        | $260605.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $68716981.13       | $6694227.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $6607824.91        | $643930.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $19006796.30       | $12585381.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $7439599.02        | $5435899.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $3099258.69        | $2333155.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $3507510.49        | $2626081.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1464031.98        | $1082574.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $3582039.62        | $2673802.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $154507.29         | $65984.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $15544476.41       | $12556325.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $12748293.57       | $12787954.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $32833.04          | $30488.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $4952851.32        | $4256079.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $23824740.86       | $19426711.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $11402542.03       | $9146883.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $19010581.99       | $19026729.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $3586163.26        | $2328234.69        | Agency Mortgage-Backed Securities |

### Security 74: Banco Santander

- **C.1 - Title:** Banco Santander 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYEW9, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV9HYEW9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 8.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2038-07-01      | 6.0500%  | 0.0000% | $5359.00           | $196.20            | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-11-01      | 3.5000%  | 0.0000% | $274800.00         | $33423.93          | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2046-03-01      | 3.5000%  | 0.0000% | $317500.00         | $33324.16          | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $100.50            | $2.66              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $100.00            | $3.15              | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2036-11-01      | 3.0000%  | 0.0000% | $119101.20         | $22524.75          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-03-01      | 3.5000%  | 0.0000% | $2971238.50        | $313390.51         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-06-01      | 4.5000%  | 0.0000% | $505.60            | $115.85            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-02-01      | 4.5000%  | 0.0000% | $122827.40         | $34647.45          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 4.5000%  | 0.0000% | $100.00            | $18.92             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-04-01      | 3.5000%  | 0.0000% | $100.00            | $17.64             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-04-01      | 3.5000%  | 0.0000% | $69500.00          | $13485.90          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-03-01      | 2.0000%  | 0.0000% | $100.00            | $91.20             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-08-01      | 2.5000%  | 0.0000% | $4700.00           | $2928.52           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $93700.00          | $56457.95          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-02-01      | 3.5000%  | 0.0000% | $102.40            | $44.38             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 4.5000%  | 0.0000% | $74571.50          | $54799.03          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $572811.20         | $494074.61         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $102.40            | $88.44             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.5000%  | 0.0000% | $2014.00           | $1543.82           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $301.60            | $243.76            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 5.5000%  | 0.0000% | $303.20            | $227.54            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $100.80            | $66.54             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.5000%  | 0.0000% | $100.00            | $75.41             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 6.0000%  | 0.0000% | $100.00            | $76.44             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $2310076.90        | $1805068.74        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $6987396.80        | $5805808.59        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $104.80            | $85.08             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 4.5000%  | 0.0000% | $1711455.80        | $1463651.06        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.5000%  | 0.0000% | $3674264.40        | $3013992.08        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $102.40            | $84.51             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $159886.80         | $134111.51         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.0000%  | 0.0000% | $24731.20          | $21867.66          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 5.5000%  | 0.0000% | $100.80            | $88.09             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-06-01      | 3.5000%  | 0.0000% | $100.00            | $20.80             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $101.60            | $84.97             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $4486682.40        | $4209284.01        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $2519.20           | $1624.38           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.5000%  | 0.0000% | $31100.00          | $19849.00          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.5000%  | 0.0000% | $2700.00           | $2020.18           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $1413.50           | $1012.05           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $19128108.50       | $15010966.80       | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $3733.40           | $2626.13           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.0000%  | 0.0000% | $7500.00           | $7176.87           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 5.5000%  | 0.0000% | $100.00            | $75.82             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $4174.00           | $3148.95           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.0000%  | 0.0000% | $277150.20         | $217437.54         | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $103.80            | $12.69             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $100.00            | $8.25              | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $202.90            | $40.11             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-05-01      | 4.0000%  | 0.0000% | $406.40            | $55.14             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $100.80            | $16.80             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-07-01      | 4.0000%  | 0.0000% | $511.20            | $80.05             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-03-01      | 4.0000%  | 0.0000% | $416.00            | $70.40             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $200.00            | $38.67             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $201.60            | $49.39             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-07-01      | 4.0000%  | 0.0000% | $102.40            | $27.80             | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-05-01      | 4.5000%  | 0.0000% | $100.80            | $21.74             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $307.20            | $210.95            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $102.40            | $69.02             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $716.80            | $515.45            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $200.00            | $138.02            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $129.00            | $86.34             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $102.40            | $71.19             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $304.80            | $208.66            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.0000%  | 0.0000% | $267103.40         | $204124.35         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.5000%  | 0.0000% | $409.60            | $285.63            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.5000%  | 0.0000% | $100.80            | $72.75             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 2.0000%  | 0.0000% | $70868.70          | $52950.92          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $200.80            | $145.93            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $203.20            | $151.74            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $100.00            | $64.04             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $100.00            | $57.89             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $100.00            | $64.91             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.0000%  | 0.0000% | $677120.80         | $604099.35         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 5.0000%  | 0.0000% | $349212.80         | $273085.35         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.0000%  | 0.0000% | $241620.80         | $189551.39         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-06-01      | 7.0000%  | 0.0000% | $129828.20         | $136096.45         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 7.0000%  | 0.0000% | $81230.90          | $72778.96          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-03-01      | 3.0000%  | 0.0000% | $405.60            | $291.40            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.5000%  | 0.0000% | $100.00            | $85.43             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $102.90            | $76.64             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $305.60            | $231.07            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $100.00            | $69.66             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.5000%  | 0.0000% | $300.00            | $236.17            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 3.0000%  | 0.0000% | $100.80            | $55.70             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $1128747.20        | $843656.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-08-25      | 4.8172%  | 0.0000% | $8202631.90        | $8075467.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-12-25      | 4.8672%  | 0.0000% | $729999.20         | $709633.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-12-25      | 4.8672%  | 0.0000% | $417271.50         | $410707.72         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2052-02-25      | 2.5000%  | 0.0000% | $19967540.90       | $12285219.49       | Agency Debentures and Agency Strips       |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-12-25      | 4.8672%  | 0.0000% | $1615910.40        | $1535451.90        | Agency Debentures and Agency Strips       |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-12-25      | 4.8672%  | 0.0000% | $2424426.20        | $2380881.40        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 5.0000%  | 0.0000% | $105.60            | $11.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-06-01      | 4.0000%  | 0.0000% | $100.00            | $15.28             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-05-01      | 3.5000%  | 0.0000% | $102.40            | $8.81              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-03-01      | 3.5000%  | 0.0000% | $411.20            | $97.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-07-01      | 3.0000%  | 0.0000% | $7413891.60        | $1096294.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-04-01      | 4.5000%  | 0.0000% | $102.40            | $20.99             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-05-01      | 4.0000%  | 0.0000% | $100.00            | $22.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-06-01      | 4.0000%  | 0.0000% | $400.00            | $59.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-09-01      | 3.5000%  | 0.0000% | $1121164.00        | $261555.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $100.00            | $19.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $313.60            | $56.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $304.10            | $43.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-08-01      | 3.5000%  | 0.0000% | $101.00            | $4.78              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-07-01      | 5.0000%  | 0.0000% | $104.00            | $0.96              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $100.00            | $78.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $193770.60         | $168035.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 5.0000%  | 0.0000% | $100.00            | $85.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 4.0000%  | 0.0000% | $100.00            | $50.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.5000%  | 0.0000% | $100.00            | $95.73             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $100.00            | $89.47             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.5000%  | 0.0000% | $305505.60         | $184926.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $100.00            | $104.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.5000%  | 0.0000% | $200.00            | $208.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $100.00            | $69.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $475.50            | $491.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $200.00            | $205.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $300.00            | $287.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $100.00            | $102.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $200.00            | $207.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $200.20            | $175.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $100.00            | $103.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $400.00            | $414.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $200.00            | $184.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $200.00            | $203.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 4.0000%  | 0.0000% | $4369.00           | $4252.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $522155.00         | $520922.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $146777.60         | $152309.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 5.5000%  | 0.0000% | $100.00            | $78.43             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $298122.00         | $306073.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $153034.40         | $151836.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 6.0000%  | 0.0000% | $111350.00         | $114555.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $140302.30         | $139296.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $100.80            | $99.84             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $100.80            | $101.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $835322.80         | $851904.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $201.60            | $203.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-02-01      | 4.0000%  | 0.0000% | $1419.70           | $315.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $307.50            | $75.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-01-01      | 4.0000%  | 0.0000% | $352388.80         | $122717.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-09-01      | 3.5000%  | 0.0000% | $402.40            | $140.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $65050.60          | $23188.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 4.0000%  | 0.0000% | $408.00            | $131.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-02-01      | 3.5000%  | 0.0000% | $256902.20         | $106050.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 4.0000%  | 0.0000% | $100.00            | $61.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2062-12-01      | 2.5000%  | 0.0000% | $100.00            | $68.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2063-06-01      | 3.5000%  | 0.0000% | $300.00            | $218.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $321406.90         | $65816.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 2.5000%  | 0.0000% | $204.80            | $93.25             | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-07-01      | 2.9800%  | 0.0000% | $200.00            | $183.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 4.0000%  | 0.0000% | $69589.90          | $18585.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $14709901.70       | $3892236.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-12-01      | 4.5000%  | 0.0000% | $1797.00           | $272.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-07-01      | 4.0000%  | 0.0000% | $11583122.70       | $3331935.86        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-07-01      | 4.3601%  | 0.0000% | $204.80            | $207.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2059-01-01      | 4.5000%  | 0.0000% | $100.00            | $78.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2059-01-01      | 4.5000%  | 0.0000% | $100.00            | $94.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $100.00            | $14.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-09-01      | 4.0000%  | 0.0000% | $100.90            | $32.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $710.60            | $231.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $202.50            | $63.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-12-01      | 3.5000%  | 0.0000% | $400.00            | $75.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-11-01      | 3.0000%  | 0.0000% | $564270.30         | $200280.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.5000%  | 0.0000% | $307.20            | $149.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $1181276.00        | $1041005.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $2056542.30        | $1589248.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-05-01      | 4.5000%  | 0.0000% | $187637.60         | $116586.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.5000%  | 0.0000% | $100.00            | $103.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $206.00            | $214.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.5000%  | 0.0000% | $200.00            | $149.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $307.20            | $228.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.0000%  | 0.0000% | $100.00            | $72.43             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.5000%  | 0.0000% | $102.40            | $77.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 5.0000%  | 0.0000% | $200.00            | $139.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $205.50            | $168.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $200.00            | $193.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $200.10            | $148.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $300.00            | $218.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $200.00            | $149.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $601.10            | $366.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 6.0000%  | 0.0000% | $305.70            | $261.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $410.40            | $283.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $400.00            | $355.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $300.00            | $227.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $100.00            | $85.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $201.60            | $161.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $99798.60          | $99491.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $100.00            | $83.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 5.5000%  | 0.0000% | $525758.90         | $524212.99         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-10-01      | 3.9100%  | 0.0000% | $202.40            | $203.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $438.40            | $98.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-09-01      | 4.0000%  | 0.0000% | $100.00            | $24.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.0000%  | 0.0000% | $307.20            | $88.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 5.0000%  | 0.0000% | $304.80            | $89.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-04-01      | 4.0000%  | 0.0000% | $531.90            | $103.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $102.40            | $50.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $401.60            | $198.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $652.80            | $275.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 3.0000%  | 0.0000% | $230900.00         | $90073.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 2.5000%  | 0.0000% | $3886378.00        | $1603794.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.5000%  | 0.0000% | $202.40            | $84.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $5563380.60        | $2759386.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $112886.30         | $57162.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-11-01      | 2.5000%  | 0.0000% | $100.00            | $43.94             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 3.0000%  | 0.0000% | $100.00            | $54.54             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.5000%  | 0.0000% | $483.10            | $277.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $307.20            | $211.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $500.00            | $393.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.5000%  | 0.0000% | $1079.60           | $826.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 4.5000%  | 0.0000% | $273.00            | $218.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $211.20            | $150.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $1526.40           | $1164.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $507.20            | $349.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $204.00            | $137.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $303.70            | $243.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $390150.00         | $359914.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 6.0000%  | 0.0000% | $100.10            | $78.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $402.40            | $346.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 6.0000%  | 0.0000% | $307.20            | $243.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $504.00            | $380.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 4.5000%  | 0.0000% | $300.00            | $256.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.5000%  | 0.0000% | $302.40            | $244.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $202.40            | $192.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 6.0000%  | 0.0000% | $100.00            | $93.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $100.00            | $82.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 5.0000%  | 0.0000% | $100.80            | $93.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $100.00            | $100.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $100.00            | $100.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $100.00            | $100.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.5000%  | 0.0000% | $100.00            | $102.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.5000%  | 0.0000% | $100.00            | $102.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 6.0000%  | 0.0000% | $100.00            | $104.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $204.80            | $170.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 5.5000%  | 0.0000% | $100.00            | $94.51             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 2.5000%  | 0.0000% | $3096.00           | $2526.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 4.5000%  | 0.0000% | $100.00            | $91.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 5.5000%  | 0.0000% | $273.70            | $269.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $102.40            | $100.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 6.0000%  | 0.0000% | $102.40            | $105.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $202.40            | $202.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 4.0000%  | 0.0000% | $200.00            | $190.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 3.5000%  | 0.0000% | $204.00            | $193.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 3.0000%  | 0.0000% | $200.00            | $180.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $102.40            | $103.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.0000%  | 0.0000% | $100.80            | $77.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $102.40            | $77.25             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 3.5000%  | 0.0000% | $1184950.10        | $907032.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.0000%  | 0.0000% | $601.60            | $514.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $200.00            | $207.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $307.20            | $310.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-08-01      | 6.0000%  | 0.0000% | $209.70            | $31.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-02-01      | 5.5000%  | 0.0000% | $403.40            | $5.66              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $458.00            | $25.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 4.0000%  | 0.0000% | $1065.80           | $61.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-01-01      | 5.5000%  | 0.0000% | $213.00            | $8.84              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $100.00            | $75.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $243.20            | $189.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $402.40            | $332.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-03-01      | 5.5000%  | 0.0000% | $619.20            | $36.91             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 6.5000%  | 0.0000% | $601.60            | $549.11            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $204.80            | $181.31            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $102.40            | $94.80             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.0000%  | 0.0000% | $307.20            | $307.76            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.5000%  | 0.0000% | $100.80            | $102.45            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 5.5000%  | 0.0000% | $204.80            | $203.11            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.5000%  | 0.0000% | $100.00            | $104.61            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $400.00            | $414.14            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.0000%  | 0.0000% | $201.00            | $201.40            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $204.80            | $203.28            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $5007603.20        | $4994568.05        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $304.80            | $282.15            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.0000%  | 0.0000% | $520.00            | $521.72            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $100.80            | $100.35            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $508.00            | $474.40            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 5.0000%  | 0.0000% | $97423.50          | $98523.89          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $600.00            | $465.09            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.0000%  | 0.0000% | $102.40            | $104.10            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 6.0000%  | 0.0000% | $307.20            | $314.54            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $972.80            | $997.37            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.0000%  | 0.0000% | $730688.00         | $707138.66         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $100.00            | $102.58            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $100.80            | $103.75            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $100.80            | $102.82            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $100.00            | $102.44            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $100.00            | $102.65            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $107.70            | $110.49            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $100.00            | $102.34            | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $917.50            | $35.39             | Agency Mortgage-Backed Securities         |
| GNMA II BUY-DOWN LOAN POOL               | 2041-07-20      | 4.0000%  | 0.0000% | $23511.60          | $1118.13           | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-09-15      | 4.5000%  | 0.0000% | $400.00            | $42.59             | Agency Mortgage-Backed Securities         |
| GNMA I LIMITED MARKET                    | 2026-08-15      | 1.6600%  | 0.0000% | $100.50            | $4.17              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-03-20      | 3.5000%  | 0.0000% | $100.00            | $7.40              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-08-20      | 3.5000%  | 0.0000% | $100.00            | $7.20              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-03-20      | 3.5000%  | 0.0000% | $200.00            | $19.48             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-09-20      | 4.0000%  | 0.0000% | $400.00            | $28.13             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.0000%  | 0.0000% | $100.00            | $11.18             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-01-20      | 4.0000%  | 0.0000% | $500.00            | $41.65             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $300.00            | $26.52             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2032-02-20      | 3.5000%  | 0.0000% | $100.00            | $8.48              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-04-20      | 3.0000%  | 0.0000% | $100.00            | $15.30             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-11-20      | 4.5000%  | 0.0000% | $100.00            | $7.34              | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-12-20      | 4.5000%  | 0.0000% | $2158248.20        | $143876.20         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 5.5000%  | 0.0000% | $169595.80         | $12768.18          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.5000%  | 0.0000% | $349355.20         | $22513.03          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 3.0000%  | 0.0000% | $168982.00         | $22471.47          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 4.5000%  | 0.0000% | $20800.00          | $1751.09           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-06-20      | 5.5000%  | 0.0000% | $5300.00           | $559.36            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-07-20      | 3.0000%  | 0.0000% | $141523.20         | $19040.04          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-01-20      | 2.5000%  | 0.0000% | $42898.70          | $15187.18          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-01-20      | 3.5000%  | 0.0000% | $633146.10         | $235368.40         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-09-20      | 2.0000%  | 0.0000% | $200.00            | $90.31             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-04-20      | 3.0000%  | 0.0000% | $300.00            | $134.38            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $785.30            | $410.24            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.0000%  | 0.0000% | $6757.40           | $3267.09           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $200.80            | $93.45             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 3.0000%  | 0.0000% | $535320.60         | $283759.69         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 4.0000%  | 0.0000% | $102.40            | $46.83             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 3.5000%  | 0.0000% | $300.00            | $166.72            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 4.0000%  | 0.0000% | $2132971.40        | $1010282.56        | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 4.5000%  | 0.0000% | $15280.30          | $6408.76           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 5.0000%  | 0.0000% | $43727.30          | $11834.43          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-09-20      | 3.5000%  | 0.0000% | $17808.00          | $7674.85           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $646959.20         | $376732.64         | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.5000%  | 0.0000% | $24999.90          | $15492.24          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-11-20      | 3.5000%  | 0.0000% | $149583.80         | $96409.19          | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-12-20      | 5.0000%  | 0.0000% | $2278.60           | $1098.96           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-03-20      | 3.5000%  | 0.0000% | $201.60            | $139.00            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-07-20      | 5.0000%  | 0.0000% | $6100.00           | $3541.44           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $100.00            | $80.11             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 3.5000%  | 0.0000% | $200.00            | $147.85            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 5.5000%  | 0.0000% | $3912346.20        | $2846584.96        | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-02-20      | 2.5000%  | 0.0000% | $504.00            | $315.10            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-09-20      | 5.5000%  | 0.0000% | $100.00            | $64.07             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.5000%  | 0.0000% | $201.60            | $133.49            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $307.20            | $224.46            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 2.0000%  | 0.0000% | $100.00            | $58.12             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.5000%  | 0.0000% | $300.00            | $192.76            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 6.0000%  | 0.0000% | $400.00            | $214.03            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2039-08-20      | 4.5000%  | 0.0000% | $200.00            | $166.20            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $200.00            | $123.54            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 5.0000%  | 0.0000% | $100.00            | $88.20             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2039-04-20      | 5.5000%  | 0.0000% | $200.00            | $121.09            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-04-20      | 4.0000%  | 0.0000% | $16147.30          | $14487.17          | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2048-01-15      | 4.0000%  | 0.0000% | $200.00            | $93.21             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2058-01-15      | 4.4500%  | 0.0000% | $100.00            | $96.79             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2057-12-15      | 4.2100%  | 0.0000% | $100.00            | $95.22             | Agency Mortgage-Backed Securities         |
| GNMA I CONSTRUCTION LOAN POOL            | 2067-03-15      | 5.5800%  | 0.0000% | $300.00            | $321.42            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-02-20      | 3.5000%  | 0.0000% | $300.00            | $69.70             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2049-11-15      | 3.0000%  | 0.0000% | $200.00            | $74.05             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-09-20      | 4.5000%  | 0.0000% | $100.00            | $37.87             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-03-20      | 3.0000%  | 0.0000% | $100.00            | $36.14             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 2.5000%  | 0.0000% | $400.00            | $229.04            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2036-04-20      | 5.5000%  | 0.0000% | $400.00            | $125.10            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 4.0000%  | 0.0000% | $200.00            | $66.30             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 2.0000%  | 0.0000% | $100.00            | $49.24             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $200.00            | $109.60            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 4.5000%  | 0.0000% | $200.00            | $186.18            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-01-20      | 3.0000%  | 0.0000% | $400.00            | $102.67            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-04-20      | 3.0000%  | 0.0000% | $200.00            | $47.85             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2043-12-20      | 4.0000%  | 0.0000% | $200.00            | $23.53             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2044-02-15      | 4.0000%  | 0.0000% | $600.00            | $62.84             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2045-03-15      | 4.0000%  | 0.0000% | $500.00            | $66.85             | Agency Mortgage-Backed Securities         |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2052-09-15      | 4.5000%  | 0.0000% | $400.00            | $316.40            | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2057-04-15      | 3.9300%  | 0.0000% | $200.00            | $186.94            | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2058-04-15      | 4.6700%  | 0.0000% | $300.00            | $295.37            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-02-20      | 5.5000%  | 0.0000% | $700.00            | $470.33            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 5.5000%  | 0.0000% | $300.00            | $297.75            | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.8400%  | 0.0000% | $200.00            | $215.27            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-04-20      | 5.0000%  | 0.0000% | $100.00            | $98.75             | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.0000%  | 0.0000% | $100.00            | $78.19             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-04-15      | 5.7900%  | 0.0000% | $500.00            | $535.24            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.5000%  | 0.0000% | $300.00            | $260.57            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 6.5000%  | 0.0000% | $299.80            | $313.75            | Agency Mortgage-Backed Securities         |
| GNMA TYPE II                             | 2065-06-20      | 6.5000%  | 0.0000% | $300.00            | $313.61            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $402.10            | $233.05            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $299.80            | $295.66            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $100.00            | $74.43             | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 4.9200%  | 0.0000% | $300.00            | $300.49            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-07-20      | 5.0000%  | 0.0000% | $300.00            | $273.47            | Agency Mortgage-Backed Securities         |
| GNMA I PROJECT NOTE                      | 2060-09-15      | 4.5300%  | 0.0000% | $199.70            | $197.95            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 5.0000%  | 0.0000% | $199.90            | $198.71            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $198.80            | $197.18            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $799.90            | $693.24            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.0000%  | 0.0000% | $200.00            | $206.56            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 6.5000%  | 0.0000% | $300.00            | $315.27            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 6.5000%  | 0.0000% | $399.90            | $420.29            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 5.0000%  | 0.0000% | $300.00            | $302.70            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.5000%  | 0.0000% | $200.80            | $205.58            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.5000%  | 0.0000% | $200.00            | $205.96            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-09-20      | 5.0000%  | 0.0000% | $399.80            | $401.27            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $100.00            | $102.62            | Agency Mortgage-Backed Securities         |
| GNMA TYPE II                             | 2065-10-20      | 6.5000%  | 0.0000% | $100.00            | $104.68            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.0000%  | 0.0000% | $500.00            | $502.54            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.0000%  | 0.0000% | $100.00            | $100.87            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 5.0000%  | 0.0000% | $600.00            | $604.99            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $100.80            | $103.43            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $200.80            | $206.04            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-11-20      | 5.5000%  | 0.0000% | $200.00            | $206.00            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 5.5000%  | 0.0000% | $100.20            | $103.31            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-10-20      | 6.5000%  | 0.0000% | $500.00            | $524.41            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 7.5000%  | 0.0000% | $100.00            | $108.95            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-12-20      | 5.0000%  | 0.0000% | $100.00            | $100.95            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 6.5000%  | 0.0000% | $100.00            | $105.17            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2056-01-20      | 6.0000%  | 0.0000% | $100.00            | $103.48            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 4.5000%  | 0.0000% | $600.00            | $555.96            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2040-01-20      | 5.5000%  | 0.0000% | $300.00            | $231.73            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $605.60            | $494.86            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $11786738.30       | $9610915.06        | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2033-02-20      | 8.5000%  | 0.0000% | $100.00            | $0.62              | Agency Mortgage-Backed Securities         |

### Security 75: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYEX7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9HYEX7
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 6.6600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $75.00             | $18.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $46053.97          | $40320.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $1582960.50        | $1231697.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $841725.00         | $117884.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $108.52            | $23.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $31875.00          | $8544.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $75.00             | $41.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1541298.00        | $1441919.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $13590.38          | $7552.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-25      | 4.6622%  | 0.0000% | $3102008.10        | $3132103.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5792%  | 0.0000% | $119929.20         | $120716.70         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $335838.83         | $347125.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $75.00             | $49.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $150775.80         | $160975.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $5059619.92        | $2681053.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $82.50             | $50.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $559331.40         | $443595.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1648761.52        | $1283473.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $75.00             | $62.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $76.80             | $61.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $76.50             | $57.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $777946.80         | $656261.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 7.0000%  | 0.0000% | $75.00             | $64.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $75.00             | $70.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $75.00             | $77.23             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $18015662.70       | $11705861.83       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $75.00             | $68.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $151.80            | $129.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 7.0000%  | 0.0000% | $75.52             | $77.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $79.13             | $76.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 4.5000%  | 0.0000% | $75.00             | $16.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $90.00             | $60.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $76.72             | $42.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $75.00             | $49.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $75.00             | $56.09             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 3.5000%  | 0.0000% | $75.00             | $10.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $75.00             | $2.05              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $75.00             | $9.56              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $75.00             | $30.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $462597.08         | $242801.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $75.00             | $11.49             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $75.00             | $49.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 2.0000%  | 0.0000% | $75.97             | $34.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $75.00             | $56.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2657136.00        | $1981907.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 4.0000%  | 0.0000% | $7425.00           | $5839.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1328786.10        | $890322.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1271078.40        | $768279.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $245280.52         | $225623.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $3524.25           | $3328.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $896.55            | $811.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.0000%  | 0.0000% | $75.00             | $1.56              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $75.00             | $58.01             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $835279.95         | $779222.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $33398.78          | $33555.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $75.00             | $50.42             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $75.60             | $60.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $75.00             | $76.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | 0.0000% | $75.00             | $78.12             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $375.00            | $377.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $10434297.30       | $766326.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $111.90            | $40.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $76.72             | $12.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $4253299.20        | $2062715.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $748507.50         | $454434.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $24729.60          | $18442.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2363699.77        | $1483700.63        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-02-15      | 4.9500%  | 0.0000% | $199452.60         | $199151.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $221876.40         | $224570.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $13093.27          | $13687.46          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $375.00            | $392.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $156998.55         | $160913.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $375.00            | $393.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $540564.60         | $545669.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $162.67            | $165.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $75.00             | $68.21             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $19003125.00       | $19172653.97       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $375.00            | $375.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $75.00             | $77.18             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $374.85            | $385.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $336212.40         | $350067.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $78.00             | $81.29             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $418185.83         | $453663.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-15      | 4.5000%  | 0.0000% | $75.00             | $22.11             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $101.17            | $4.28              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $75.00             | $6.60              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $502881.00         | $28320.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $186900.00         | $32712.45          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $38744060.17       | $3803917.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $76.80             | $42.97             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $74475.00          | $57583.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $75.00             | $46.27             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $75.00             | $57.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.8115%  | 0.0000% | $637424.92         | $600044.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8615%  | 0.0000% | $4810790.70        | $4127570.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $141615.00         | $55454.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.8415%  | 0.0000% | $3147239.02        | $1298986.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7615%  | 0.0000% | $7500000.00        | $4639865.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6815%  | 0.0000% | $3414312.98        | $2674283.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7115%  | 0.0000% | $1735159.88        | $1267702.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.6615%  | 0.0000% | $897024.00         | $822723.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 4.8615%  | 0.0000% | $801802.50         | $518325.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.9115%  | 0.0000% | $2545275.00        | $2374830.65        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $7.50              | $7.62              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 4.3750%  | 0.0000% | $7.50              | $7.65              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $7.50              | $5.06              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $52.50             | $71.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $30.00             | $31.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $7.50              | $8.05              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $4.18              | $3.07              | U.S. Treasuries (including strips)        |

### Security 76: Mizuho Securities (USA) LLC

- **C.1 - Title:** Mizuho Securities (USA) Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYF24, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BIV9HYF24
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 8.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Agricultural Mortgage Corp | 2031-02-25      | 3.9800%  | 0.0000% | $23076.92          | $23057.01          | Agency Debentures and Agency Strips |
| U.S. Treasury                      | 2026-05-31      | 0.7500%  | 0.0000% | $1692323.08        | $1682969.25        | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2028-09-30      | 1.2500%  | 0.0000% | $41226015.38       | $39255580.83       | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2027-05-31      | 2.6250%  | 0.0000% | $16386092.31       | $16318045.28       | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2027-11-30      | 3.8750%  | 0.0000% | $35291307.69       | $35889445.52       | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2026-08-15      | 4.3750%  | 0.0000% | $4769230.77        | $4790874.86        | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2035-02-15      | 4.6250%  | 0.0000% | $3024923.08        | $3193620.46        | U.S. Treasuries (including strips)  |
| U.S. Treasury                      | 2027-09-30      | 3.5000%  | 0.0000% | $833646.15         | $846416.84         | U.S. Treasuries (including strips)  |

### Security 77: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYF32, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9HYF32
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 8.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.1450%  | 0.0000% | $5718755.00        | $5811538.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $183.50            | $42.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $100.00            | $22.40             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 2.5000%  | 0.0000% | $100.00            | $28.13             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 2.5000%  | 0.0000% | $32000.00          | $20280.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $100.00            | $70.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $100.00            | $61.83             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.5000%  | 0.0000% | $100.00            | $67.10             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $684097.60         | $528538.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $914572.90         | $620927.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $100.30            | $59.73             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2030-08-01      | 3.5000%  | 0.0000% | $100.00            | $6.98              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 4.5000%  | 0.0000% | $100.00            | $58.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $309900.00         | $236264.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $882813.80         | $561776.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $331401.00         | $262287.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-11-01      | 5.5000%  | 0.0000% | $100.00            | $99.74             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $154402.60         | $38489.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $155.00            | $10.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 3.5000%  | 0.0000% | $100.00            | $1.73              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 2.5000%  | 0.0000% | $100.00            | $2.50              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $166.40            | $38.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $1585400.00        | $255660.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $100.00            | $22.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 2.5000%  | 0.0000% | $1182677.90        | $43758.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $100.00            | $77.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $100.00            | $76.27             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $100.00            | $80.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $100.00            | $102.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $100.00            | $104.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $100.00            | $96.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $100.00            | $106.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $317361.20         | $318730.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $100.00            | $106.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $100.00            | $102.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $100.00            | $99.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $100.00            | $100.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $100.00            | $101.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $200.00            | $173.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.0000%  | 0.0000% | $100.00            | $25.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $100.00            | $15.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $540.70            | $98.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 4.5000%  | 0.0000% | $100.00            | $23.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $100.00            | $9.11              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $100.00            | $16.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $100.00            | $48.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $100.00            | $50.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $3934358.00        | $2896820.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $100.00            | $67.76             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $100.00            | $101.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 4.1700%  | 0.0000% | $2899421.00        | $2879547.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $2247667.10        | $470263.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $112.00            | $26.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $100.00            | $23.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1121820.00        | $530399.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $100.00            | $26.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $112.00            | $43.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $98616.00          | $40491.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $102.40            | $55.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $128.00            | $77.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $7163340.80        | $3791760.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $102.40            | $87.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $493753.00         | $400908.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $100.00            | $72.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $100.00            | $70.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $100.00            | $83.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $100.00            | $86.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $100.00            | $102.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $100.20            | $105.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $374325.60         | $362647.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $100.90            | $98.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $589384.70         | $499145.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $104.90            | $102.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $102.40            | $102.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $100.80            | $98.16             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $188.00            | $20.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $100.00            | $41.25             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $2033096.00        | $1579844.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $100.00            | $79.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $2167136.00        | $1484491.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 1.5000%  | 0.0000% | $100.00            | $56.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $102.40            | $88.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $100.00            | $81.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $205964.80         | $164626.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $104.00            | $69.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $102.40            | $89.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $3674.70           | $3346.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-25      | 6.5000%  | 0.0000% | $774700.00         | $584872.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $3110900.00        | $2313093.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1876652.80        | $1823830.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $463845.00         | $468062.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $767180.00         | $775049.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $102.40            | $103.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $102.40            | $102.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $105.20            | $106.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $100.00            | $8.23              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $168100.00         | $15779.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.0000%  | 0.0000% | $428.20            | $4.11              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $7516377.60        | $886640.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $100.00            | $3.57              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $100.00            | $49.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 4.0000%  | 0.0000% | $100.00            | $2.64              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $100.00            | $18.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 2.5000%  | 0.0000% | $100.00            | $43.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $110.20            | $61.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $176557.20         | $108389.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $2664.70           | $1966.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $617696.80         | $525027.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $100.00            | $75.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2111274.10        | $1689279.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $13542758.40       | $12212040.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $27179.80          | $28712.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $29325.60          | $30825.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $28257.20          | $29847.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $439279.50         | $410905.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $33058.10          | $22059.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $177.70            | $176.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $539119.00         | $544698.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $707605.20         | $713898.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $22422013.20       | $8785221.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $10700027.80       | $6665716.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $20000000.00       | $14658633.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $5538523.70        | $1536682.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $1557735.70        | $1548038.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $2513570.80        | $2626619.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $180362.40         | $184918.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2579287.90        | $2675362.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $16938563.70       | $15729072.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $715048.30         | $547129.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $135050.10         | $50155.13          | Agency Mortgage-Backed Securities |

### Security 78: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYFJ7, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9HYFJ7
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 4.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-02-25      | 4.8672%  | 0.0000% | $4342105.26        | $2676340.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 5.4172%  | 0.0000% | $7062293.82        | $3536869.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 4.7172%  | 0.0000% | $5210526.32        | $4695536.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-05-25      | 3.8500%  | 0.0000% | $862348.47         | $866246.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 4.9172%  | 0.0000% | $2914035.07        | $2284543.30        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.0172%  | 0.0000% | $3063789.47        | $2233199.83        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-06-25      | 5.2500%  | 0.0000% | $469150.35         | $304116.23         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-05-25      | 5.2500%  | 0.0000% | $2894736.84        | $2159898.75        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 5.0172%  | 0.0000% | $2894736.84        | $2754978.33        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 5.0000%  | 0.0000% | $5199700.75        | $5084704.75        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2044-09-16      | 4.0741%  | 0.0000% | $3156144.03        | $1009652.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.4817%  | 0.0000% | $1736842.11        | $295235.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-16      | 4.5000%  | 0.0000% | $578947.37         | $558657.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $52387.21          | $49945.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $37238.18          | $35397.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.5000%  | 0.0000% | $1157894.74        | $93820.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $515594.78         | $293000.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $12266.51          | $11629.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $39910.55          | $38497.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $12013.16          | $11270.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8115%  | 0.0000% | $2894736.84        | $1891570.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.1115%  | 0.0000% | $1447368.42        | $750313.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.6615%  | 0.0000% | $1447368.42        | $752245.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.6615%  | 0.0000% | $2420985.77        | $1689113.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-02-20      | 5.0000%  | 0.0000% | $92681.66          | $73839.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $43421.05          | $45675.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $57894.74          | $60897.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1157894.74        | $1214189.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1335629.15        | $1281563.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1698143.53        | $1530154.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $144736.84         | $150410.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.0115%  | 0.0000% | $1447368.42        | $1149615.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.5115%  | 0.0000% | $2586742.05        | $1389696.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.7615%  | 0.0000% | $1939242.11        | $1608803.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $162936.23         | $150250.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $97719.02          | $75077.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0615%  | 0.0000% | $2026315.79        | $1893139.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 7.7115%  | 0.0000% | $1157894.74        | $784556.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 2.6250%  | 0.0000% | $434210.53         | $373036.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $38528.95          | $36853.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7500%  | 0.0000% | $118687.45         | $108325.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7500%  | 0.0000% | $9450.33           | $9104.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7500%  | 0.0000% | $79767.48          | $75397.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $446773.68         | $450188.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5615%  | 0.0000% | $1447368.42        | $1322999.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7615%  | 0.0000% | $1027631.58        | $1030575.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 4.0000%  | 0.0000% | $179184.21         | $179962.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $103342.11         | $96253.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $47430.26          | $43582.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $28368.42          | $26067.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $322575.17         | $319327.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $72473.15          | $66822.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1739389.47        | $1780161.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1284452.63        | $1317777.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 4.5000%  | 0.0000% | $1586431.58        | $1584627.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $1462536.84        | $1458314.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $102705.26         | $99279.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $243215.79         | $236688.12         | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Invesco Investment Securities Funds

**Date:** 2026-03-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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