# EDGAR Filing Document

**Accession Number:** 0000896435
**File Stem:** 0001193125-26-259098
**Filing Date:** 2026-6
**Character Count:** 276657
**Document Hash:** 2a25b592f00c21f9091f00322f4da941
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-259098.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-259098

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07452
- **FILM NUMBER:** 261068174

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

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

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

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

## Series and Classes Contracts Data

### Invesco V.I. U.S. Government Money Portfolio (Series ID: S000064656)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000209359 | Series II    |  |
| C000209360 | Series I     |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000896435

**LEI of Registrant:** FC4UULIMJMGKBDUARB13

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

**LEI of Series:** 5493004IJF2VDZYG2P64

**EDGAR Series Identifier:** S000064656

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 37 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $243207234.65

- **Amortized Cost of Portfolio Securities:** $243200086.55

- **Cash:** $3.12

- **Total Other Assets:** $1164025.68

- **Total Liabilities:** $1986428.89

- **Net Assets of Series:** $242377686.46

- **Number of Shares Outstanding (Series):** 242457331.3000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $172497315.82             | $248497315.82              | 56.0700%                  | 80.7800%                   |
| 2026-05-04 | $166408620.98             | $242408620.98              | 55.1800%                  | 80.3800%                   |
| 2026-05-05 | $156507259.56             | $222507259.56              | 56.8900%                  | 80.8800%                   |
| 2026-05-06 | $143509022.87             | $214509022.87              | 53.7300%                  | 80.3100%                   |
| 2026-05-07 | $146302805.36             | $217302805.36              | 54.2100%                  | 80.5200%                   |
| 2026-05-08 | $136612779.39             | $207612779.39              | 52.5000%                  | 79.7900%                   |
| 2026-05-11 | $137938552.65             | $208938552.65              | 52.7400%                  | 79.8900%                   |
| 2026-05-12 | $128622053.95             | $194622053.95              | 52.4500%                  | 79.3600%                   |
| 2026-05-13 | $122714629.89             | $193714629.89              | 50.2200%                  | 79.2800%                   |
| 2026-05-14 | $119370955.58             | $190370955.58              | 49.5300%                  | 79.0000%                   |
| 2026-05-15 | $121142186.28             | $190142186.28              | 50.3200%                  | 78.9900%                   |
| 2026-05-18 | $120883461.10             | $190883461.10              | 50.0600%                  | 79.0400%                   |
| 2026-05-19 | $124648240.30             | $189648240.30              | 51.8800%                  | 78.9300%                   |
| 2026-05-20 | $119876061.20             | $189876061.20              | 49.8400%                  | 78.9500%                   |
| 2026-05-21 | $121013951.90             | $191013951.90              | 50.0800%                  | 79.0400%                   |
| 2026-05-22 | $121608678.25             | $191608678.25              | 50.2000%                  | 79.0900%                   |
| 2026-05-26 | $126587226.69             | $191587226.69              | 52.2500%                  | 79.0800%                   |
| 2026-05-27 | $127806397.46             | $194806397.46              | 52.2700%                  | 79.6700%                   |
| 2026-05-28 | $122833474.88             | $194833474.88              | 50.2500%                  | 79.7000%                   |
| 2026-05-29 | $122682883.63             | $194682883.63              | 50.2200%                  | 79.6900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7200%             |
| 2026-05-04 | 3.7200%             |
| 2026-05-05 | 3.7200%             |
| 2026-05-06 | 3.7200%             |
| 2026-05-07 | 3.7200%             |
| 2026-05-08 | 3.7200%             |
| 2026-05-11 | 3.7100%             |
| 2026-05-12 | 3.7100%             |
| 2026-05-13 | 3.7100%             |
| 2026-05-14 | 3.7100%             |
| 2026-05-15 | 3.7100%             |
| 2026-05-18 | 3.7000%             |
| 2026-05-19 | 3.7000%             |
| 2026-05-20 | 3.6900%             |
| 2026-05-21 | 3.6900%             |
| 2026-05-22 | 3.6800%             |
| 2026-05-26 | 3.6800%             |
| 2026-05-27 | 3.6900%             |
| 2026-05-28 | 3.6900%             |
| 2026-05-29 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9998                      |
|  |  |
| 2026-05-04 | 0.9997                      |
|  |  |
| 2026-05-05 | 0.9997                      |
|  |  |
| 2026-05-06 | 0.9997                      |
|  |  |
| 2026-05-07 | 0.9997                      |
|  |  |
| 2026-05-08 | 0.9998                      |
|  |  |
| 2026-05-11 | 0.9997                      |
|  |  |
| 2026-05-12 | 0.9997                      |
|  |  |
| 2026-05-13 | 0.9997                      |
|  |  |
| 2026-05-14 | 0.9997                      |
|  |  |
| 2026-05-15 | 0.9998                      |
|  |  |
| 2026-05-18 | 0.9997                      |
|  |  |
| 2026-05-19 | 0.9997                      |
|  |  |
| 2026-05-20 | 0.9997                      |
|  |  |
| 2026-05-21 | 0.9997                      |
|  |  |
| 2026-05-22 | 0.9998                      |
|  |  |
| 2026-05-26 | 0.9997                      |
|  |  |
| 2026-05-27 | 0.9997                      |
|  |  |
| 2026-05-28 | 0.9997                      |
|  |  |
| 2026-05-29 | 0.9998                      |
|  |  |

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

### Class: Series II

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $19993.43

- **Number of Shares Outstanding:** 20000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9998          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

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

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.8200%           |
| 2026-05-04 | 2.8200%           |
| 2026-05-05 | 2.8100%           |
| 2026-05-06 | 2.8100%           |
| 2026-05-07 | 2.8100%           |
| 2026-05-08 | 2.8000%           |
| 2026-05-11 | 2.8000%           |
| 2026-05-12 | 2.8000%           |
| 2026-05-13 | 2.8000%           |
| 2026-05-14 | 2.8000%           |
| 2026-05-15 | 2.7900%           |
| 2026-05-18 | 2.7800%           |
| 2026-05-19 | 2.7800%           |
| 2026-05-20 | 2.7700%           |
| 2026-05-21 | 2.7700%           |
| 2026-05-22 | 2.7700%           |
| 2026-05-26 | 2.7600%           |
| 2026-05-27 | 2.7700%           |
| 2026-05-28 | 2.7800%           |
| 2026-05-29 | 2.7800%           |

### Class: Series I

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $242357693.03

- **Number of Shares Outstanding:** 242437331.3000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9997          |
|  |  |
| 2026-05-05 | 0.9997          |
|  |  |
| 2026-05-06 | 0.9997          |
|  |  |
| 2026-05-07 | 0.9997          |
|  |  |
| 2026-05-08 | 0.9997          |
|  |  |
| 2026-05-11 | 0.9997          |
|  |  |
| 2026-05-12 | 0.9997          |
|  |  |
| 2026-05-13 | 0.9997          |
|  |  |
| 2026-05-14 | 0.9997          |
|  |  |
| 2026-05-15 | 0.9997          |
|  |  |
| 2026-05-18 | 0.9997          |
|  |  |
| 2026-05-19 | 0.9997          |
|  |  |
| 2026-05-20 | 0.9997          |
|  |  |
| 2026-05-21 | 0.9997          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9997          |
|  |  |
| 2026-05-27 | 0.9997          |
|  |  |
| 2026-05-28 | 0.9997          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $3847508.04               | $35118981.12            |
| 2026-05-04 | $285007.40                | $6449081.52             |
| 2026-05-05 | $10950.63                 | $26502341.58            |
| 2026-05-06 | $159559.23                | $8179697.60             |
| 2026-05-07 | $10614.75                 | $7231228.83             |
| 2026-05-08 | $27705.12                 | $9731500.77             |
| 2026-05-11 | $2331.60                  | $3683276.70             |
| 2026-05-12 | $17721.68                 | $7354709.07             |
| 2026-05-13 | $21763.82                 | $944610.64              |
| 2026-05-14 | $181429.69                | $440211.88              |
| 2026-05-15 | $1653.37                  | $288447.38              |
| 2026-05-18 | $774344.81                | $65692.49               |
| 2026-05-19 | $2125056.31               | $389264.23              |
| 2026-05-20 | $1020160.31               | $807837.64              |
| 2026-05-21 | $1277669.26               | $151782.39              |
| 2026-05-22 | $654958.70                | $72352.38               |
| 2026-05-26 | $434425.07                | $523313.76              |
| 2026-05-27 | $1360990.62               | $157546.10              |
| 2026-05-28 | $543064.64                | $617380.51              |
| 2026-05-29 | $352557.91                | $515596.55              |

**Total Gross Subscriptions (Month):** $13109472.96

**Total Gross Redemptions (Month):** $109224853.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0700%           |
| 2026-05-04 | 3.0600%           |
| 2026-05-05 | 3.0600%           |
| 2026-05-06 | 3.0600%           |
| 2026-05-07 | 3.0500%           |
| 2026-05-08 | 3.0500%           |
| 2026-05-11 | 3.0400%           |
| 2026-05-12 | 3.0400%           |
| 2026-05-13 | 3.0400%           |
| 2026-05-14 | 3.0400%           |
| 2026-05-15 | 3.0400%           |
| 2026-05-18 | 3.0300%           |
| 2026-05-19 | 3.0300%           |
| 2026-05-20 | 3.0200%           |
| 2026-05-21 | 3.0100%           |
| 2026-05-22 | 3.0100%           |
| 2026-05-26 | 3.0100%           |
| 2026-05-27 | 3.0200%           |
| 2026-05-28 | 3.0200%           |
| 2026-05-29 | 3.0300%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 90.1000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000203.74
- **C.18.a - Value (excl. sponsor support):** $1000203.74
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **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):** $1999979.62
- **C.18.a - Value (excl. sponsor support):** $1999979.62
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500222.18
- **C.18.a - Value (excl. sponsor support):** $500222.18
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500738.39
- **C.18.a - Value (excl. sponsor support):** $1500738.39
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2998575.18
- **C.18.a - Value (excl. sponsor support):** $2998575.18
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500270.79
- **C.18.a - Value (excl. sponsor support):** $500270.79
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000008.02
- **C.18.a - Value (excl. sponsor support):** $2000008.02
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000486.94
- **C.18.a - Value (excl. sponsor support):** $1000486.94
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000462.88
- **C.18.a - Value (excl. sponsor support):** $1000462.88
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250052.24
- **C.18.a - Value (excl. sponsor support):** $250052.24
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000459.10
- **C.18.a - Value (excl. sponsor support):** $1000459.10
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000224.14
- **C.18.a - Value (excl. sponsor support):** $1000224.14
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500562.76
- **C.18.a - Value (excl. sponsor support):** $1500562.76
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999678.18
- **C.18.a - Value (excl. sponsor support):** $1999678.18
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999542.48
- **C.18.a - Value (excl. sponsor support):** $999542.48
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **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? 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 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999961.99
- **C.18.a - Value (excl. sponsor support):** $2999961.99
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002435.40
- **C.18.a - Value (excl. sponsor support):** $5002435.40
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249915.63
- **C.18.a - Value (excl. sponsor support):** $249915.63
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2001016.72
- **C.18.a - Value (excl. sponsor support):** $2001016.72
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 20: 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: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500197.36
- **C.18.a - Value (excl. sponsor support):** $500197.36
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000215.62
- **C.18.a - Value (excl. sponsor support):** $1000215.62
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **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 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLY4, C.4 - ISIN: US3133EWLY49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000939.39
- **C.18.a - Value (excl. sponsor support):** $3000939.39
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWRT9, C.4 - ISIN: US3133EWRT99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999998.47
- **C.18.a - Value (excl. sponsor support):** $999998.47
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2028-06-02
- **C.13 - Final Legal Maturity Date:** 2028-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500100.21
- **C.18.a - Value (excl. sponsor support):** $500100.21
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500154.21
- **C.18.a - Value (excl. sponsor support):** $500154.21
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1000038.05
- **C.18.a - Value (excl. sponsor support):** $1000038.05
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1500372.93
- **C.18.a - Value (excl. sponsor support):** $1500372.93
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 28: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.880000%
- **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):** $1503960.00
- **C.18.a - Value (excl. sponsor support):** $1503960.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 29: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1500515.60
- **C.18.a - Value (excl. sponsor support):** $1500515.60
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $2000218.52
- **C.18.a - Value (excl. sponsor support):** $2000218.52
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3000586.47
- **C.18.a - Value (excl. sponsor support):** $3000586.47
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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):** $1986729.24
- **C.18.a - Value (excl. sponsor support):** $1986729.24
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 33: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2434954.85
- **C.18.a - Value (excl. sponsor support):** $2434954.85
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: 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):** $7941762.24
- **C.18.a - Value (excl. sponsor support):** $7941762.24
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 35: 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):** $14966688.30
- **C.18.a - Value (excl. sponsor support):** $14966688.30
- **C.19 - Percentage of Net Assets:** 6.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 36: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8254355.87
- **C.18.a - Value (excl. sponsor support):** $8254355.87
- **C.19 - Percentage of Net Assets:** 3.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2989122.00
- **C.18.a - Value (excl. sponsor support):** $2989122.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? 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 38: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2987040.87
- **C.18.a - Value (excl. sponsor support):** $2987040.87
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **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 39: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14893747.80
- **C.18.a - Value (excl. sponsor support):** $14893747.80
- **C.19 - Percentage of Net Assets:** 6.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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 40: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.4 - ISIN: US912797UV77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14873380.95
- **C.18.a - Value (excl. sponsor support):** $14873380.95
- **C.19 - Percentage of Net Assets:** 6.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $965087.64
- **C.18.a - Value (excl. sponsor support):** $965087.64
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: 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):** $1000131.54
- **C.18.a - Value (excl. sponsor support):** $1000131.54
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 43: 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):** $1501376.96
- **C.18.a - Value (excl. sponsor support):** $1501376.96
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 44: 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):** $2007406.24
- **C.18.a - Value (excl. sponsor support):** $2007406.24
- **C.19 - Percentage of Net Assets:** 0.8300%
- **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 45: 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):** $2002675.78
- **C.18.a - Value (excl. sponsor support):** $2002675.78
- **C.19 - Percentage of Net Assets:** 0.8300%
- **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 46: 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):** $3502363.97
- **C.18.a - Value (excl. sponsor support):** $3502363.97
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 47: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.726000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3000935.19
- **C.18.a - Value (excl. sponsor support):** $3000935.19
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $48600.00          | $34613.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $762.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1237.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $557.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1002.00           | $837.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1713.00           | $1640.66           | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $295000.00         | $240092.39         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $437.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $2186.00           | $1351.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $15389.00          | $9338.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $2008.00           | $1374.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $747.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $792.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $58000.00          | $45843.57          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-08-25      | 4.1184%  | 0.0000% | $10515.00          | $655.94            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 4.5621%  | 0.0000% | $6653.00           | $4568.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 5.5000%  | 0.0000% | $3013.00           | $2861.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $34354.00          | $32879.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-06-25      | 2.9030%  | 0.0000% | $1000.00           | $961.07            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-11-15      | 4.2084%  | 0.0000% | $1000.00           | $222.03            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-03-25      | 1.5170%  | 0.0000% | $1000.00           | $905.18            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 4.7621%  | 0.0000% | $1000.00           | $694.60            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-10-25      | 4.5621%  | 0.0000% | $1020.00           | $662.54            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $51984.00          | $35527.13          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1073.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $326886.00         | $262467.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $31255.00          | $24355.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $932.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1791.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $953.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1574.00           | $1353.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $896.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $1000.00           | $1076.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $929.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $6007.00           | $6282.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $844.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $281.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 1.7700%  | 0.0000% | $1185.00           | $1164.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $1998.00           | $349.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $227.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1018.00           | $241.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 6.0680%  | 0.0000% | $1000.00           | $1030.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $10013.00          | $5594.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 2.2400%  | 0.0000% | $1000.00           | $889.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $631.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $911.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $541.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1999.00           | $2117.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 4.4100%  | 0.0000% | $243650.00         | $243385.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $66563.00          | $18312.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $386.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $1167477.00        | $221523.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $1023.00           | $514.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $1020.00           | $490.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1024.00           | $518.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1008.00           | $569.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1027.00           | $587.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1582.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $722.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $721.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $9406.00           | $9180.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $824.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1015.00           | $981.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1353.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $624.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $1000.00           | $616.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $49849.00          | $39781.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1001.00           | $855.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1007.00           | $981.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $2017.00           | $2139.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $2115.00           | $901.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $619.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $657.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $659.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $934.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $978.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $100017.00         | $14528.35          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1004.00           | $771.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1650.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $934.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $986.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $908.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $55027.00          | $54752.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $711.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $705232.00         | $702247.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1001.00           | $1009.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1001.00           | $999.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $125070.00         | $120118.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $6266.00           | $6184.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $3800.00           | $3638.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 4.0000%  | 0.0000% | $10800.00          | $10106.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $1184.00           | $87.37             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1019.00           | $116.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $2016.00           | $223.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $1984.00           | $222.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $86.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1001.00           | $86.58             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1024.00           | $667.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1022.00           | $687.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $2024.00           | $1370.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $3023.00           | $2089.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1020.00           | $703.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1015.00           | $705.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1063.00           | $734.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1024.00           | $722.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1024.00           | $735.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $464.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $713.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2982.00           | $1810.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1023.00           | $455.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2044.00           | $1305.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $786593.00         | $558251.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1000.00           | $374.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $3115.00           | $2788.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1999.00           | $1207.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $2000.00           | $246.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $1999.00           | $380.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1006.00           | $474.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $1000.00           | $617.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $594.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $1000.00           | $377.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $763.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $2000.00           | $1468.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2000.00           | $2103.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $987.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $2000.00           | $1334.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1649.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1024.00           | $960.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3000.00           | $2930.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $2000.00           | $2135.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2024.00           | $1167.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $933.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $2000.00           | $1771.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $4084.00           | $3218.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1024.00           | $908.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $901.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $3184.00           | $2345.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1798.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1015.00           | $923.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3024.00           | $2433.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $2000.00           | $1854.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3048.00           | $2536.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2048.00           | $1994.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1024.00           | $1008.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1013.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $199.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1004.00           | $1016.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1045.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1067.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $1934.00           | $65.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1001.00           | $5.33              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.9451%  | 0.0000% | $4799.00           | $4140.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $261692.00         | $101436.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1000.00           | $445.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $18669.00          | $12319.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7751%  | 0.0000% | $44999.00          | $28179.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1004.00           | $964.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2251%  | 0.0000% | $31573.00          | $17322.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6451%  | 0.0000% | $2551195.00        | $1938052.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7251%  | 0.0000% | $7535.00           | $4451.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9251%  | 0.0000% | $24055.00          | $14134.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.3751%  | 0.0000% | $72754.00          | $46960.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $73593.00          | $58384.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7751%  | 0.0000% | $1000.00           | $860.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6251%  | 0.0000% | $2867.00           | $2839.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.4251%  | 0.0000% | $25797.00          | $24229.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.7251%  | 0.0000% | $1000.00           | $986.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8751%  | 0.0000% | $1000.00           | $868.73            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1005.72           | U.S. Treasuries (including strips)        |

### Security 49: 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):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **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 National Mortgage Association | 2054-12-25      | 5.1121%  | 0.0000% | $3889984.00        | $1999999.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-11-25      | 4.9621%  | 0.0000% | $89316.00          | $39215.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-10-25      | 4.9121%  | 0.0000% | $1000.00           | $803.82            | Agency Collateralized Mortgage Obligation |

### Security 50: 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):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2035-01-01      | 5.0000%  | 0.0000% | $3203.00           | $55.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2037-12-01      | 5.5000%  | 0.0000% | $1522.00           | $57.51             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2044-12-01      | 4.0000%  | 0.0000% | $1355.00           | $96.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $10378.00          | $10184.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 2.5000%  | 0.0000% | $52140.00          | $16587.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $984.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $742.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $4877537.00        | $4310847.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 4.0000%  | 0.0000% | $694489.00         | $623121.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-05-01      | 6.0000%  | 0.0000% | $252817.00         | $264873.00         | Agency Mortgage-Backed Securities |

### Security 51: 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):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-07-02      | 0.0000%  | 0.0000% | $70400.00          | $70159.87          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $50700.00          | $50847.06          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $2503100.00        | $1831523.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $10300.00          | $12483.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $1134500.00        | $1094021.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $72000.00          | $71164.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $700.00            | $708.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $99.92             | U.S. Treasuries (including strips) |

### Security 52: 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):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-10-22      | 0.0000%  | 0.0000% | $200.00            | $197.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-25      | 0.0000%  | 0.0000% | $200.00            | $198.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $28700.00          | $28783.25          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $39500.00          | $58054.35          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $63000.00          | $71341.50          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.30             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $3634800.00        | $2659590.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $360200.00         | $312285.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $103.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $800.00            | $809.71            | U.S. Treasuries (including strips) |

### Security 53: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $5209700.00        | $5192584.21        | U.S. Treasuries (including strips) |

### Security 54: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9NNWH9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9NNWH9
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-01-01      | 2.5000%  | 0.0000% | $1086363.92        | $418849.45         | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2030-01-01      | 2.5000%  | 0.0000% | $915475.99         | $295539.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 3.5000%  | 0.0000% | $357142.86         | $288967.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 3.5000%  | 0.0000% | $863221.09         | $778035.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 5.0000%  | 0.0000% | $403175.10         | $245509.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2030-01-01      | 2.5000%  | 0.0000% | $775000.00         | $228851.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 5.0000%  | 0.0000% | $204915.19         | $127716.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-07-01      | 2.5000%  | 0.0000% | $502445.38         | $256905.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-08-01      | 3.5000%  | 0.0000% | $598532.28         | $320075.15         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $484761.90         | $211927.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-05-20      | 6.8980%  | 0.0000% | $70087.70          | $14948.52          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-05-20      | 6.9670%  | 0.0000% | $71684.16          | $10772.86          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 6.9900%  | 0.0000% | $95339.27          | $12793.66          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.0620%  | 0.0000% | $184376.59         | $23884.56          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.0360%  | 0.0000% | $119077.80         | $31734.39          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 6.8240%  | 0.0000% | $31223.20          | $1170.88           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8730%  | 0.0000% | $121569.02         | $36642.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 7.0040%  | 0.0000% | $88279.95          | $17489.40          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8470%  | 0.0000% | $95541.71          | $36004.28          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0630%  | 0.0000% | $71510.43          | $22651.27          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 7.1330%  | 0.0000% | $119390.02         | $28665.66          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0760%  | 0.0000% | $95805.40          | $20659.88          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 7.0420%  | 0.0000% | $215110.27         | $48308.18          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 6.9580%  | 0.0000% | $185627.45         | $45859.07          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.1010%  | 0.0000% | $71733.70          | $16048.34          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0530%  | 0.0000% | $27506.57          | $8007.29           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.1530%  | 0.0000% | $45848.74          | $2565.02           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.7970%  | 0.0000% | $95559.31          | $33357.14          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.8290%  | 0.0000% | $71856.35          | $12663.07          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.9550%  | 0.0000% | $95522.02          | $27299.54          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 7.1300%  | 0.0000% | $95311.59          | $14020.89          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.9830%  | 0.0000% | $95238.10          | $26641.75          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.5510%  | 0.0000% | $6228.89           | $2584.24           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 6.9630%  | 0.0000% | $186500.31         | $35585.26          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 7.0280%  | 0.0000% | $113198.98         | $26234.94          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.8840%  | 0.0000% | $71826.96          | $20305.11          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.7050%  | 0.0000% | $154312.32         | $46711.49          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.8600%  | 0.0000% | $167193.54         | $54471.22          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.7890%  | 0.0000% | $117202.20         | $25476.99          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8560%  | 0.0000% | $191029.97         | $55252.35          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8250%  | 0.0000% | $190161.19         | $43022.24          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.0810%  | 0.0000% | $74047.62          | $78755.31          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.3370%  | 0.0000% | $52380.95          | $56560.88          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2068-02-20      | 6.3540%  | 0.0000% | $47068.96          | $15636.11          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2068-01-20      | 6.6480%  | 0.0000% | $13431.51          | $3228.56           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2071-08-20      | 6.7810%  | 0.0000% | $94240.39          | $60724.18          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.2050%  | 0.0000% | $49523.81          | $59001.13          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.2330%  | 0.0000% | $93095.24          | $101866.66         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.4030%  | 0.0000% | $47619.05          | $53438.79          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-06-20      | 5.3820%  | 0.0000% | $95238.10          | $103505.56         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-04-20      | 5.1970%  | 0.0000% | $71428.57          | $76899.00          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-04-20      | 5.1630%  | 0.0000% | $51698.94          | $53024.71          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-04-20      | 5.1610%  | 0.0000% | $71428.57          | $70732.77          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.1460%  | 0.0000% | $66190.48          | $72404.66          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-03-20      | 5.3120%  | 0.0000% | $41987.01          | $35804.12          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-12-20      | 6.6240%  | 0.0000% | $14027.45          | $3427.86           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.5700%  | 0.0000% | $6406.71           | $2219.33           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.6100%  | 0.0000% | $31136.55          | $9541.48           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.3190%  | 0.0000% | $32124.44          | $11208.17          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 6.9510%  | 0.0000% | $205298.67         | $29628.48          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0300%  | 0.0000% | $92966.41          | $25574.81          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 7.0090%  | 0.0000% | $40918.53          | $4801.62           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 7.0260%  | 0.0000% | $91821.70          | $20366.86          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.0400%  | 0.0000% | $73145.39          | $6429.23           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 6.9900%  | 0.0000% | $86433.48          | $15302.96          | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 6.9860%  | 0.0000% | $18448.95          | $3136.70           | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 6.9110%  | 0.0000% | $27219.86          | $6742.88           | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-03-20      | 3.5000%  | 0.0000% | $2279721.71        | $145827.43         | Agency Mortgage-Backed Securities |

### Security 55: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 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: BIV9PB3N2, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV9PB3N2
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 4.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $10283200.00       | $10249415.89       | U.S. Treasuries (including strips) |

### Security 56: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9PHWT4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV9PHWT4
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $159.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $400.00            | $425.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $1000.00           | $1020.95           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $5059200.00        | $5098406.58        | U.S. Treasuries (including strips) |

### Security 57: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RW2G0, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9RW2G0
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $3028700.00        | $3060036.97        | U.S. Treasuries (including strips) |

### Security 58: 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: BIV9STEH1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV9STEH1
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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% | $400.00            | $306.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $2160400.00        | $2039719.00        | U.S. Treasuries (including strips) |

### Security 59: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9UDGH1, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9UDGH1
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-07-30      | 0.0000%  | 0.0000% | $23857.40          | $23715.71          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $41939.80          | $42395.23          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $0.20              | $0.29              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $0.20              | $0.17              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $98781.40          | $64602.63          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $24776.80          | $18335.13          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $0.20              | $0.19              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $59224.80          | $34544.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $28363.60          | $24275.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $3054.80           | $2786.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $0.20              | $0.19              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $268608.00         | $254121.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $1067.80           | $1067.23           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $0.20              | $0.19              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $0.20              | $0.25              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $0.20              | $0.20              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $7999.60           | $7329.08           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $2.00              | $1.91              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $112789.80         | $107219.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $226713.20         | $198674.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $0.40              | $0.44              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $37728.80          | $40374.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $82797.60          | $88397.10          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $22171.20          | $24559.63          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $2.00              | $2.02              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $0.20              | $0.20              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $25726.00          | $26040.81          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $2.00              | $2.03              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $47796.40          | $46609.05          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.5000%  | 0.0000% | $0.80              | $0.79              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-04-30      | 4.1250%  | 0.0000% | $1038.80           | $1032.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 3.8750%  | 0.0000% | $13954.00          | $13909.78          | U.S. Treasuries (including strips) |

### Security 60: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9VMGL1, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9VMGL1
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3125000.00        | $1868415.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7951%  | 0.0000% | $229941.94         | $171443.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9751%  | 0.0000% | $1344571.38        | $1229380.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.4251%  | 0.0000% | $2003052.44        | $1830759.43        | Agency Collateralized Mortgage Obligation |

### Security 61: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9VTMN5, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9VTMN5
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 4.5000%  | 0.0000% | $23229.00          | $187.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 5.5000%  | 0.0000% | $8250.00           | $82.38             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $2366.00           | $29.02             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2028-03-01      | 2.0000%  | 0.0000% | $1087.00           | $40.27             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 4.5000%  | 0.0000% | $18368.00          | $1033.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.0000%  | 0.0000% | $1270.00           | $14.33             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.0000%  | 0.0000% | $5306.00           | $31.67             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.0000%  | 0.0000% | $1000.00           | $4.33              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $7037.00           | $1028.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.0000%  | 0.0000% | $12947.00          | $919.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $184138.00         | $554.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $9329.00           | $271.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 4.5000%  | 0.0000% | $1760.00           | $1.29              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2041-09-01      | 4.5000%  | 0.0000% | $5997.00           | $574.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2043-02-01      | 4.0000%  | 0.0000% | $1010.00           | $139.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $5641.00           | $1173.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $277.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $120.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 3.0000%  | 0.0000% | $37273.00          | $718.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2028-09-01      | 3.0000%  | 0.0000% | $2000.00           | $28.48             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1779.00           | $501.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 2.5000%  | 0.0000% | $17252.00          | $1464.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $3002.00           | $493.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $270.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 2.5000%  | 0.0000% | $2000.00           | $336.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $497.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2038-06-01      | 5.5000%  | 0.0000% | $1943.00           | $977.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 3.0000%  | 0.0000% | $1105.00           | $264.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2043-01-01      | 3.5000%  | 0.0000% | $2015.00           | $722.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1334.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $687.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $724.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $625.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $678.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $712.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $729.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $825.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $679.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $742.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1210.00           | $946.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $764.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.0000%  | 0.0000% | $1000.00           | $764.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $797.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $659.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $783.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $797.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $583.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $6974.00           | $880.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $235.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $338.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $808.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $173.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $735.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $717.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $753.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $1024.00           | $734.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $730.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $4537.00           | $4029.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 1.5000%  | 0.0000% | $1769.00           | $924.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $788.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $403.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $815.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $608.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $701.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $478.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1024.00           | $576.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $579.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $812.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $5013.00           | $3534.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $805.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $4334.00           | $571.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $9988.00           | $2011.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $416994.00         | $105303.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $497.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $487.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $646.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $474.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.0000%  | 0.0000% | $1024.00           | $451.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1052.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1391.00           | $958.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1120.00           | $777.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $839.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.5000%  | 0.0000% | $5195.00           | $3090.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 1.5000%  | 0.0000% | $13849.00          | $6927.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 2.0000%  | 0.0000% | $2495.00           | $949.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2036-05-01      | 2.0000%  | 0.0000% | $2048.00           | $926.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-25      | 6.5000%  | 0.0000% | $6050.00           | $4028.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $581.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 4.0000%  | 0.0000% | $1000.00           | $51.36             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $53.52             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 3.5000%  | 0.0000% | $4478.00           | $290.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $4492.00           | $738.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $161.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $805.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $1005.00           | $1035.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $807.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $515.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $640.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $925.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $944.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $241.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $4384.00           | $920.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $621.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $635.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $614.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $575.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $252.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $3101.00           | $1402.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $354.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $512.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $535.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $516.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $5236.00           | $2991.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1400.00           | $808.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $529.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $642.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $685.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $717.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $812.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $1008.00           | $760.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $706.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $784.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $751.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1509.00           | $1054.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1040.00           | $751.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $3181.00           | $2204.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $1008.00           | $869.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $676.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1040.00           | $953.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $96497.00          | $78148.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1025.00           | $812.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $904.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2176.00           | $1721.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $961.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $977.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $876.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $925.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $982.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $973.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1001.00           | $1033.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $957.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $954.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1016.00           | $1045.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $897.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2448.00           | $2483.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $992.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $892.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $934.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $692.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $965.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $977.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1040.00           | $954.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1103.00           | $832.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $855.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1795.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $912.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $975.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $756.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $910.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1017.00           | $851.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $966.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $975.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 6.0000%  | 0.0000% | $1000.00           | $902.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $3070.00           | $2617.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $909.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $996.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $984.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $862.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $967.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $985.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1008.00           | $909.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $898.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1032.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $1024.00           | $933.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $927.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $892.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $1042.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $895.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 3.0000%  | 0.0000% | $1000.00           | $206.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $1009.00           | $149.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 5.0000%  | 0.0000% | $1000.00           | $257.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $189.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $212.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $142.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $272.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $177.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $1024.00           | $276.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $1372.00           | $328.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $357.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $280.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $152.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $315.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $485.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $502.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $402.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $535.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $287.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $406.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $603.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $186.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $418.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $566.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $347.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $439.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $479.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $557.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $475.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $627.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $584.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $602.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $617.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $509.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $546.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $623.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $565.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $596.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $574.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $615.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $679.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $611.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $2796.00           | $1067.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $548.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $816.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $711.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1024.00           | $607.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $618.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $736.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1040.00           | $762.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $727.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-08-01      | 1.5000%  | 0.0000% | $1000.00           | $569.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $760.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1200.00           | $764.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $809.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $751.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $737.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $694.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-04-01      | 3.0000%  | 0.0000% | $1000.00           | $613.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $691.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $655.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $776.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $629.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1025.00           | $722.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $865.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $638.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1563.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $3075.00           | $1841.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $682.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $731.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $869.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $595.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1478.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $664.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $402.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $816.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $818.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $1000.00           | $604.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-25      | 6.5000%  | 0.0000% | $1024.00           | $861.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $935.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $953.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $6200.00           | $4671.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1033.00           | $923.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $945.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $949.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $1000.00           | $818.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $931.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $938.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $965.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $935.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $998.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1120.00           | $1084.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1113.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $2048.00           | $1996.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $939.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $2048.00           | $1943.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $984.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $1024.00           | $967.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1991.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $970.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1280.00           | $1152.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 5.5000%  | 0.0000% | $1000.00           | $968.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $983.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1623195.00        | $1598784.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $9630.00           | $9706.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $994.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $948.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 6.0000%  | 0.0000% | $1002.00           | $890.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2048.00           | $2007.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $983.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2048.00           | $2020.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1992.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1015.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1020.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1152.00           | $1164.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1023.00           | $1050.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $991.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $230.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $634.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1425.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-12-01      | 6.5000%  | 0.0000% | $1000.00           | $31.75             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-12-01      | 4.0000%  | 0.0000% | $1000.00           | $37.96             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 2.0000%  | 0.0000% | $2000.00           | $144.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 4.5000%  | 0.0000% | $1000.00           | $143.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-08-01      | 6.0000%  | 0.0000% | $1002.00           | $15.57             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-05-01      | 5.5000%  | 0.0000% | $14006.00          | $35.58             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $55.90             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-01-01      | 3.0000%  | 0.0000% | $1008.00           | $2.85              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 3.5000%  | 0.0000% | $1025.00           | $186.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $1008.00           | $171.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-07-01      | 4.0000%  | 0.0000% | $1000.00           | $28.15             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $1000.00           | $53.11             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 5.5000%  | 0.0000% | $1026.00           | $4.41              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1001.00           | $39.74             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 4.0000%  | 0.0000% | $1008.00           | $178.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 3.5000%  | 0.0000% | $1000.00           | $50.08             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 3.5000%  | 0.0000% | $1000.00           | $112.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 3.0000%  | 0.0000% | $1000.00           | $139.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $73.24             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 3.5000%  | 0.0000% | $1000.00           | $95.36             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $132.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 3.0000%  | 0.0000% | $1000.00           | $92.76             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $2024.00           | $245.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | 0.0000% | $1503.00           | $51.73             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.0000%  | 0.0000% | $1000.00           | $150.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $108.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $1000.00           | $127.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-05-01      | 3.5000%  | 0.0000% | $1000.00           | $35.12             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 3.5000%  | 0.0000% | $1023.00           | $70.31             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $1003.00           | $70.86             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $98.41             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 3.0000%  | 0.0000% | $1000.00           | $165.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 4.0000%  | 0.0000% | $1536.00           | $149.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $3054.00           | $1693.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1005.00           | $577.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $2008.00           | $1173.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $542.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2941.00           | $1807.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $534.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $55.37             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $98.40             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $79.17             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $92.80             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 3.0000%  | 0.0000% | $1001.00           | $130.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $2000.00           | $202.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 2.5000%  | 0.0000% | $2000.00           | $330.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $223.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $163.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-02-01      | 3.0000%  | 0.0000% | $1000.00           | $105.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $2024.00           | $332.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $159.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $2000.00           | $417.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $288.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $234.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $167.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $223.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $6000.00           | $2776.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $385.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 1.5000%  | 0.0000% | $1000.00           | $399.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $385.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $1196.00           | $639.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $433.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $357.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $452.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 1.5000%  | 0.0000% | $1024.00           | $565.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1120.00           | $622.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $4000.00           | $2316.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $363.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1672.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2134.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $460.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 5.5000%  | 0.0000% | $1001.00           | $490.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $619.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $631.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $6000.00           | $3756.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $1024.00           | $567.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $656.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $1008.00           | $647.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $614.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $713.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 2.5000%  | 0.0000% | $1000.00           | $404.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $7000.00           | $4771.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $631.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $735.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $6000.00           | $4425.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1465.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 4.0000%  | 0.0000% | $1000.00           | $518.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $756.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $4200.00           | $3073.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $737.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $777.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1039.00           | $731.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $740.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.5000%  | 0.0000% | $1000.00           | $542.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $2048.00           | $1585.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $597.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $767.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $573.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $782.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $732.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-05-01      | 5.0000%  | 0.0000% | $1000.00           | $390.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $803.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $813.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $786.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $596.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $812.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $439.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $551.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $764.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $458.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $746.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $510.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-08-01      | 5.5000%  | 0.0000% | $3004.00           | $1748.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $873.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $637.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $1000.00           | $689.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $871.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $644.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1068.00           | $607.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $807.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 5.5000%  | 0.0000% | $1000.00           | $616.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2176.00           | $1529.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 3.5000%  | 0.0000% | $1000.00           | $874.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $774.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $685.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $2304.00           | $1754.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 5.0000%  | 0.0000% | $2016.00           | $1613.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $937.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 5.0000%  | 0.0000% | $1000.00           | $872.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $815.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1024.00           | $892.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1021.00           | $1026.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1024.00           | $969.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2123.00           | $2062.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $3073.00           | $3121.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $958.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $1008.00           | $968.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $972.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 8.5000%  | 0.0000% | $2016.00           | $65.23             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 5.5000%  | 0.0000% | $1126.00           | $32.76             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 5.5000%  | 0.0000% | $2233.00           | $39.09             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $1001.00           | $29.39             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $1024.00           | $71.20             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $733.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $469.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $853.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $562.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1789.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 7.0000%  | 0.0000% | $1001.00           | $1053.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $848.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $960.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $972.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $960.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $597.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $811.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1007.00           | $608.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $865.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $854.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $815.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1789.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $723.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $611.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $701.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $882.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1007.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $911.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $953.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $827.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1234.00           | $949.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $821.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $781.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $959.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $898.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $973.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $937.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $608.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1010.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $932.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $718.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $893.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $896.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.0000%  | 0.0000% | $2024.00           | $1959.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $876.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $854.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $850.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1002.00           | $945.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1010.00           | $928.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1008.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $949.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $953.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $976.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $956.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1008.00           | $701.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $986.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1040.00           | $993.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | 0.0000% | $1008.00           | $935.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $901.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $902.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $853.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $904.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $856.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $743.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $816.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $962.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $913.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $917.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1842.00           | $1570.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $955.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $816.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $906.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $985.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $867.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.5000%  | 0.0000% | $1034.00           | $1033.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $999.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $638.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $3072.00           | $2995.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $2240.00           | $2234.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $973.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1044.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $755.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $642.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $2053.00           | $1315.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $716.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $658.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1580.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $766.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $892.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1294.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $842.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $884.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $2048.00           | $1795.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $882.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $3015.00           | $2445.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $727.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1086.00           | $968.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $4096.00           | $2724.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $771.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1183.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $2064.00           | $1844.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $2204.00           | $1687.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1732.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $861.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $2028.00           | $1787.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $852.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $903.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $3840.00           | $2812.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $960.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $970.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $849.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $9888.00           | $8883.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $2071.00           | $1931.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $2048.00           | $2004.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $993.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1814.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1017.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1169.00           | $1131.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $865.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $942.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1040.00           | $969.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 4.5000%  | 0.0000% | $1008.00           | $964.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-03      | 5.5000%  | 0.0000% | $5312.00           | $5209.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $980.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $3260.00           | $3071.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1001.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $950.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1028.00           | $984.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $2048.00           | $2018.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $991.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $2048.00           | $1993.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $1040.00           | $996.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1052.00           | $1031.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1100.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1958.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $957.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $3168.00           | $2964.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $2048.00           | $2018.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1121.00           | $1135.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $2024.00           | $2069.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.0000%  | 0.0000% | $2016.00           | $1992.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 4.5000%  | 0.0000% | $2055.00           | $1973.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $335266.00         | $323675.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $1280.00           | $1302.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1060.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1047.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 6.5000%  | 0.0000% | $1004.00           | $1059.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $46080.00          | $35571.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1152.00           | $781.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $738.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1120.00           | $940.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1880.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.0000%  | 0.0000% | $1000.00           | $921.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $1280.00           | $1198.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $1280.00           | $1263.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $2048.00           | $1960.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 4.5000%  | 0.0000% | $2008.00           | $1927.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $961.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1961.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-11-15      | 4.0000%  | 0.0000% | $22640.00          | $2330.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $13307.00          | $471.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-15      | 3.5000%  | 0.0000% | $1970.00           | $294.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-15      | 3.5000%  | 0.0000% | $9196.00           | $1081.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $2648.00           | $121.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-15      | 4.5000%  | 0.0000% | $27315.00          | $1516.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-05-20      | 4.0000%  | 0.0000% | $1004.00           | $122.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-02-15      | 3.0000%  | 0.0000% | $6236.00           | $22.16             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-02-15      | 4.0000%  | 0.0000% | $7673.00           | $581.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-04-15      | 3.5000%  | 0.0000% | $2078.00           | $80.36             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-06-15      | 2.5000%  | 0.0000% | $4017.00           | $31.04             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $1000.00           | $119.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-15      | 2.5000%  | 0.0000% | $4211.00           | $442.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-01-15      | 3.0000%  | 0.0000% | $1925.00           | $340.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-05-15      | 2.5000%  | 0.0000% | $2543.00           | $47.92             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $1441.00           | $175.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $6840.00           | $688.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 2.5000%  | 0.0000% | $1000.00           | $126.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $1000.00           | $87.47             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $67.18             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-06-20      | 2.5000%  | 0.0000% | $2828.00           | $25.16             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-06-20      | 3.0000%  | 0.0000% | $3061.00           | $20.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $3360.00           | $115.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-11-20      | 2.5000%  | 0.0000% | $6820.00           | $94.23             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-02-20      | 2.5000%  | 0.0000% | $1011.00           | $19.67             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $53.95             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-07-20      | 3.5000%  | 0.0000% | $3845.00           | $95.46             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-10-20      | 3.5000%  | 0.0000% | $4893.00           | $90.86             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $2325.00           | $176.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-20      | 4.0000%  | 0.0000% | $5212.00           | $157.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-20      | 4.0000%  | 0.0000% | $2822.00           | $84.50             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $4008.00           | $250.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $1167.00           | $78.07             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $98.57             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1010.00           | $92.03             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $7531.00           | $604.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $10100.00          | $990.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $5051.00           | $422.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $8811.00           | $604.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-12-20      | 2.5000%  | 0.0000% | $1000.00           | $53.69             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $8001.00           | $661.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $1000.00           | $106.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $2000.00           | $182.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $11121.00          | $930.97            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4023.00           | $356.36            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $1090.00           | $55.85             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $1021.00           | $118.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $1024.00           | $134.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $2001.00           | $136.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $1000.00           | $74.71             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $28276.00          | $2574.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $90.73             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $3002.00           | $377.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $7486.00           | $610.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-20      | 3.5000%  | 0.0000% | $3022.00           | $305.18            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $6000.00           | $752.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $3000.00           | $349.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $1000.00           | $89.50             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $4950.00           | $501.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $1141.00           | $105.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 6.5000%  | 0.0000% | $2933.00           | $380.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $2001.00           | $139.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $2000.00           | $64.05             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $110.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $90.12             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1000.00           | $71.89             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $9113.00           | $785.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $6146.00           | $443.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $6000.00           | $517.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $2038.00           | $142.17            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $8869.00           | $214.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $3200.00           | $49.20             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $79.62             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $8513.00           | $807.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $10719.00          | $1078.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1001.00           | $31.16             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-01-20      | 3.0000%  | 0.0000% | $3132.00           | $1015.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1492.00           | $517.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $5708.00           | $1751.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $7100.00           | $2545.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $5024.00           | $2062.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $7002.00           | $1887.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $45092.00          | $29388.42          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $2048.00           | $1351.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $4104.00           | $2773.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $6306.00           | $3045.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-12-20      | 1.5000%  | 0.0000% | $1000.00           | $473.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $4088.00           | $2435.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $8997.00           | $5585.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.0000%  | 0.0000% | $2000.00           | $1499.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1043.00           | $720.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $10201.00          | $7051.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $4150.00           | $2883.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $7769.00           | $4853.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $722.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 4.0000%  | 0.0000% | $2142.00           | $1555.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $4097.00           | $2864.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $11671.00          | $5353.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $4157.00           | $2940.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1000.00           | $348.35            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $2124.00           | $1938.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $4072.00           | $3257.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1865.00           | $1271.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3000.00           | $1557.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $6083.00           | $2315.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $5024.00           | $4241.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $4221.00           | $3357.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $3295.00           | $2217.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $488.85            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $6000.00           | $4847.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $253.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $8704.00           | $7372.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2000.00           | $799.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-02-15      | 4.9500%  | 0.0000% | $1000.00           | $971.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $1000.00           | $113.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $2000.00           | $415.17            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $192.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $4046.00           | $3144.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $440.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $3791.00           | $2739.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.5000%  | 0.0000% | $1000.00           | $562.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $4608.00           | $3964.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.0000%  | 0.0000% | $1000.00           | $149.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-15      | 4.0000%  | 0.0000% | $1000.00           | $52.41             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-05-15      | 5.9500%  | 0.0000% | $1000.00           | $1051.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $10828.00          | $8457.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-02-15      | 5.7900%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-05-15      | 5.7600%  | 0.0000% | $1000.00           | $1037.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-03-15      | 5.6500%  | 0.0000% | $1000.00           | $1053.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-09-15      | 4.5300%  | 0.0000% | $1000.00           | $962.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-15      | 6.3000%  | 0.0000% | $1000.00           | $1077.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-15      | 6.2100%  | 0.0000% | $3000.00           | $3201.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $16727.00          | $17263.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $5561.00           | $4924.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $8600.00           | $6544.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-01-20      | 5.5000%  | 0.0000% | $1000.00           | $692.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2032.00           | $1482.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1999.00           | $800.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1007.00           | $905.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $2064.00           | $1458.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $484.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $65608.00          | $49939.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1313100.00        | $1056489.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $976.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $3000.00           | $2315.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $3075.00           | $1735.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $724.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2801.00           | $2867.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $1000.00           | $1045.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $1000.00           | $971.17            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1006.00           | $1027.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $1000.00           | $95.23             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-15      | 4.5000%  | 0.0000% | $1000.00           | $86.22             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $351.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-15      | 4.5000%  | 0.0000% | $1000.00           | $284.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $2000.00           | $210.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-20      | 4.5000%  | 0.0000% | $1000.00           | $41.48             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $3033.00           | $77.78             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $10.05             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $1001.00           | $17.01             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-01-20      | 3.0000%  | 0.0000% | $3016.00           | $8.73              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1000.00           | $32.47             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $1000.00           | $38.40             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $1000.00           | $45.87             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $1000.00           | $23.97             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $2000.00           | $76.47             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $23.28             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-11-20      | 4.5000%  | 0.0000% | $1000.00           | $42.85             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-15      | 4.5000%  | 0.0000% | $3030.00           | $128.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 4.5000%  | 0.0000% | $1000.00           | $58.75             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 4.5000%  | 0.0000% | $2000.00           | $61.22             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-01-15      | 4.5000%  | 0.0000% | $1000.00           | $33.20             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 4.0000%  | 0.0000% | $1015.00           | $59.21             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-15      | 4.5000%  | 0.0000% | $1000.00           | $102.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $20.68             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-04-15      | 4.5000%  | 0.0000% | $1007.00           | $20.06             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $19.90             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $1000.00           | $98.83             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $1000.00           | $64.28             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $1000.00           | $53.87             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $31.32             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-15      | 3.0000%  | 0.0000% | $1000.00           | $316.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-11-15      | 4.5000%  | 0.0000% | $1000.00           | $39.97             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $1000.00           | $100.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-08-20      | 2.0000%  | 0.0000% | $1000.00           | $65.30             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $1000.00           | $171.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $1000.00           | $114.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $1000.00           | $46.74             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $1000.00           | $226.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-15      | 4.5000%  | 0.0000% | $1000.00           | $256.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $10149.00          | $7476.03           | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2026-07-28      | 0.0000%  | 0.0000% | $500.00            | $496.99            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2046-02-15      | 0.0000%  | 0.0000% | $30200.00          | $11058.61          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2046-08-15      | 0.0000%  | 0.0000% | $1500.00           | $535.07            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2047-08-15      | 0.0000%  | 0.0000% | $3000.00           | $1014.25           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2049-02-15      | 0.0000%  | 0.0000% | $2432500.00        | $760569.78         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2037-05-15      | 5.0000%  | 0.0000% | $4400.00           | $4616.52           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $2500.00           | $1916.59           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2043-08-15      | 3.6250%  | 0.0000% | $1200.00           | $1028.85           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $1300.00           | $1119.44           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2045-05-15      | 3.0000%  | 0.0000% | $200.00            | $151.17            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $148.89            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $96.37             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-02-15      | 2.2500%  | 0.0000% | $300.00            | $298.56            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-07-15      | 0.1250%  | 0.0000% | $168000.00         | $204837.95         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $201.73            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $201.56            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $400.00            | $402.81            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.37            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-08-15      | 3.7500%  | 0.0000% | $500.00            | $504.14            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $51840.26          | $36972.73          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $7703.44           | $5360.02           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-02-15      | 0.0000%  | 0.0000% | $16.47             | $11.17             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2040-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |

### Security 62: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYWT0, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9VYWT0
- **C.18 - Value (incl. sponsor support):** $22387382.00
- **C.18.a - Value (excl. sponsor support):** $22387382.00
- **C.19 - Percentage of Net Assets:** 9.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $4378452.29        | $2933641.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $228476.33         | $158691.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $911489.93         | $65255.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $7698687.26        | $1475737.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $209459.59         | $85958.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $16790536.50       | $1529863.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $585358.18         | $53487.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $4644184.04        | $2901287.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1817816.45        | $1266341.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $3798189.24        | $2799209.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $698597.36         | $508691.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2798421.57        | $2205365.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $2798422.62        | $1978054.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1795840.81        | $1753848.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $5596845.50        | $3384464.41        | Agency Mortgage-Backed Securities |

### Security 63: Mizuho Securities (USA) LLC

- **C.1 - Title:** Mizuho Securities (USA) Inc. 3.630000%
- **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: BIV9VYWV5, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BIV9VYWV5
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 6.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp | 2027-06-25      | 4.0000%  | 0.0000% | $1361538.46        | $1359168.17        | Agency Debentures and Agency Strips |
| U.S. Treasury                   | 2028-01-31      | 3.5000%  | 0.0000% | $12294593.08       | $12339036.06       | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2030-05-31      | 4.0000%  | 0.0000% | $1174428.46        | $1193268.90        | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2027-09-30      | 3.5000%  | 0.0000% | $118306.15         | $118307.11         | U.S. Treasuries (including strips)  |
| U.S. Treasury                   | 2031-03-31      | 3.8750%  | 0.0000% | $291666.92         | $290221.88         | U.S. Treasuries (including strips)  |

### Security 64: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VZV19, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9VZV19
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 6.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $329500.00         | $338316.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $14760300.00       | $14961513.63       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Invesco Variable Insurance Funds

**Date:** 2026-06-05

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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